diff --git a/LICENSE b/LICENSE new file mode 100644 --- /dev/null +++ b/LICENSE @@ -0,0 +1,340 @@ + GNU GENERAL PUBLIC LICENSE + Version 2, June 1991 + + Copyright (C) 1989, 1991 Free Software Foundation, Inc. + 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The licenses for most software are designed to take away your +freedom to share and change it. By contrast, the GNU General Public +License is intended to guarantee your freedom to share and change free +software--to make sure the software is free for all its users. This +General Public License applies to most of the Free Software +Foundation's software and to any other program whose authors commit to +using it. (Some other Free Software Foundation software is covered by +the GNU Library General Public License instead.) You can apply it to +your programs, too. + + When we speak of free software, we are referring to freedom, not +price. Our General Public Licenses are designed to make sure that you +have the freedom to distribute copies of free software (and charge for +this service if you wish), that you receive source code or can get it +if you want it, that you can change the software or use pieces of it +in new free programs; and that you know you can do these things. + + To protect your rights, we need to make restrictions that forbid +anyone to deny you these rights or to ask you to surrender the rights. +These restrictions translate to certain responsibilities for you if you +distribute copies of the software, or if you modify it. + + For example, if you distribute copies of such a program, whether +gratis or for a fee, you must give the recipients all the rights that +you have. You must make sure that they, too, receive or can get the +source code. And you must show them these terms so they know their +rights. + + We protect your rights with two steps: (1) copyright the software, and +(2) offer you this license which gives you legal permission to copy, +distribute and/or modify the software. + + Also, for each author's protection and ours, we want to make certain +that everyone understands that there is no warranty for this free +software. If the software is modified by someone else and passed on, we +want its recipients to know that what they have is not the original, so +that any problems introduced by others will not reflect on the original +authors' reputations. + + Finally, any free program is threatened constantly by software +patents. We wish to avoid the danger that redistributors of a free +program will individually obtain patent licenses, in effect making the +program proprietary. To prevent this, we have made it clear that any +patent must be licensed for everyone's free use or not licensed at all. + + The precise terms and conditions for copying, distribution and +modification follow. + + GNU GENERAL PUBLIC LICENSE + TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION + + 0. This License applies to any program or other work which contains +a notice placed by the copyright holder saying it may be distributed +under the terms of this General Public License. The "Program", below, +refers to any such program or work, and a "work based on the Program" +means either the Program or any derivative work under copyright law: +that is to say, a work containing the Program or a portion of it, +either verbatim or with modifications and/or translated into another +language. (Hereinafter, translation is included without limitation in +the term "modification".) Each licensee is addressed as "you". + +Activities other than copying, distribution and modification are not +covered by this License; they are outside its scope. The act of +running the Program is not restricted, and the output from the Program +is covered only if its contents constitute a work based on the +Program (independent of having been made by running the Program). +Whether that is true depends on what the Program does. + + 1. You may copy and distribute verbatim copies of the Program's +source code as you receive it, in any medium, provided that you +conspicuously and appropriately publish on each copy an appropriate +copyright notice and disclaimer of warranty; keep intact all the +notices that refer to this License and to the absence of any warranty; +and give any other recipients of the Program a copy of this License +along with the Program. + +You may charge a fee for the physical act of transferring a copy, and +you may at your option offer warranty protection in exchange for a fee. + + 2. You may modify your copy or copies of the Program or any portion +of it, thus forming a work based on the Program, and copy and +distribute such modifications or work under the terms of Section 1 +above, provided that you also meet all of these conditions: + + a) You must cause the modified files to carry prominent notices + stating that you changed the files and the date of any change. + + b) You must cause any work that you distribute or publish, that in + whole or in part contains or is derived from the Program or any + part thereof, to be licensed as a whole at no charge to all third + parties under the terms of this License. + + c) If the modified program normally reads commands interactively + when run, you must cause it, when started running for such + interactive use in the most ordinary way, to print or display an + announcement including an appropriate copyright notice and a + notice that there is no warranty (or else, saying that you provide + a warranty) and that users may redistribute the program under + these conditions, and telling the user how to view a copy of this + License. (Exception: if the Program itself is interactive but + does not normally print such an announcement, your work based on + the Program is not required to print an announcement.) + +These requirements apply to the modified work as a whole. If +identifiable sections of that work are not derived from the Program, +and can be reasonably considered independent and separate works in +themselves, then this License, and its terms, do not apply to those +sections when you distribute them as separate works. But when you +distribute the same sections as part of a whole which is a work based +on the Program, the distribution of the whole must be on the terms of +this License, whose permissions for other licensees extend to the +entire whole, and thus to each and every part regardless of who wrote it. + +Thus, it is not the intent of this section to claim rights or contest +your rights to work written entirely by you; rather, the intent is to +exercise the right to control the distribution of derivative or +collective works based on the Program. + +In addition, mere aggregation of another work not based on the Program +with the Program (or with a work based on the Program) on a volume of +a storage or distribution medium does not bring the other work under +the scope of this License. + + 3. You may copy and distribute the Program (or a work based on it, +under Section 2) in object code or executable form under the terms of +Sections 1 and 2 above provided that you also do one of the following: + + a) Accompany it with the complete corresponding machine-readable + source code, which must be distributed under the terms of Sections + 1 and 2 above on a medium customarily used for software interchange; or, + + b) Accompany it with a written offer, valid for at least three + years, to give any third party, for a charge no more than your + cost of physically performing source distribution, a complete + machine-readable copy of the corresponding source code, to be + distributed under the terms of Sections 1 and 2 above on a medium + customarily used for software interchange; or, + + c) Accompany it with the information you received as to the offer + to distribute corresponding source code. (This alternative is + allowed only for noncommercial distribution and only if you + received the program in object code or executable form with such + an offer, in accord with Subsection b above.) + +The source code for a work means the preferred form of the work for +making modifications to it. For an executable work, complete source +code means all the source code for all modules it contains, plus any +associated interface definition files, plus the scripts used to +control compilation and installation of the executable. However, as a +special exception, the source code distributed need not include +anything that is normally distributed (in either source or binary +form) with the major components (compiler, kernel, and so on) of the +operating system on which the executable runs, unless that component +itself accompanies the executable. + +If distribution of executable or object code is made by offering +access to copy from a designated place, then offering equivalent +access to copy the source code from the same place counts as +distribution of the source code, even though third parties are not +compelled to copy the source along with the object code. + + 4. You may not copy, modify, sublicense, or distribute the Program +except as expressly provided under this License. Any attempt +otherwise to copy, modify, sublicense or distribute the Program is +void, and will automatically terminate your rights under this License. +However, parties who have received copies, or rights, from you under +this License will not have their licenses terminated so long as such +parties remain in full compliance. + + 5. You are not required to accept this License, since you have not +signed it. However, nothing else grants you permission to modify or +distribute the Program or its derivative works. These actions are +prohibited by law if you do not accept this License. Therefore, by +modifying or distributing the Program (or any work based on the +Program), you indicate your acceptance of this License to do so, and +all its terms and conditions for copying, distributing or modifying +the Program or works based on it. + + 6. Each time you redistribute the Program (or any work based on the +Program), the recipient automatically receives a license from the +original licensor to copy, distribute or modify the Program subject to +these terms and conditions. You may not impose any further +restrictions on the recipients' exercise of the rights granted herein. +You are not responsible for enforcing compliance by third parties to +this License. + + 7. If, as a consequence of a court judgment or allegation of patent +infringement or for any other reason (not limited to patent issues), +conditions are imposed on you (whether by court order, agreement or +otherwise) that contradict the conditions of this License, they do not +excuse you from the conditions of this License. If you cannot +distribute so as to satisfy simultaneously your obligations under this +License and any other pertinent obligations, then as a consequence you +may not distribute the Program at all. For example, if a patent +license would not permit royalty-free redistribution of the Program by +all those who receive copies directly or indirectly through you, then +the only way you could satisfy both it and this License would be to +refrain entirely from distribution of the Program. + +If any portion of this section is held invalid or unenforceable under +any particular circumstance, the balance of the section is intended to +apply and the section as a whole is intended to apply in other +circumstances. + +It is not the purpose of this section to induce you to infringe any +patents or other property right claims or to contest validity of any +such claims; this section has the sole purpose of protecting the +integrity of the free software distribution system, which is +implemented by public license practices. Many people have made +generous contributions to the wide range of software distributed +through that system in reliance on consistent application of that +system; it is up to the author/donor to decide if he or she is willing +to distribute software through any other system and a licensee cannot +impose that choice. + +This section is intended to make thoroughly clear what is believed to +be a consequence of the rest of this License. + + 8. If the distribution and/or use of the Program is restricted in +certain countries either by patents or by copyrighted interfaces, the +original copyright holder who places the Program under this License +may add an explicit geographical distribution limitation excluding +those countries, so that distribution is permitted only in or among +countries not thus excluded. In such case, this License incorporates +the limitation as if written in the body of this License. + + 9. The Free Software Foundation may publish revised and/or new versions +of the General Public License from time to time. Such new versions will +be similar in spirit to the present version, but may differ in detail to +address new problems or concerns. + +Each version is given a distinguishing version number. If the Program +specifies a version number of this License which applies to it and "any +later version", you have the option of following the terms and conditions +either of that version or of any later version published by the Free +Software Foundation. If the Program does not specify a version number of +this License, you may choose any version ever published by the Free Software +Foundation. + + 10. If you wish to incorporate parts of the Program into other free +programs whose distribution conditions are different, write to the author +to ask for permission. For software which is copyrighted by the Free +Software Foundation, write to the Free Software Foundation; we sometimes +make exceptions for this. Our decision will be guided by the two goals +of preserving the free status of all derivatives of our free software and +of promoting the sharing and reuse of software generally. + + NO WARRANTY + + 11. BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY +FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN +OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR OTHER PARTIES +PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED +OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF +MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS +TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE +PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, +REPAIR OR CORRECTION. + + 12. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING +WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR +REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, +INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING +OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED +TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY +YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER +PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE +POSSIBILITY OF SUCH DAMAGES. + + END OF TERMS AND CONDITIONS + + How to Apply These Terms to Your New Programs + + If you develop a new program, and you want it to be of the greatest +possible use to the public, the best way to achieve this is to make it +free software which everyone can redistribute and change under these terms. + + To do so, attach the following notices to the program. It is safest +to attach them to the start of each source file to most effectively +convey the exclusion of warranty; and each file should have at least +the "copyright" line and a pointer to where the full notice is found. + + + Copyright (C) + + This program is free software; you can redistribute it and/or modify + it under the terms of the GNU General Public License as published by + the Free Software Foundation; either version 2 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. + + You should have received a copy of the GNU General Public License + along with this program; if not, write to the Free Software + Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA + + +Also add information on how to contact you by electronic and paper mail. + +If the program is interactive, make it output a short notice like this +when it starts in an interactive mode: + + Gnomovision version 69, Copyright (C) year name of author + Gnomovision comes with ABSOLUTELY NO WARRANTY; for details type `show w'. + This is free software, and you are welcome to redistribute it + under certain conditions; type `show c' for details. + +The hypothetical commands `show w' and `show c' should show the appropriate +parts of the General Public License. Of course, the commands you use may +be called something other than `show w' and `show c'; they could even be +mouse-clicks or menu items--whatever suits your program. + +You should also get your employer (if you work as a programmer) or your +school, if any, to sign a "copyright disclaimer" for the program, if +necessary. Here is a sample; alter the names: + + Yoyodyne, Inc., hereby disclaims all copyright interest in the program + `Gnomovision' (which makes passes at compilers) written by James Hacker. + + , 1 April 1989 + Ty Coon, President of Vice + +This General Public License does not permit incorporating your program into +proprietary programs. If your program is a subroutine library, you may +consider it more useful to permit linking proprietary applications with the +library. If this is what you want to do, use the GNU Library General +Public License instead of this License. diff --git a/Setup.hs b/Setup.hs new file mode 100644 --- /dev/null +++ b/Setup.hs @@ -0,0 +1,2 @@ +import Distribution.Simple +main = defaultMain diff --git a/fixhs.cabal b/fixhs.cabal new file mode 100644 --- /dev/null +++ b/fixhs.cabal @@ -0,0 +1,83 @@ +name: fixhs +version: 0.1 +description: Financial Information eXchange (FIX) protocol (co)parser +homepage: http://github.com/urv/fixhs +synopsis: FIX (co)parser +category: Protocol, Text, Parsing +license: GPL +license-file: LICENSE +author: Arvin Moezzi +maintainer: Arvin Moezzi +build-type: Simple +tested-with: GHC == 7.0.3 +cabal-version: >=1.8 +stability: experimental + +flag developer + description: build in development mode + default: False + +flag with-fix40 + description: add fix40 to the module + default: True + +flag with-fix41 + description: add fix41 to the module + default: True + +flag with-fix42 + description: add fix42 to the module + default: True + +flag with-fix43 + description: add fix43 to the module. It takes a long time to compile! + default: False + +flag with-fix44 + description: add fix44 to the module. It takes a long time to compile! + default: False + +library + hs-source-dirs: src/ + build-depends: + base >= 3 && < 5, + containers, MissingH, bytestring, attoparsec, + attoparsec-enumerator, enumerator, old-time, network, + HaXml, deepseq, QuickCheck, parallel, text, dlist + other-modules: + Data.FIX.ParserCombinators + exposed-modules: + Data.LookupTable + Data.Coparser + Data.FIX.Arbitrary + Data.FIX.Common + Data.FIX.Coparser + Data.FIX.Parser + Data.FIX.Message + ghc-options: -Wall + if flag(developer) + ghc-prof-options: -auto-all + + if flag(with-fix40) + exposed-modules: Data.FIX.Spec.FIX40 + if flag(with-fix41) + exposed-modules: Data.FIX.Spec.FIX41 + if flag(with-fix42) + exposed-modules: Data.FIX.Spec.FIX42 + if flag(with-fix43) + exposed-modules: Data.FIX.Spec.FIX43 + if flag(with-fix44) + exposed-modules: Data.FIX.Spec.FIX44 + +Executable fix-generator + hs-source-dirs: src/ + Main-is: Utils/Generator.hs + Build-Depends: + base >= 3 && < 5, + HaXml, MissingH, old-time, dlist, attoparsec, + containers, QuickCheck, deepseq, text, bytestring + +source-repository head + type: git + location: http://github.com/urv/fixhs + diff --git a/src/Data/Coparser.hs b/src/Data/Coparser.hs new file mode 100644 --- /dev/null +++ b/src/Data/Coparser.hs @@ -0,0 +1,103 @@ +{-# LANGUAGE BangPatterns, MultiParamTypeClasses, FunctionalDependencies, FlexibleInstances, TypeSynonymInstances #-} + +-- Module : Data.Coparser +-- License : GPLv2 + +module Data.Coparser + ( Coparser (..) + , BuilderLike (..) + , length + , Data.Coparser.foldl' + , Data.Coparser.foldl + ) where + +import Prelude hiding ( length ) +import qualified Prelude as P ( length, foldl ) +import qualified Data.Foldable as P ( foldl' ) +import qualified Data.List as L ( concat ) +import Data.ByteString ( ByteString ) +import qualified Data.ByteString as B ( concat, append, length, foldl, foldl' ) +import Data.Word ( Word8 ) +import qualified Data.ByteString.Char8 as C + ( cons, snoc, pack, unpack, singleton ) +import Data.Text.Lazy.Builder ( Builder ) +import qualified Data.Text.Lazy as Builder ( unpack ) +import qualified Data.Text.Lazy.Builder as Builder + ( fromString, singleton, toLazyText ) +import Data.Monoid ( mappend, mconcat ) +import Control.DeepSeq ( NFData (..) ) +import qualified Data.DList as DL +import Data.Bits.Utils ( w82c ) + +class Enum c => BuilderLike a c | a -> c where + pack :: String -> a + unpack :: a -> String + singleton :: Char -> a + append :: a -> a -> a + concat :: [a] -> a + cons :: Char -> a -> a + snoc :: a -> Char -> a + decimal :: Integral i => i -> a + realFloat :: RealFloat r => r -> a + + decimal = pack . show + realFloat = pack . show + cons c t = singleton c `append` t + snoc t c = t `append` singleton c + + length :: a -> Int + length = P.length . unpack + + foldl' :: (b -> Char -> b) -> b -> a -> b + foldl' f x0 = P.foldl' f x0 . unpack + + foldl :: (b -> Char -> b) -> b -> a -> b + foldl f x0 = P.foldl f x0 . unpack + +instance BuilderLike String Char where + pack = id + unpack = id + singleton c = [c] + append = (++) + cons = (:) + concat = L.concat + length = P.length + foldl' = P.foldl' + foldl = P.foldl + +instance BuilderLike ByteString Word8 where + pack = C.pack + unpack = C.unpack + singleton = C.singleton + append = B.append + cons = C.cons + snoc = C.snoc + concat = B.concat + length = B.length + foldl' f = let f' !x !w = {-# SCC "Urvli" #-} w82c w `seq` x `seq` f x (w82c w) in B.foldl' f' + foldl f = let f' x = f x . w82c in B.foldl f' + +instance BuilderLike (DL.DList Char) Char where + pack = DL.fromList + unpack = DL.toList + singleton = DL.singleton + append = DL.append + cons = DL.cons + snoc = DL.snoc + concat = DL.concat + +instance BuilderLike Builder Char where + pack = Builder.fromString + unpack = Builder.unpack . Builder.toLazyText + singleton = Builder.singleton + append = mappend + concat = mconcat + +instance NFData Builder where + rnf = rnf . Builder.unpack . Builder.toLazyText + +instance NFData (DL.DList Char) where + rnf = rnf . unpack + +class Coparser a where + coparse :: BuilderLike t c => a -> t diff --git a/src/Data/FIX/Arbitrary.hs b/src/Data/FIX/Arbitrary.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Arbitrary.hs @@ -0,0 +1,108 @@ +module Data.FIX.Arbitrary + ( arbibtraryFIXValues + , arbibtraryFIXGroup + , arbitraryFIXMessage ) + where + +import Data.FIX.Message ( + FIXGroupElement(..), FIXTag(..), FIXValue(..), FIXValues, FIXTags + , FIXMessage(..), FIXSpec, FIXMessageSpec(..), FIXGroupSpec(..) ) +import System.Time ( CalendarTime (..) ) +import Data.ByteString ( ByteString ) +import qualified Data.ByteString.Char8 as C ( pack ) +import qualified Data.Char as C ( isAscii, isAlphaNum ) +import qualified Data.LookupTable as LT ( insert, toList, fromList, new ) +import Data.Functor ( (<$>) ) +import Control.Monad ( replicateM, liftM ) +import Test.QuickCheck ( Gen, arbitrary, Arbitrary ) + +arbibtraryFIXValues :: FIXTags -> Gen FIXValues +arbibtraryFIXValues tags = + let tlist :: [FIXTag] + tlist = map snd $ LT.toList tags + arb :: FIXTag -> Gen (Int, FIXValue) + arb tag = fmap ((,) (tnum tag)) $ arbitraryValue tag + in + liftM LT.fromList $ mapM arb tlist + +arbibtraryFIXGroup :: FIXGroupSpec -> Gen FIXValue +arbibtraryFIXGroup spec = + let ltag = gsLength spec in + do t <- arbitraryValue ltag + case t of + FIXInt l' -> let l = l' `mod` 4 in + do bodies <- replicateM l arbitraryGBody + return $ FIXGroup l bodies + _ -> error $ "do not know " ++ show (tnum ltag) + where + arbitraryGBody = + let stag = gsSeperator spec + btags = gsBody spec + in do + s <- arbitraryValue stag + vs <- arbibtraryFIXValues btags + return (FIXGroupElement (tnum stag) s vs) + +arbitraryFIXMessage :: FIXSpec -> FIXMessageSpec -> Gen (FIXMessage FIXSpec) +arbitraryFIXMessage context spec = do + header <- arbibtraryFIXValues $ msHeader spec + body <- arbibtraryFIXValues $ msBody spec + trailer <- arbibtraryFIXValues $ msTrailer spec + return FIXMessage + { mContext = context + , mType = msType spec + , mHeader = header + , mBody = body + , mTrailer = trailer } + +-- An arbitrary instance of ByteString. +--- we generate a random string out of digits and numbers +--- generated string has length at least 1 and most +instance Arbitrary ByteString where + arbitrary = do + l' <- arbitrary :: Gen Int + let l = 1 + l' `mod` maxLen + C.pack <$> replicateM l (aChar isAlpha') + where + aChar :: (Char -> Bool) -- predicate + -> Gen Char -- random generator + aChar p = do + c <- arbitrary + if p c then return c else aChar p + + isAlpha' c = C.isAlphaNum c && C.isAscii c + maxLen = 15 + +instance Arbitrary CalendarTime where + arbitrary = do + year <- aYear + month <- aMonth + day <- aDay + hour <- aHour + minute <- aMin + sec <- aSec + psec <- aPsec + return CalendarTime + { ctYear = year + , ctMonth = toEnum month + , ctDay = day + , ctHour = hour + , ctMin = minute + , ctSec = sec + , ctPicosec = psec + , ctWDay = toEnum 0 + , ctYDay = toEnum 0 + , ctTZName = "UTC" + , ctTZ = 0 + , ctIsDST = True } + where + aYear = (`mod` 10000) <$> arbitrary + aMonth = (`mod` 12) <$> arbitrary + aHour = (`mod` 24) <$> arbitrary + aDay = (`mod` 28) <$> arbitrary + aMin = (`mod` 60) <$> arbitrary + aSec = (`mod` 60) <$> arbitrary + aPsec = (`mod` 1000000000000) <$> arbitrary + + + diff --git a/src/Data/FIX/Common.hs b/src/Data/FIX/Common.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Common.hs @@ -0,0 +1,9 @@ +module Data.FIX.Common + ( delimiter) + where + +import Data.ByteString ( ByteString ) +import Data.ByteString.Char8 as C ( pack ) + +delimiter :: Char +delimiter = '\SOH' diff --git a/src/Data/FIX/Coparser.hs b/src/Data/FIX/Coparser.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Coparser.hs @@ -0,0 +1,133 @@ +{-# LANGUAGE TypeSynonymInstances, FlexibleInstances #-} + +-- Module : Data.FIX.Coparser +-- License : GPLv2 + +module Data.FIX.Coparser ( coparse) where + +import Prelude as P hiding (concat) +import Data.FIX.Message + ( FIXGroupElement(..), FIXSpec (..), FIXMessage (..) + , tnum, FIXValues, FIXValue (..) ) +import Data.FIX.Parser ( tBeginString, tBodyLength, tCheckSum, tMsgType ) +import qualified Data.FIX.Message as FIX ( checksum, delimiter ) +import Data.Coparser ( Coparser (..), BuilderLike, + pack, concat, append, cons, snoc, singleton, decimal, realFloat ) +import qualified Data.Coparser as Text ( length ) +import Data.ByteString ( ByteString ) +import Data.ByteString.Char8 as C ( unpack ) +import qualified Data.LookupTable as LT +import System.Time ( CalendarTime (..) ) + +-- implementation is not efficient +-- this is just meant for testing +-- and needs a lot of cleanup +-- +-- ideas and issues: +-- a) maybe use some kind of Monoid, resp. Writer, Builder to put together +-- the ByteString. Maybe blazer-builder or Data.Text.Lazy.Builder Monoid +-- b) lazy vs. strict ByteString? +-- c) as for parsing we use a Monad, can we use the dual, a Comonad, here? +-- d) implement Binary for FIXMessage, then call encode to get the ByteString +-- -> seems to be slow (see comments in blaze-builder). also we just need +-- one direction, i.e. put - get would be the FIXParser + + +instance Coparser FIXValues where + coparse = pack . _serialize . LT.toList + where + _serialize = concatMap _serValue + + _serValue (k, FIXGroup i ls) = + let sub = concat $ map coparse ls + delim = FIX.delimiter + in + decimal k `append` ('=' `cons` decimal i `append` (delim `cons` sub)) + + _serValue (k, v) = + let delim = FIX.delimiter in + decimal k `append` ('=' `cons` coparse v `append` singleton delim) + + + +-- externalize the FIXMessage +instance Coparser (FIXMessage FIXSpec) where + coparse m = msg' `append` chksum' + where + msg' = header `append` (len' `append` (FIX.delimiter `cons` body')) + + chksum' = ctag `append` ('=' `cons` (paddedChecksum msg' `snoc` FIX.delimiter)) + len' = ltag `append` ('=' `cons` decimal (Text.length body')) + mtype' = mtag `append` ('=' `cons` pack (C.unpack $ mType m)) + body' = mtype' + `append` (FIX.delimiter `cons` coparse (mHeader m)) + `append` coparse (mBody m) + `append` coparse (mTrailer m) + + btag = decimal $ tnum tBeginString + ctag = decimal $ tnum tCheckSum + ltag = decimal $ tnum tBodyLength + mtag = decimal $ tnum tMsgType + + version = fsVersion $ mContext m + header = btag `append` ('=' `cons` pack version `snoc` FIX.delimiter) + paddedChecksum m' = FIX.checksum m' `pad` 3 + + +fromFIXMonthYear :: (BuilderLike t a) => CalendarTime -> t +fromFIXMonthYear c = + let year = ctYear c; month = 1 + fromEnum (ctMonth c) in + (year `pad` 4) `append` (month `pad` 2) + +fromFIXDateOnly :: (BuilderLike t a) => CalendarTime -> t +fromFIXDateOnly c = let day = ctDay c in + fromFIXMonthYear c `append` (day `pad` 2) + +fromFIXTimeOnly :: (BuilderLike t a) => CalendarTime -> t +fromFIXTimeOnly c = let m = ctMin c; s = ctSec c; h = ctHour c in + (h `pad` 2) `append` (':' `cons` (m `pad` 2) + `append` (':' `cons` (s `pad` 2 ))) + +fromFIXTimetamp :: (BuilderLike t a) => CalendarTime -> t +fromFIXTimetamp c = fromFIXDateOnly c `append` + ('-' `cons` fromFIXTimeOnly c) + +instance Coparser FIXGroupElement where + coparse (FIXGroupElement t s vs) = + let delim = FIX.delimiter in + decimal t `append` ('=' `cons` coparse s) + `append` (delim `cons` coparse vs) + +instance Coparser FIXValue where + coparse (FIXInt a) = decimal a + coparse (FIXDouble a) = realFloat a + coparse (FIXChar a) = singleton a + coparse (FIXBool a) + | a = singleton 'Y' + | otherwise = singleton 'N' + coparse (FIXString a) = pack $ C.unpack a + coparse (FIXMultipleValueString a) = pack $ C.unpack a + coparse (FIXTimestamp a) = fromFIXTimetamp a + coparse (FIXTimeOnly a) = fromFIXTimeOnly a + coparse (FIXDateOnly a) = fromFIXDateOnly a + coparse (FIXMonthYear a) = fromFIXMonthYear a + coparse (FIXData a) = pack $ C.unpack a + coparse (FIXGroup n ls) = + decimal n `snoc` FIX.delimiter + `append` concat (map coparse ls) + + +{-instance Coparser (FIXMessage a) where-} + {-coparse m = coparse (mHeader m) -} + {-`append` ('\n' `cons` coparse (mBody m) -} + {-`append` ('\n' `cons` coparse (mTrailer m)))-} + +pad :: (BuilderLike a c) => Int -> Int -> a +pad i w | d <= 0 = decimal i + | d == 1 = '0' `cons` decimal i + | otherwise = let prefix = P.replicate d '0' in + pack prefix `append` decimal i + where + d = w - len' i + + len' i' = if i' < 10 then 1 else 1 + len' (i' `div` 10) diff --git a/src/Data/FIX/Message.hs b/src/Data/FIX/Message.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Message.hs @@ -0,0 +1,142 @@ +-- Module : Data.FIX.Message +-- License : GPLv2 + +{-# LANGUAGE MagicHash, GeneralizedNewtypeDeriving #-} +{-# OPTIONS_GHC -fno-warn-missing-signatures #-} + +-- | FIX messages +module Data.FIX.Message + ( FIXValue (..) + , FIXValues + , FIXTag (..) + , FIXTags + , FIXMessages + , FIXMessage (..) + , FIXMessageSpec (..) + , FIXGroupSpec (..) + , FIXGroupElement (..) + , FIXSpec (..) + , checksum + , delimiter + ) where + +import System.Time ( CalendarTime (..) ) +import Prelude hiding ( null ) +import Data.ByteString ( ByteString ) +import qualified Data.ByteString as B ( null, foldl' ) +import Data.IntMap ( IntMap, elems ) +import Data.Map ( Map ) +import Data.Attoparsec ( Parser ) +import Data.LookupTable ( LookupTable ) +import qualified Data.LookupTable as LT ( toList ) +import Control.DeepSeq ( NFData (..) ) +import Test.QuickCheck ( Gen ) +import Data.FIX.Common ( delimiter ) +import Data.Coparser ( BuilderLike (..), foldl' ) + +-- | A valid FIX field description. It is used to specify FIX messages using +-- 'FIXMessageSpec'. +data FIXTag = FIXTag + { tName :: String + -- ^ The name of the tag e.g. BeginString. + , tnum :: Int + -- ^ The numerical value of the tag e.g. 8. + , tparser :: Parser FIXValue + -- ^ The corresponding attoparsec parser. + , arbitraryValue :: Gen FIXValue + -- ^ A random generator for that particular types of fields. + } + + +-- | +data FIXGroupElement = FIXGroupElement Int FIXValue FIXValues + +data FIXValue = FIXInt Int + | FIXDouble Double + | FIXChar Char + | FIXBool Bool + | FIXString ByteString + | FIXData ByteString + | FIXMultipleValueString ByteString + | FIXTimestamp CalendarTime + | FIXTimeOnly CalendarTime + | FIXDateOnly CalendarTime + | FIXMonthYear CalendarTime + | FIXGroup Int [FIXGroupElement] + +--- should be alias of type in the typeclass LookupTable +newtype ListOfValues a = LoV (IntMap a) + deriving (LookupTable Int a, NFData) + +instance Show a => Show (ListOfValues a) where + show a = concatMap printKV $ LT.toList a + where + printKV (k, v) = show k ++ " = " ++ show v ++ "\n" + +type FIXValues = ListOfValues FIXValue +data FIXMessage a = FIXMessage + { mContext :: a + , mType :: ByteString + , mHeader :: FIXValues + , mBody :: FIXValues + , mTrailer :: FIXValues } + + +newtype ListOfTags a = LoT (IntMap a) + deriving (LookupTable Int a) + +type FIXTags = ListOfTags FIXTag +data FIXMessageSpec = FMSpec + { msName :: String + , msType :: ByteString + , msHeader :: FIXTags + , msBody :: FIXTags + , msTrailer :: FIXTags } + +newtype ListOfMessages a = LM (Map ByteString a) + deriving (LookupTable ByteString a) + +type FIXMessages = ListOfMessages FIXMessageSpec +data FIXSpec = FSpec + { fsVersion :: String -- ^ FIX version + , fsHeader :: FIXTags -- ^ FIX header tags + , fsTrailer :: FIXTags -- ^ FIX trailer tags + , fsMessages :: FIXMessages -- ^ Dictionary of all FIX messages + , fsTags :: FIXTags -- ^ Dictionary of all FIX tags + } + +data FIXGroupSpec = FGSpec + { gsLength :: FIXTag + , gsSeperator :: FIXTag + , gsBody :: FIXTags } + + +-- FIX checksum is simply the sum of bytes modulo 256 +checksum :: (BuilderLike t c, Enum c) => t -> Int +checksum b = foldl' _sumUp 0 b `mod` 256 + where + _sumUp :: (Enum c) => Int -> c -> Int + _sumUp t c = t + fromEnum c + +instance Control.DeepSeq.NFData ByteString +instance Control.DeepSeq.NFData CalendarTime +instance Control.DeepSeq.NFData FIXGroupElement where + rnf (FIXGroupElement _ s vs) = rnf s `seq` rnf vs + +instance Control.DeepSeq.NFData FIXValue where + rnf (FIXInt x) = rnf x + rnf (FIXDouble x) = rnf x + rnf (FIXChar x) = rnf x + rnf (FIXBool x) = rnf x + rnf (FIXString x) = rnf x + rnf (FIXMultipleValueString x) = rnf x + rnf (FIXTimestamp x) = rnf x + rnf (FIXTimeOnly x) = rnf x + rnf (FIXDateOnly x) = rnf x + rnf (FIXMonthYear x) = rnf x + rnf (FIXData x) = rnf x + rnf (FIXGroup l es) = rnf l `seq` rnf es + +instance Control.DeepSeq.NFData (FIXMessage a) where + rnf (FIXMessage _ _ h b t) = rnf h `seq` rnf b `seq` rnf t + diff --git a/src/Data/FIX/Parser.hs b/src/Data/FIX/Parser.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Parser.hs @@ -0,0 +1,213 @@ +{-# OPTIONS_GHC -fno-warn-missing-signatures #-} + +-- Module : Data.FIX.Parser +-- License : GPLv2 + + +module Data.FIX.Parser + ( +-- * Introduction +-- | In order to get a Parser 'FIXMessage' 'FIXSpec' you can +-- +-- @ +--import qualified Data.FIX.Parser as FIX ( nextP, messageP ) +-- +--FIX.nextP >>= FIX.messageP +-- @ + messageP + , groupP + , nextP + , nextP' + , toFIXInt + , toFIXChar + , toFIXString + , toFIXDouble + , toFIXBool + , toFIXMultipleValueString + , toFIXTimestamp + , toFIXTimeOnly + , toFIXData + , toFIXDateOnly + , toFIXMonthYear + , tBeginString + , tCheckSum + , tBodyLength + , tMsgType + ) where + +import Prelude hiding ( take, null, head, tail ) +import Data.FIX.Message + ( FIXGroupElement(..), FIXTags, FIXSpec (..), FIXMessage (..) + , FIXTag (..), FIXValue (..), FIXMessageSpec (..) + , FIXValues, FIXGroupSpec (..) ) +import qualified Data.FIX.Message as FIX ( checksum ) +import qualified Data.FIX.Common as FIX ( delimiter ) +import Data.FIX.ParserCombinators ( toTag, toString, toInt, toInt', toBool, toChar, toTimestamp, toDateOnly, toMonthYear, toTimeOnly, toDouble ) +import Data.Attoparsec ( parseOnly, option, Result(..), Parser, count, many, string, take ) +import Data.Char ( ord ) +import Data.ByteString ( ByteString ) +import Data.FIX.Arbitrary () +import qualified Data.ByteString.Char8 as C ( length, pack ) +import Data.Maybe ( fromMaybe ) +import qualified Data.LookupTable as LT ( new, toList, lookup, fromList, insert ) +import Control.Applicative ( (<$>) ) +import Control.Monad ( liftM ) +import Test.QuickCheck ( arbitrary ) + +-- parse a specific tag and its value +tagP :: FIXTag -> Parser FIXValue +tagP tag = do l <- toTag -- read out tag in message + if l == tnum tag then -- if the two tags coincide read the value + tparser tag else fail "wrong tag" + +-- parse all the specificed tags and their corresponding values +tagsP :: FIXTags -> Parser FIXValues +tagsP ts = option LT.new (insertValue LT.new) + where + insertValue :: FIXValues -> Parser FIXValues + insertValue t = do + l <- nextTag + val <- tparser l + let t' = LT.insert (tnum l) val t + option t' (insertValue t') + + nextTag :: Parser FIXTag + nextTag = do + tag' <- toTag + let mtag' = liftM return $ LT.lookup tag' ts + fromMaybe (fail "") mtag' + + {-errorMsg l = error $ "unknown tag " ++ show l ++-} + {-"\nknown tags are " ++ show (LT.toList ts)-} + +-- parse a value of type FIX group +groupP :: FIXGroupSpec -> Parser FIXValue +groupP spec = let numTag = gsLength spec in + do n <- toInt -- number of submessages + b <- count n submsg -- parse the submessages + return $ FIXGroup n b + where + submsg :: Parser FIXGroupElement + submsg = + let sepTag = gsSeperator spec + in do s <- tagP sepTag -- The seperator of the message + vs <- tagsP (gsBody spec) -- The rest of the message + return (FIXGroupElement (tnum sepTag) s vs) + +-- | Match the next FIX message (only text) in the stream. The checksum is +-- validated. +nextP :: Parser ByteString +nextP = do + (hchksum, len) <- _header' + msg <- take len + let chksum = (hchksum + FIX.checksum msg) `mod` 256 + c <- _calcChksum' + if chksum == c then return msg + else fail $ "checksum is not valid: is " ++ + show chksum ++ " should be " ++ show c + where + -- Parse header and return checksum and length. + -- A header always starts with the version tag (8) + -- followed by the length tag (9). Note: these 2 tags + -- are included in the checksum + _header' :: Parser (Int, Int) + _header' = do + c1 <- (FIX.checksum <$> string (C.pack "8=")) + c2 <- (FIX.checksum <$> toString) + c3 <- (FIX.checksum <$> string (C.pack "9=")) + l <- toString + let c4 = FIX.checksum l + c = (c1 + c2 + c3 + c4 + 2 * ord FIX.delimiter) `mod` 256 + return (c, toInt' l) + + _calcChksum' :: Parser Int + _calcChksum' = string (C.pack "10=") >> toInt + +-- | Match the next FIX message (only text) in the stream. The checksum is NOT +-- validated. +nextP' :: Parser ByteString +nextP' = do + msg <- take =<< _numBytes + _ <- toTag >> toInt + return msg + where + _numBytes = + let + skipHeader = + string (C.pack "8=") >> toString >> + string (C.pack "9=") + in + skipHeader >> toInt + +-- | Given the FIX specification deserialize the FIX message. +messageP :: FIXSpec -> ByteString -> Parser (FIXMessage FIXSpec) +messageP spec msg = + let headerP' = tagsP $ fsHeader spec -- parse header + trailerP' = tagsP $ fsTrailer spec -- parse trailer + bodyP' mtype = -- parse body + let allSpecs = fsMessages spec + msgSpec = fromMaybe (error "no message") $ + LT.lookup mtype allSpecs + msgBodyTags = msBody msgSpec + in + tagsP msgBodyTags + + fixP' = do + FIXString mt <- tagP tMsgType + h <- headerP' + b <- bodyP' mt + t <- trailerP' + return FIXMessage + { mContext = spec + , mType = mt + , mHeader = h + , mBody = b + , mTrailer = t } + in + case parseOnly fixP' msg of + Left err -> fail err + Right msg -> return msg + + +-- FIX value parsers +toFIXInt = FIXInt <$> toInt +toFIXDouble = FIXDouble <$> toDouble +toFIXBool = FIXBool <$> toBool +toFIXString = FIXString <$> toString +toFIXMultipleValueString = FIXMultipleValueString <$> toString +toFIXData = FIXData <$> toString +toFIXTimestamp = FIXTimestamp <$> toTimestamp +toFIXTimeOnly = FIXTimeOnly <$> toTimeOnly +toFIXChar = FIXChar <$> toChar +toFIXDateOnly = FIXDateOnly <$> toDateOnly +toFIXMonthYear = FIXMonthYear <$> toMonthYear + + +tBeginString :: FIXTag +tBeginString = FIXTag + { tName = "BeginString" + , tnum = 8 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + + +tBodyLength :: FIXTag +tBodyLength = FIXTag + { tName = "BodyLength" + , tnum = 9 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgType :: FIXTag +tMsgType = FIXTag + { tName = "MsgType" + , tnum = 35 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCheckSum :: FIXTag +tCheckSum = FIXTag + { tName = "CheckSum" + , tnum = 10 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } diff --git a/src/Data/FIX/ParserCombinators.hs b/src/Data/FIX/ParserCombinators.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/ParserCombinators.hs @@ -0,0 +1,206 @@ +-- Module : Data.FIX.ParserCombinators +-- License : GPLv2 + +{-# LANGUAGE BangPatterns #-} + +module Data.FIX.ParserCombinators + ( toTag + , toString + , toInt' + , toInt + , toDouble + , toBool + , toTimestamp + , toTimeOnly + , toChar + , toDateOnly + , toTime + , toMonthYear + + , skipToken + + -- exporting Attoparsec + , Data.Attoparsec.Parser + , Data.Attoparsec.Zepto.parse + ) where + +import Prelude hiding ( null, tail, head ) +import Data.Attoparsec ( Parser ) +import qualified Data.Attoparsec.Zepto ( parse ) +import Data.Attoparsec.Char8 + ( skipWhile, signed, char, char8, anyChar, takeWhile1, decimal, double ) +import Data.Char ( ord ) +import Data.ByteString hiding ( pack, putStrLn ) +import Control.Applicative ( (<$>), (<|>), (*>) ) +import System.Time ( CalendarTime (..) ) +import qualified Data.FIX.Common as FIX ( delimiter ) + + +skipFIXDelimiter :: Parser () +skipFIXDelimiter = char8 FIX.delimiter >> return () + + +toDouble :: Parser Double +toDouble = signed $ do + a <- decimal :: Parser Integer + (!m, !e) <- (char '.' *> (extract_decimals <$> toString)) <|> (skipFIXDelimiter >> return (0, 1)) + return $ fromIntegral a + fromIntegral m / fromIntegral e + where + extract_decimals :: ByteString -> (Int, Int) + extract_decimals = foldl' helper (0, 1) + where + helper !(!m, !e) c = (m * 10 + fromIntegral c - ord '0', 10 * e) + +parseIntTill :: Char -> Parser Int +parseIntTill c = do + i <- signed decimal + _ <- char8 c + return i + +toInt' :: ByteString -> Int +toInt' b = helper 0 b + where + helper i j + | null j = i + | otherwise = + helper (10 * i + fromIntegral (head j) - ord '0') (tail j) + +toInt :: Parser Int +toInt = parseIntTill FIX.delimiter + + +toChar :: Parser Char +toChar = do + c <- anyChar + skipFIXDelimiter + return c + +toString :: Parser ByteString +toString = do + str <- takeWhile1 (/= FIX.delimiter) + skipFIXDelimiter + return str + + +toTag :: Parser Int +toTag = parseIntTill '=' + +toBool :: Parser Bool +toBool = do + c <- (char 'Y' <|> char 'N') + skipFIXDelimiter + case c of + 'Y' -> return True + 'N' -> return False + _ -> error "wrong boolean FIX value" + +toSecMillis :: Parser (Int, Int) +toSecMillis = do + (sec, mil) <- read_sec_millis <|> (toInt >>= (\s -> return (s, 0))) + return (sec, mil) + where + read_sec_millis :: Parser (Int, Int) + read_sec_millis = do + sec' <- parseIntTill '.' + mil' <- toInt + return (sec', mil') + +-- one milli seconds is 10^9 picoseconds +picosPerMilli :: Int +picosPerMilli = 1000000000 + +toTimestamp :: Parser CalendarTime +toTimestamp = do + i <- parseIntTill '-' + let year = i `div` 10000 + let rest = i `mod` 10000 + let month = rest `div` 100 + let day = rest `mod` 100 + hours <- parseIntTill ':' + minutes <- parseIntTill ':' + (sec, milli) <- toSecMillis + return CalendarTime { + ctYear = year + , ctMonth = toEnum $ month - 1 + , ctDay = day + , ctHour = hours + , ctMin = minutes + , ctSec = sec + , ctPicosec = toInteger $ milli * picosPerMilli + , ctWDay = toEnum 0 + , ctYDay = 0 + , ctTZName = "UTC" + , ctTZ = 0 + , ctIsDST = True + } + +toTimeOnly :: Parser CalendarTime +toTimeOnly = do + hours <- parseIntTill ':' + minutes <- parseIntTill ':' + (sec, milli) <- toSecMillis + return CalendarTime { + ctYear = 0 + , ctMonth = toEnum 0 + , ctDay = 0 + , ctHour = hours + , ctMin = minutes + , ctSec = sec + , ctPicosec = toInteger $ milli * picosPerMilli + , ctWDay = toEnum 0 + , ctYDay = 0 + , ctTZName = "UTC" + , ctTZ = 0 + , ctIsDST = True + } + +toDateOnly :: Parser CalendarTime +toDateOnly = do + i <- toInt + let year = i `div` 10000 + let rest = i `mod` 10000 + let month = rest `div` 100 + let day = rest `mod` 100 + return CalendarTime { + ctYear = year + , ctMonth = toEnum $ month - 1 + , ctDay = day + , ctHour = 0 + , ctMin = 0 + , ctSec = 0 + , ctPicosec = 0 + , ctWDay = toEnum 0 + , ctYDay = 0 + , ctTZName = "UTC" + , ctTZ = 0 + , ctIsDST = True + } + + +toMonthYear :: Parser CalendarTime +toMonthYear = do + i <- toInt + let year = i `div` 100 + let month = i `mod` 100 + return CalendarTime { + ctYear = year + , ctMonth = toEnum $ month - 1 + , ctDay = 0 + , ctHour = 0 + , ctMin = 0 + , ctSec = 0 + , ctPicosec = 0 + , ctWDay = toEnum 0 + , ctYDay = 0 + , ctTZName = "UTC" + , ctTZ = 0 + , ctIsDST = True + } + +toTime :: Parser CalendarTime +toTime = toTimestamp + <|> toTimeOnly + <|> toDateOnly + +skipToken :: Parser () +skipToken = skipWhile (FIX.delimiter /=) diff --git a/src/Data/FIX/Spec/FIX40.hs b/src/Data/FIX/Spec/FIX40.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Spec/FIX40.hs @@ -0,0 +1,1893 @@ +module Data.FIX.Spec.FIX40 ( fix40 ) where +import qualified Data.ByteString.Char8 as C +import qualified Data.LookupTable as LT ( new, insert ) +import Data.FIX.Message +import Data.FIX.Parser +import Data.Functor ( (<$>) ) +import Data.FIX.Arbitrary +import Test.QuickCheck ( arbitrary ) + + +tAccount :: FIXTag +tAccount = FIXTag + { tName = "Account" + , tnum = 1 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvId :: FIXTag +tAdvId = FIXTag + { tName = "AdvId" + , tnum = 2 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAdvRefID :: FIXTag +tAdvRefID = FIXTag + { tName = "AdvRefID" + , tnum = 3 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAdvSide :: FIXTag +tAdvSide = FIXTag + { tName = "AdvSide" + , tnum = 4 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvTransType :: FIXTag +tAdvTransType = FIXTag + { tName = "AdvTransType" + , tnum = 5 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAvgPx :: FIXTag +tAvgPx = FIXTag + { tName = "AvgPx" + , tnum = 6 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBeginSeqNo :: FIXTag +tBeginSeqNo = FIXTag + { tName = "BeginSeqNo" + , tnum = 7 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdID :: FIXTag +tClOrdID = FIXTag + { tName = "ClOrdID" + , tnum = 11 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCommission :: FIXTag +tCommission = FIXTag + { tName = "Commission" + , tnum = 12 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCommType :: FIXTag +tCommType = FIXTag + { tName = "CommType" + , tnum = 13 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCumQty :: FIXTag +tCumQty = FIXTag + { tName = "CumQty" + , tnum = 14 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCurrency :: FIXTag +tCurrency = FIXTag + { tName = "Currency" + , tnum = 15 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEndSeqNo :: FIXTag +tEndSeqNo = FIXTag + { tName = "EndSeqNo" + , tnum = 16 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecID :: FIXTag +tExecID = FIXTag + { tName = "ExecID" + , tnum = 17 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecInst :: FIXTag +tExecInst = FIXTag + { tName = "ExecInst" + , tnum = 18 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecRefID :: FIXTag +tExecRefID = FIXTag + { tName = "ExecRefID" + , tnum = 19 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecTransType :: FIXTag +tExecTransType = FIXTag + { tName = "ExecTransType" + , tnum = 20 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHandlInst :: FIXTag +tHandlInst = FIXTag + { tName = "HandlInst" + , tnum = 21 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIDSource :: FIXTag +tIDSource = FIXTag + { tName = "IDSource" + , tnum = 22 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIid :: FIXTag +tIOIid = FIXTag + { tName = "IOIid" + , tnum = 23 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIOthSvc :: FIXTag +tIOIOthSvc = FIXTag + { tName = "IOIOthSvc" + , tnum = 24 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIQltyInd :: FIXTag +tIOIQltyInd = FIXTag + { tName = "IOIQltyInd" + , tnum = 25 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIRefID :: FIXTag +tIOIRefID = FIXTag + { tName = "IOIRefID" + , tnum = 26 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIShares :: FIXTag +tIOIShares = FIXTag + { tName = "IOIShares" + , tnum = 27 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOITransType :: FIXTag +tIOITransType = FIXTag + { tName = "IOITransType" + , tnum = 28 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastCapacity :: FIXTag +tLastCapacity = FIXTag + { tName = "LastCapacity" + , tnum = 29 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastMkt :: FIXTag +tLastMkt = FIXTag + { tName = "LastMkt" + , tnum = 30 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastPx :: FIXTag +tLastPx = FIXTag + { tName = "LastPx" + , tnum = 31 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastShares :: FIXTag +tLastShares = FIXTag + { tName = "LastShares" + , tnum = 32 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLinesOfText :: FIXTag +tLinesOfText = FIXTag + { tName = "LinesOfText" + , tnum = 33 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgSeqNum :: FIXTag +tMsgSeqNum = FIXTag + { tName = "MsgSeqNum" + , tnum = 34 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewSeqNo :: FIXTag +tNewSeqNo = FIXTag + { tName = "NewSeqNo" + , tnum = 36 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderID :: FIXTag +tOrderID = FIXTag + { tName = "OrderID" + , tnum = 37 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrderQty :: FIXTag +tOrderQty = FIXTag + { tName = "OrderQty" + , tnum = 38 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdStatus :: FIXTag +tOrdStatus = FIXTag + { tName = "OrdStatus" + , tnum = 39 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrdType :: FIXTag +tOrdType = FIXTag + { tName = "OrdType" + , tnum = 40 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigClOrdID :: FIXTag +tOrigClOrdID = FIXTag + { tName = "OrigClOrdID" + , tnum = 41 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigTime :: FIXTag +tOrigTime = FIXTag + { tName = "OrigTime" + , tnum = 42 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tPossDupFlag :: FIXTag +tPossDupFlag = FIXTag + { tName = "PossDupFlag" + , tnum = 43 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrice :: FIXTag +tPrice = FIXTag + { tName = "Price" + , tnum = 44 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRefSeqNum :: FIXTag +tRefSeqNum = FIXTag + { tName = "RefSeqNum" + , tnum = 45 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRelatdSym :: FIXTag +tRelatdSym = FIXTag + { tName = "RelatdSym" + , tnum = 46 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRule80A :: FIXTag +tRule80A = FIXTag + { tName = "Rule80A" + , tnum = 47 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityID :: FIXTag +tSecurityID = FIXTag + { tName = "SecurityID" + , tnum = 48 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSenderCompID :: FIXTag +tSenderCompID = FIXTag + { tName = "SenderCompID" + , tnum = 49 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSenderSubID :: FIXTag +tSenderSubID = FIXTag + { tName = "SenderSubID" + , tnum = 50 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSendingDate :: FIXTag +tSendingDate = FIXTag + { tName = "SendingDate" + , tnum = 51 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSendingTime :: FIXTag +tSendingTime = FIXTag + { tName = "SendingTime" + , tnum = 52 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tShares :: FIXTag +tShares = FIXTag + { tName = "Shares" + , tnum = 53 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSide :: FIXTag +tSide = FIXTag + { tName = "Side" + , tnum = 54 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSymbol :: FIXTag +tSymbol = FIXTag + { tName = "Symbol" + , tnum = 55 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTargetCompID :: FIXTag +tTargetCompID = FIXTag + { tName = "TargetCompID" + , tnum = 56 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTargetSubID :: FIXTag +tTargetSubID = FIXTag + { tName = "TargetSubID" + , tnum = 57 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tText :: FIXTag +tText = FIXTag + { tName = "Text" + , tnum = 58 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTimeInForce :: FIXTag +tTimeInForce = FIXTag + { tName = "TimeInForce" + , tnum = 59 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTransactTime :: FIXTag +tTransactTime = FIXTag + { tName = "TransactTime" + , tnum = 60 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tUrgency :: FIXTag +tUrgency = FIXTag + { tName = "Urgency" + , tnum = 61 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tValidUntilTime :: FIXTag +tValidUntilTime = FIXTag + { tName = "ValidUntilTime" + , tnum = 62 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tSettlmntTyp :: FIXTag +tSettlmntTyp = FIXTag + { tName = "SettlmntTyp" + , tnum = 63 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tFutSettDate :: FIXTag +tFutSettDate = FIXTag + { tName = "FutSettDate" + , tnum = 64 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSymbolSfx :: FIXTag +tSymbolSfx = FIXTag + { tName = "SymbolSfx" + , tnum = 65 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tListID :: FIXTag +tListID = FIXTag + { tName = "ListID" + , tnum = 66 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tListSeqNo :: FIXTag +tListSeqNo = FIXTag + { tName = "ListSeqNo" + , tnum = 67 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListNoOrds :: FIXTag +tListNoOrds = FIXTag + { tName = "ListNoOrds" + , tnum = 68 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListExecInst :: FIXTag +tListExecInst = FIXTag + { tName = "ListExecInst" + , tnum = 69 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocID :: FIXTag +tAllocID = FIXTag + { tName = "AllocID" + , tnum = 70 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocTransType :: FIXTag +tAllocTransType = FIXTag + { tName = "AllocTransType" + , tnum = 71 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRefAllocID :: FIXTag +tRefAllocID = FIXTag + { tName = "RefAllocID" + , tnum = 72 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoOrders :: FIXTag +tNoOrders = FIXTag + { tName = "NoOrders" + , tnum = 73 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAvgPrxPrecision :: FIXTag +tAvgPrxPrecision = FIXTag + { tName = "AvgPrxPrecision" + , tnum = 74 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeDate :: FIXTag +tTradeDate = FIXTag + { tName = "TradeDate" + , tnum = 75 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExecBroker :: FIXTag +tExecBroker = FIXTag + { tName = "ExecBroker" + , tnum = 76 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOpenClose :: FIXTag +tOpenClose = FIXTag + { tName = "OpenClose" + , tnum = 77 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoAllocs :: FIXTag +tNoAllocs = FIXTag + { tName = "NoAllocs" + , tnum = 78 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAccount :: FIXTag +tAllocAccount = FIXTag + { tName = "AllocAccount" + , tnum = 79 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocShares :: FIXTag +tAllocShares = FIXTag + { tName = "AllocShares" + , tnum = 80 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tProcessCode :: FIXTag +tProcessCode = FIXTag + { tName = "ProcessCode" + , tnum = 81 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRpts :: FIXTag +tNoRpts = FIXTag + { tName = "NoRpts" + , tnum = 82 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRptSeq :: FIXTag +tRptSeq = FIXTag + { tName = "RptSeq" + , tnum = 83 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlQty :: FIXTag +tCxlQty = FIXTag + { tName = "CxlQty" + , tnum = 84 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoDlvyInst :: FIXTag +tNoDlvyInst = FIXTag + { tName = "NoDlvyInst" + , tnum = 85 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDlvyInst :: FIXTag +tDlvyInst = FIXTag + { tName = "DlvyInst" + , tnum = 86 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocStatus :: FIXTag +tAllocStatus = FIXTag + { tName = "AllocStatus" + , tnum = 87 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocRejCode :: FIXTag +tAllocRejCode = FIXTag + { tName = "AllocRejCode" + , tnum = 88 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSignature :: FIXTag +tSignature = FIXTag + { tName = "Signature" + , tnum = 89 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSecureDataLen :: FIXTag +tSecureDataLen = FIXTag + { tName = "SecureDataLen" + , tnum = 90 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecureData :: FIXTag +tSecureData = FIXTag + { tName = "SecureData" + , tnum = 91 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tBrokerOfCredit :: FIXTag +tBrokerOfCredit = FIXTag + { tName = "BrokerOfCredit" + , tnum = 92 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSignatureLength :: FIXTag +tSignatureLength = FIXTag + { tName = "SignatureLength" + , tnum = 93 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEmailType :: FIXTag +tEmailType = FIXTag + { tName = "EmailType" + , tnum = 94 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRawDataLength :: FIXTag +tRawDataLength = FIXTag + { tName = "RawDataLength" + , tnum = 95 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRawData :: FIXTag +tRawData = FIXTag + { tName = "RawData" + , tnum = 96 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPossResend :: FIXTag +tPossResend = FIXTag + { tName = "PossResend" + , tnum = 97 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEncryptMethod :: FIXTag +tEncryptMethod = FIXTag + { tName = "EncryptMethod" + , tnum = 98 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStopPx :: FIXTag +tStopPx = FIXTag + { tName = "StopPx" + , tnum = 99 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExDestination :: FIXTag +tExDestination = FIXTag + { tName = "ExDestination" + , tnum = 100 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCxlRejReason :: FIXTag +tCxlRejReason = FIXTag + { tName = "CxlRejReason" + , tnum = 102 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdRejReason :: FIXTag +tOrdRejReason = FIXTag + { tName = "OrdRejReason" + , tnum = 103 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIQualifier :: FIXTag +tIOIQualifier = FIXTag + { tName = "IOIQualifier" + , tnum = 104 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tWaveNo :: FIXTag +tWaveNo = FIXTag + { tName = "WaveNo" + , tnum = 105 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIssuer :: FIXTag +tIssuer = FIXTag + { tName = "Issuer" + , tnum = 106 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityDesc :: FIXTag +tSecurityDesc = FIXTag + { tName = "SecurityDesc" + , tnum = 107 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHeartBtInt :: FIXTag +tHeartBtInt = FIXTag + { tName = "HeartBtInt" + , tnum = 108 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClientID :: FIXTag +tClientID = FIXTag + { tName = "ClientID" + , tnum = 109 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMinQty :: FIXTag +tMinQty = FIXTag + { tName = "MinQty" + , tnum = 110 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxFloor :: FIXTag +tMaxFloor = FIXTag + { tName = "MaxFloor" + , tnum = 111 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTestReqID :: FIXTag +tTestReqID = FIXTag + { tName = "TestReqID" + , tnum = 112 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tReportToExch :: FIXTag +tReportToExch = FIXTag + { tName = "ReportToExch" + , tnum = 113 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLocateReqd :: FIXTag +tLocateReqd = FIXTag + { tName = "LocateReqd" + , tnum = 114 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOnBehalfOfCompID :: FIXTag +tOnBehalfOfCompID = FIXTag + { tName = "OnBehalfOfCompID" + , tnum = 115 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOnBehalfOfSubID :: FIXTag +tOnBehalfOfSubID = FIXTag + { tName = "OnBehalfOfSubID" + , tnum = 116 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tQuoteID :: FIXTag +tQuoteID = FIXTag + { tName = "QuoteID" + , tnum = 117 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNetMoney :: FIXTag +tNetMoney = FIXTag + { tName = "NetMoney" + , tnum = 118 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrAmt :: FIXTag +tSettlCurrAmt = FIXTag + { tName = "SettlCurrAmt" + , tnum = 119 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrency :: FIXTag +tSettlCurrency = FIXTag + { tName = "SettlCurrency" + , tnum = 120 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tForexReq :: FIXTag +tForexReq = FIXTag + { tName = "ForexReq" + , tnum = 121 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigSendingTime :: FIXTag +tOrigSendingTime = FIXTag + { tName = "OrigSendingTime" + , tnum = 122 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tGapFillFlag :: FIXTag +tGapFillFlag = FIXTag + { tName = "GapFillFlag" + , tnum = 123 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoExecs :: FIXTag +tNoExecs = FIXTag + { tName = "NoExecs" + , tnum = 124 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlType :: FIXTag +tCxlType = FIXTag + { tName = "CxlType" + , tnum = 125 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExpireTime :: FIXTag +tExpireTime = FIXTag + { tName = "ExpireTime" + , tnum = 126 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tDKReason :: FIXTag +tDKReason = FIXTag + { tName = "DKReason" + , tnum = 127 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToCompID :: FIXTag +tDeliverToCompID = FIXTag + { tName = "DeliverToCompID" + , tnum = 128 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToSubID :: FIXTag +tDeliverToSubID = FIXTag + { tName = "DeliverToSubID" + , tnum = 129 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOINaturalFlag :: FIXTag +tIOINaturalFlag = FIXTag + { tName = "IOINaturalFlag" + , tnum = 130 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tQuoteReqID :: FIXTag +tQuoteReqID = FIXTag + { tName = "QuoteReqID" + , tnum = 131 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBidPx :: FIXTag +tBidPx = FIXTag + { tName = "BidPx" + , tnum = 132 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferPx :: FIXTag +tOfferPx = FIXTag + { tName = "OfferPx" + , tnum = 133 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidSize :: FIXTag +tBidSize = FIXTag + { tName = "BidSize" + , tnum = 134 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOfferSize :: FIXTag +tOfferSize = FIXTag + { tName = "OfferSize" + , tnum = 135 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMiscFees :: FIXTag +tNoMiscFees = FIXTag + { tName = "NoMiscFees" + , tnum = 136 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMiscFeeAmt :: FIXTag +tMiscFeeAmt = FIXTag + { tName = "MiscFeeAmt" + , tnum = 137 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeCurr :: FIXTag +tMiscFeeCurr = FIXTag + { tName = "MiscFeeCurr" + , tnum = 138 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMiscFeeType :: FIXTag +tMiscFeeType = FIXTag + { tName = "MiscFeeType" + , tnum = 139 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrevClosePx :: FIXTag +tPrevClosePx = FIXTag + { tName = "PrevClosePx" + , tnum = 140 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +headerFIX40 :: FIXTags +headerFIX40 = + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime LT.new + + +trailerFIX40 :: FIXTags +trailerFIX40 = + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tSignature) tSignature LT.new + + +mHeartbeat :: FIXMessageSpec +mHeartbeat = FMSpec + { msName = "Heartbeat" + , msType = C.pack "0" + , msHeader = headerFIX40 + , msBody = mHeartbeatBody + , msTrailer = trailerFIX40 } + where + mHeartbeatBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mTestRequest :: FIXMessageSpec +mTestRequest = FMSpec + { msName = "TestRequest" + , msType = C.pack "1" + , msHeader = headerFIX40 + , msBody = mTestRequestBody + , msTrailer = trailerFIX40 } + where + mTestRequestBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mResendRequest :: FIXMessageSpec +mResendRequest = FMSpec + { msName = "ResendRequest" + , msType = C.pack "2" + , msHeader = headerFIX40 + , msBody = mResendRequestBody + , msTrailer = trailerFIX40 } + where + mResendRequestBody = + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tEndSeqNo) tEndSeqNo LT.new + + +mReject :: FIXMessageSpec +mReject = FMSpec + { msName = "Reject" + , msType = C.pack "3" + , msHeader = headerFIX40 + , msBody = mRejectBody + , msTrailer = trailerFIX40 } + where + mRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tText) tText LT.new + + +mSequenceReset :: FIXMessageSpec +mSequenceReset = FMSpec + { msName = "SequenceReset" + , msType = C.pack "4" + , msHeader = headerFIX40 + , msBody = mSequenceResetBody + , msTrailer = trailerFIX40 } + where + mSequenceResetBody = + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNewSeqNo) tNewSeqNo LT.new + + +mLogout :: FIXMessageSpec +mLogout = FMSpec + { msName = "Logout" + , msType = C.pack "5" + , msHeader = headerFIX40 + , msBody = mLogoutBody + , msTrailer = trailerFIX40 } + where + mLogoutBody = + LT.insert (tnum tText) tText LT.new + + +mIndicationofInterest :: FIXMessageSpec +mIndicationofInterest = FMSpec + { msName = "IndicationofInterest" + , msType = C.pack "6" + , msHeader = headerFIX40 + , msBody = mIndicationofInterestBody + , msTrailer = trailerFIX40 } + where + mIndicationofInterestBody = + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tText) tText LT.new + + +mAdvertisement :: FIXMessageSpec +mAdvertisement = FMSpec + { msName = "Advertisement" + , msType = C.pack "7" + , msHeader = headerFIX40 + , msBody = mAdvertisementBody + , msTrailer = trailerFIX40 } + where + mAdvertisementBody = + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText LT.new + + +mExecutionReport :: FIXMessageSpec +mExecutionReport = FMSpec + { msName = "ExecutionReport" + , msType = C.pack "8" + , msHeader = headerFIX40 + , msBody = mExecutionReportBody + , msTrailer = trailerFIX40 } + where + mExecutionReportBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText LT.new + where + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + + +mOrderCancelReject :: FIXMessageSpec +mOrderCancelReject = FMSpec + { msName = "OrderCancelReject" + , msType = C.pack "9" + , msHeader = headerFIX40 + , msBody = mOrderCancelRejectBody + , msTrailer = trailerFIX40 } + where + mOrderCancelRejectBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tText) tText LT.new + + +mLogon :: FIXMessageSpec +mLogon = FMSpec + { msName = "Logon" + , msType = C.pack "A" + , msHeader = headerFIX40 + , msBody = mLogonBody + , msTrailer = trailerFIX40 } + where + mLogonBody = + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + + +mNews :: FIXMessageSpec +mNews = FMSpec + { msName = "News" + , msType = C.pack "B" + , msHeader = headerFIX40 + , msBody = mNewsBody + , msTrailer = trailerFIX40 } + where + mNewsBody = + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + + +mEmail :: FIXMessageSpec +mEmail = FMSpec + { msName = "Email" + , msType = C.pack "C" + , msHeader = headerFIX40 + , msBody = mEmailBody + , msTrailer = trailerFIX40 } + where + mEmailBody = + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + + +mNewOrderSingle :: FIXMessageSpec +mNewOrderSingle = FMSpec + { msName = "NewOrderSingle" + , msType = C.pack "D" + , msHeader = headerFIX40 + , msBody = mNewOrderSingleBody + , msTrailer = trailerFIX40 } + where + mNewOrderSingleBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText LT.new + + +mNewOrderList :: FIXMessageSpec +mNewOrderList = FMSpec + { msName = "NewOrderList" + , msType = C.pack "E" + , msHeader = headerFIX40 + , msBody = mNewOrderListBody + , msTrailer = trailerFIX40 } + where + mNewOrderListBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tListNoOrds) tListNoOrds $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText LT.new + + +mOrderCancelRequest :: FIXMessageSpec +mOrderCancelRequest = FMSpec + { msName = "OrderCancelRequest" + , msType = C.pack "F" + , msHeader = headerFIX40 + , msBody = mOrderCancelRequestBody + , msTrailer = trailerFIX40 } + where + mOrderCancelRequestBody = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCxlType) tCxlType $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tText) tText LT.new + + +mOrderCancelReplaceRequest :: FIXMessageSpec +mOrderCancelReplaceRequest = FMSpec + { msName = "OrderCancelReplaceRequest" + , msType = C.pack "G" + , msHeader = headerFIX40 + , msBody = mOrderCancelReplaceRequestBody + , msTrailer = trailerFIX40 } + where + mOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText LT.new + + +mOrderStatusRequest :: FIXMessageSpec +mOrderStatusRequest = FMSpec + { msName = "OrderStatusRequest" + , msType = C.pack "H" + , msHeader = headerFIX40 + , msBody = mOrderStatusRequestBody + , msTrailer = trailerFIX40 } + where + mOrderStatusRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide LT.new + + +mAllocation :: FIXMessageSpec +mAllocation = FMSpec + { msName = "Allocation" + , msType = C.pack "J" + , msHeader = headerFIX40 + , msBody = mAllocationBody + , msTrailer = trailerFIX40 } + where + mAllocationBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tNoDlvyInst) tNoDlvyInst $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tDlvyInst) tDlvyInst LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastMkt) tLastMkt LT.new + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo LT.new + + + +mListCancelRequest :: FIXMessageSpec +mListCancelRequest = FMSpec + { msName = "ListCancelRequest" + , msType = C.pack "K" + , msHeader = headerFIX40 + , msBody = mListCancelRequestBody + , msTrailer = trailerFIX40 } + where + mListCancelRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListExecute :: FIXMessageSpec +mListExecute = FMSpec + { msName = "ListExecute" + , msType = C.pack "L" + , msHeader = headerFIX40 + , msBody = mListExecuteBody + , msTrailer = trailerFIX40 } + where + mListExecuteBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListStatusRequest :: FIXMessageSpec +mListStatusRequest = FMSpec + { msName = "ListStatusRequest" + , msType = C.pack "M" + , msHeader = headerFIX40 + , msBody = mListStatusRequestBody + , msTrailer = trailerFIX40 } + where + mListStatusRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListStatus :: FIXMessageSpec +mListStatus = FMSpec + { msName = "ListStatus" + , msType = C.pack "N" + , msHeader = headerFIX40 + , msBody = mListStatusBody + , msTrailer = trailerFIX40 } + where + mListStatusBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAvgPx) tAvgPx LT.new + + + +mAllocationACK :: FIXMessageSpec +mAllocationACK = FMSpec + { msName = "AllocationACK" + , msType = C.pack "P" + , msHeader = headerFIX40 + , msBody = mAllocationACKBody + , msTrailer = trailerFIX40 } + where + mAllocationACKBody = + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tText) tText LT.new + + +mDontKnowTrade :: FIXMessageSpec +mDontKnowTrade = FMSpec + { msName = "DontKnowTrade" + , msType = C.pack "Q" + , msHeader = headerFIX40 + , msBody = mDontKnowTradeBody + , msTrailer = trailerFIX40 } + where + mDontKnowTradeBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tText) tText LT.new + + +mQuoteRequest :: FIXMessageSpec +mQuoteRequest = FMSpec + { msName = "QuoteRequest" + , msType = C.pack "R" + , msHeader = headerFIX40 + , msBody = mQuoteRequestBody + , msTrailer = trailerFIX40 } + where + mQuoteRequestBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty LT.new + + +mQuote :: FIXMessageSpec +mQuote = FMSpec + { msName = "Quote" + , msType = C.pack "S" + , msHeader = headerFIX40 + , msBody = mQuoteBody + , msTrailer = trailerFIX40 } + where + mQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime LT.new + + +fix40 :: FIXSpec +fix40 = FSpec + { fsVersion = "FIX.4.0" + , fsHeader = headerFIX40 + , fsTrailer = trailerFIX40 + , fsMessages = fix40Messages + , fsTags = fix40Tags } + where + fix40Messages = + LT.insert (msType mHeartbeat) mHeartbeat $ + LT.insert (msType mTestRequest) mTestRequest $ + LT.insert (msType mResendRequest) mResendRequest $ + LT.insert (msType mReject) mReject $ + LT.insert (msType mSequenceReset) mSequenceReset $ + LT.insert (msType mLogout) mLogout $ + LT.insert (msType mIndicationofInterest) mIndicationofInterest $ + LT.insert (msType mAdvertisement) mAdvertisement $ + LT.insert (msType mExecutionReport) mExecutionReport $ + LT.insert (msType mOrderCancelReject) mOrderCancelReject $ + LT.insert (msType mLogon) mLogon $ + LT.insert (msType mNews) mNews $ + LT.insert (msType mEmail) mEmail $ + LT.insert (msType mNewOrderSingle) mNewOrderSingle $ + LT.insert (msType mNewOrderList) mNewOrderList $ + LT.insert (msType mOrderCancelRequest) mOrderCancelRequest $ + LT.insert (msType mOrderCancelReplaceRequest) mOrderCancelReplaceRequest $ + LT.insert (msType mOrderStatusRequest) mOrderStatusRequest $ + LT.insert (msType mAllocation) mAllocation $ + LT.insert (msType mListCancelRequest) mListCancelRequest $ + LT.insert (msType mListExecute) mListExecute $ + LT.insert (msType mListStatusRequest) mListStatusRequest $ + LT.insert (msType mListStatus) mListStatus $ + LT.insert (msType mAllocationACK) mAllocationACK $ + LT.insert (msType mDontKnowTrade) mDontKnowTrade $ + LT.insert (msType mQuoteRequest) mQuoteRequest $ + LT.insert (msType mQuote) mQuote LT.new + fix40Tags = + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tBeginString) tBeginString $ + LT.insert (tnum tBodyLength) tBodyLength $ + LT.insert (tnum tCheckSum) tCheckSum $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tEndSeqNo) tEndSeqNo $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tMsgType) tMsgType $ + LT.insert (tnum tNewSeqNo) tNewSeqNo $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSendingDate) tSendingDate $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tListNoOrds) tListNoOrds $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) tNoOrders $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tNoAllocs) tNoAllocs $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tNoDlvyInst) tNoDlvyInst $ + LT.insert (tnum tDlvyInst) tDlvyInst $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tSignature) tSignature $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tTestReqID) tTestReqID $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNoExecs) tNoExecs $ + LT.insert (tnum tCxlType) tCxlType $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tNoMiscFees) tNoMiscFees $ + LT.insert (tnum tMiscFeeAmt) tMiscFeeAmt $ + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.new diff --git a/src/Data/FIX/Spec/FIX41.hs b/src/Data/FIX/Spec/FIX41.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Spec/FIX41.hs @@ -0,0 +1,2756 @@ +module Data.FIX.Spec.FIX41 ( fix41 ) where +import qualified Data.ByteString.Char8 as C +import qualified Data.LookupTable as LT ( new, insert ) +import Data.FIX.Message +import Data.FIX.Parser +import Data.Functor ( (<$>) ) +import Data.FIX.Arbitrary +import Test.QuickCheck ( arbitrary ) + + +tAccount :: FIXTag +tAccount = FIXTag + { tName = "Account" + , tnum = 1 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvId :: FIXTag +tAdvId = FIXTag + { tName = "AdvId" + , tnum = 2 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvRefID :: FIXTag +tAdvRefID = FIXTag + { tName = "AdvRefID" + , tnum = 3 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvSide :: FIXTag +tAdvSide = FIXTag + { tName = "AdvSide" + , tnum = 4 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvTransType :: FIXTag +tAdvTransType = FIXTag + { tName = "AdvTransType" + , tnum = 5 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAvgPx :: FIXTag +tAvgPx = FIXTag + { tName = "AvgPx" + , tnum = 6 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBeginSeqNo :: FIXTag +tBeginSeqNo = FIXTag + { tName = "BeginSeqNo" + , tnum = 7 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdID :: FIXTag +tClOrdID = FIXTag + { tName = "ClOrdID" + , tnum = 11 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCommission :: FIXTag +tCommission = FIXTag + { tName = "Commission" + , tnum = 12 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCommType :: FIXTag +tCommType = FIXTag + { tName = "CommType" + , tnum = 13 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCumQty :: FIXTag +tCumQty = FIXTag + { tName = "CumQty" + , tnum = 14 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCurrency :: FIXTag +tCurrency = FIXTag + { tName = "Currency" + , tnum = 15 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEndSeqNo :: FIXTag +tEndSeqNo = FIXTag + { tName = "EndSeqNo" + , tnum = 16 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecID :: FIXTag +tExecID = FIXTag + { tName = "ExecID" + , tnum = 17 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecInst :: FIXTag +tExecInst = FIXTag + { tName = "ExecInst" + , tnum = 18 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecRefID :: FIXTag +tExecRefID = FIXTag + { tName = "ExecRefID" + , tnum = 19 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecTransType :: FIXTag +tExecTransType = FIXTag + { tName = "ExecTransType" + , tnum = 20 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHandlInst :: FIXTag +tHandlInst = FIXTag + { tName = "HandlInst" + , tnum = 21 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIDSource :: FIXTag +tIDSource = FIXTag + { tName = "IDSource" + , tnum = 22 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIid :: FIXTag +tIOIid = FIXTag + { tName = "IOIid" + , tnum = 23 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIOthSvc :: FIXTag +tIOIOthSvc = FIXTag + { tName = "IOIOthSvc" + , tnum = 24 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIQltyInd :: FIXTag +tIOIQltyInd = FIXTag + { tName = "IOIQltyInd" + , tnum = 25 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIRefID :: FIXTag +tIOIRefID = FIXTag + { tName = "IOIRefID" + , tnum = 26 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIShares :: FIXTag +tIOIShares = FIXTag + { tName = "IOIShares" + , tnum = 27 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOITransType :: FIXTag +tIOITransType = FIXTag + { tName = "IOITransType" + , tnum = 28 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastCapacity :: FIXTag +tLastCapacity = FIXTag + { tName = "LastCapacity" + , tnum = 29 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastMkt :: FIXTag +tLastMkt = FIXTag + { tName = "LastMkt" + , tnum = 30 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastPx :: FIXTag +tLastPx = FIXTag + { tName = "LastPx" + , tnum = 31 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastShares :: FIXTag +tLastShares = FIXTag + { tName = "LastShares" + , tnum = 32 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLinesOfText :: FIXTag +tLinesOfText = FIXTag + { tName = "LinesOfText" + , tnum = 33 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgSeqNum :: FIXTag +tMsgSeqNum = FIXTag + { tName = "MsgSeqNum" + , tnum = 34 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewSeqNo :: FIXTag +tNewSeqNo = FIXTag + { tName = "NewSeqNo" + , tnum = 36 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderID :: FIXTag +tOrderID = FIXTag + { tName = "OrderID" + , tnum = 37 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrderQty :: FIXTag +tOrderQty = FIXTag + { tName = "OrderQty" + , tnum = 38 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdStatus :: FIXTag +tOrdStatus = FIXTag + { tName = "OrdStatus" + , tnum = 39 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrdType :: FIXTag +tOrdType = FIXTag + { tName = "OrdType" + , tnum = 40 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigClOrdID :: FIXTag +tOrigClOrdID = FIXTag + { tName = "OrigClOrdID" + , tnum = 41 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigTime :: FIXTag +tOrigTime = FIXTag + { tName = "OrigTime" + , tnum = 42 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tPossDupFlag :: FIXTag +tPossDupFlag = FIXTag + { tName = "PossDupFlag" + , tnum = 43 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrice :: FIXTag +tPrice = FIXTag + { tName = "Price" + , tnum = 44 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRefSeqNum :: FIXTag +tRefSeqNum = FIXTag + { tName = "RefSeqNum" + , tnum = 45 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRelatdSym :: FIXTag +tRelatdSym = FIXTag + { tName = "RelatdSym" + , tnum = 46 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRule80A :: FIXTag +tRule80A = FIXTag + { tName = "Rule80A" + , tnum = 47 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityID :: FIXTag +tSecurityID = FIXTag + { tName = "SecurityID" + , tnum = 48 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSenderCompID :: FIXTag +tSenderCompID = FIXTag + { tName = "SenderCompID" + , tnum = 49 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSenderSubID :: FIXTag +tSenderSubID = FIXTag + { tName = "SenderSubID" + , tnum = 50 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSendingDate :: FIXTag +tSendingDate = FIXTag + { tName = "SendingDate" + , tnum = 51 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSendingTime :: FIXTag +tSendingTime = FIXTag + { tName = "SendingTime" + , tnum = 52 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tShares :: FIXTag +tShares = FIXTag + { tName = "Shares" + , tnum = 53 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSide :: FIXTag +tSide = FIXTag + { tName = "Side" + , tnum = 54 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSymbol :: FIXTag +tSymbol = FIXTag + { tName = "Symbol" + , tnum = 55 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTargetCompID :: FIXTag +tTargetCompID = FIXTag + { tName = "TargetCompID" + , tnum = 56 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTargetSubID :: FIXTag +tTargetSubID = FIXTag + { tName = "TargetSubID" + , tnum = 57 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tText :: FIXTag +tText = FIXTag + { tName = "Text" + , tnum = 58 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTimeInForce :: FIXTag +tTimeInForce = FIXTag + { tName = "TimeInForce" + , tnum = 59 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTransactTime :: FIXTag +tTransactTime = FIXTag + { tName = "TransactTime" + , tnum = 60 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tUrgency :: FIXTag +tUrgency = FIXTag + { tName = "Urgency" + , tnum = 61 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tValidUntilTime :: FIXTag +tValidUntilTime = FIXTag + { tName = "ValidUntilTime" + , tnum = 62 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tSettlmntTyp :: FIXTag +tSettlmntTyp = FIXTag + { tName = "SettlmntTyp" + , tnum = 63 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tFutSettDate :: FIXTag +tFutSettDate = FIXTag + { tName = "FutSettDate" + , tnum = 64 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSymbolSfx :: FIXTag +tSymbolSfx = FIXTag + { tName = "SymbolSfx" + , tnum = 65 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tListID :: FIXTag +tListID = FIXTag + { tName = "ListID" + , tnum = 66 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tListSeqNo :: FIXTag +tListSeqNo = FIXTag + { tName = "ListSeqNo" + , tnum = 67 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListNoOrds :: FIXTag +tListNoOrds = FIXTag + { tName = "ListNoOrds" + , tnum = 68 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListExecInst :: FIXTag +tListExecInst = FIXTag + { tName = "ListExecInst" + , tnum = 69 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocID :: FIXTag +tAllocID = FIXTag + { tName = "AllocID" + , tnum = 70 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocTransType :: FIXTag +tAllocTransType = FIXTag + { tName = "AllocTransType" + , tnum = 71 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRefAllocID :: FIXTag +tRefAllocID = FIXTag + { tName = "RefAllocID" + , tnum = 72 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoOrders :: FIXTag +tNoOrders = FIXTag + { tName = "NoOrders" + , tnum = 73 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAvgPrxPrecision :: FIXTag +tAvgPrxPrecision = FIXTag + { tName = "AvgPrxPrecision" + , tnum = 74 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeDate :: FIXTag +tTradeDate = FIXTag + { tName = "TradeDate" + , tnum = 75 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExecBroker :: FIXTag +tExecBroker = FIXTag + { tName = "ExecBroker" + , tnum = 76 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOpenClose :: FIXTag +tOpenClose = FIXTag + { tName = "OpenClose" + , tnum = 77 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoAllocs :: FIXTag +tNoAllocs = FIXTag + { tName = "NoAllocs" + , tnum = 78 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAccount :: FIXTag +tAllocAccount = FIXTag + { tName = "AllocAccount" + , tnum = 79 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocShares :: FIXTag +tAllocShares = FIXTag + { tName = "AllocShares" + , tnum = 80 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tProcessCode :: FIXTag +tProcessCode = FIXTag + { tName = "ProcessCode" + , tnum = 81 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRpts :: FIXTag +tNoRpts = FIXTag + { tName = "NoRpts" + , tnum = 82 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRptSeq :: FIXTag +tRptSeq = FIXTag + { tName = "RptSeq" + , tnum = 83 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlQty :: FIXTag +tCxlQty = FIXTag + { tName = "CxlQty" + , tnum = 84 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoDlvyInst :: FIXTag +tNoDlvyInst = FIXTag + { tName = "NoDlvyInst" + , tnum = 85 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDlvyInst :: FIXTag +tDlvyInst = FIXTag + { tName = "DlvyInst" + , tnum = 86 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocStatus :: FIXTag +tAllocStatus = FIXTag + { tName = "AllocStatus" + , tnum = 87 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocRejCode :: FIXTag +tAllocRejCode = FIXTag + { tName = "AllocRejCode" + , tnum = 88 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSignature :: FIXTag +tSignature = FIXTag + { tName = "Signature" + , tnum = 89 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSecureDataLen :: FIXTag +tSecureDataLen = FIXTag + { tName = "SecureDataLen" + , tnum = 90 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecureData :: FIXTag +tSecureData = FIXTag + { tName = "SecureData" + , tnum = 91 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tBrokerOfCredit :: FIXTag +tBrokerOfCredit = FIXTag + { tName = "BrokerOfCredit" + , tnum = 92 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSignatureLength :: FIXTag +tSignatureLength = FIXTag + { tName = "SignatureLength" + , tnum = 93 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEmailType :: FIXTag +tEmailType = FIXTag + { tName = "EmailType" + , tnum = 94 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRawDataLength :: FIXTag +tRawDataLength = FIXTag + { tName = "RawDataLength" + , tnum = 95 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRawData :: FIXTag +tRawData = FIXTag + { tName = "RawData" + , tnum = 96 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPossResend :: FIXTag +tPossResend = FIXTag + { tName = "PossResend" + , tnum = 97 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEncryptMethod :: FIXTag +tEncryptMethod = FIXTag + { tName = "EncryptMethod" + , tnum = 98 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStopPx :: FIXTag +tStopPx = FIXTag + { tName = "StopPx" + , tnum = 99 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExDestination :: FIXTag +tExDestination = FIXTag + { tName = "ExDestination" + , tnum = 100 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCxlRejReason :: FIXTag +tCxlRejReason = FIXTag + { tName = "CxlRejReason" + , tnum = 102 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdRejReason :: FIXTag +tOrdRejReason = FIXTag + { tName = "OrdRejReason" + , tnum = 103 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIQualifier :: FIXTag +tIOIQualifier = FIXTag + { tName = "IOIQualifier" + , tnum = 104 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tWaveNo :: FIXTag +tWaveNo = FIXTag + { tName = "WaveNo" + , tnum = 105 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIssuer :: FIXTag +tIssuer = FIXTag + { tName = "Issuer" + , tnum = 106 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityDesc :: FIXTag +tSecurityDesc = FIXTag + { tName = "SecurityDesc" + , tnum = 107 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHeartBtInt :: FIXTag +tHeartBtInt = FIXTag + { tName = "HeartBtInt" + , tnum = 108 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClientID :: FIXTag +tClientID = FIXTag + { tName = "ClientID" + , tnum = 109 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMinQty :: FIXTag +tMinQty = FIXTag + { tName = "MinQty" + , tnum = 110 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxFloor :: FIXTag +tMaxFloor = FIXTag + { tName = "MaxFloor" + , tnum = 111 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTestReqID :: FIXTag +tTestReqID = FIXTag + { tName = "TestReqID" + , tnum = 112 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tReportToExch :: FIXTag +tReportToExch = FIXTag + { tName = "ReportToExch" + , tnum = 113 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLocateReqd :: FIXTag +tLocateReqd = FIXTag + { tName = "LocateReqd" + , tnum = 114 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOnBehalfOfCompID :: FIXTag +tOnBehalfOfCompID = FIXTag + { tName = "OnBehalfOfCompID" + , tnum = 115 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOnBehalfOfSubID :: FIXTag +tOnBehalfOfSubID = FIXTag + { tName = "OnBehalfOfSubID" + , tnum = 116 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tQuoteID :: FIXTag +tQuoteID = FIXTag + { tName = "QuoteID" + , tnum = 117 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNetMoney :: FIXTag +tNetMoney = FIXTag + { tName = "NetMoney" + , tnum = 118 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrAmt :: FIXTag +tSettlCurrAmt = FIXTag + { tName = "SettlCurrAmt" + , tnum = 119 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrency :: FIXTag +tSettlCurrency = FIXTag + { tName = "SettlCurrency" + , tnum = 120 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tForexReq :: FIXTag +tForexReq = FIXTag + { tName = "ForexReq" + , tnum = 121 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigSendingTime :: FIXTag +tOrigSendingTime = FIXTag + { tName = "OrigSendingTime" + , tnum = 122 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tGapFillFlag :: FIXTag +tGapFillFlag = FIXTag + { tName = "GapFillFlag" + , tnum = 123 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoExecs :: FIXTag +tNoExecs = FIXTag + { tName = "NoExecs" + , tnum = 124 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlType :: FIXTag +tCxlType = FIXTag + { tName = "CxlType" + , tnum = 125 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExpireTime :: FIXTag +tExpireTime = FIXTag + { tName = "ExpireTime" + , tnum = 126 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tDKReason :: FIXTag +tDKReason = FIXTag + { tName = "DKReason" + , tnum = 127 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToCompID :: FIXTag +tDeliverToCompID = FIXTag + { tName = "DeliverToCompID" + , tnum = 128 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToSubID :: FIXTag +tDeliverToSubID = FIXTag + { tName = "DeliverToSubID" + , tnum = 129 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOINaturalFlag :: FIXTag +tIOINaturalFlag = FIXTag + { tName = "IOINaturalFlag" + , tnum = 130 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tQuoteReqID :: FIXTag +tQuoteReqID = FIXTag + { tName = "QuoteReqID" + , tnum = 131 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBidPx :: FIXTag +tBidPx = FIXTag + { tName = "BidPx" + , tnum = 132 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferPx :: FIXTag +tOfferPx = FIXTag + { tName = "OfferPx" + , tnum = 133 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidSize :: FIXTag +tBidSize = FIXTag + { tName = "BidSize" + , tnum = 134 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOfferSize :: FIXTag +tOfferSize = FIXTag + { tName = "OfferSize" + , tnum = 135 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMiscFees :: FIXTag +tNoMiscFees = FIXTag + { tName = "NoMiscFees" + , tnum = 136 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMiscFeeAmt :: FIXTag +tMiscFeeAmt = FIXTag + { tName = "MiscFeeAmt" + , tnum = 137 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeCurr :: FIXTag +tMiscFeeCurr = FIXTag + { tName = "MiscFeeCurr" + , tnum = 138 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMiscFeeType :: FIXTag +tMiscFeeType = FIXTag + { tName = "MiscFeeType" + , tnum = 139 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrevClosePx :: FIXTag +tPrevClosePx = FIXTag + { tName = "PrevClosePx" + , tnum = 140 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tResetSeqNumFlag :: FIXTag +tResetSeqNumFlag = FIXTag + { tName = "ResetSeqNumFlag" + , tnum = 141 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSenderLocationID :: FIXTag +tSenderLocationID = FIXTag + { tName = "SenderLocationID" + , tnum = 142 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTargetLocationID :: FIXTag +tTargetLocationID = FIXTag + { tName = "TargetLocationID" + , tnum = 143 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOnBehalfOfLocationID :: FIXTag +tOnBehalfOfLocationID = FIXTag + { tName = "OnBehalfOfLocationID" + , tnum = 144 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToLocationID :: FIXTag +tDeliverToLocationID = FIXTag + { tName = "DeliverToLocationID" + , tnum = 145 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRelatedSym :: FIXTag +tNoRelatedSym = FIXTag + { tName = "NoRelatedSym" + , tnum = 146 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSubject :: FIXTag +tSubject = FIXTag + { tName = "Subject" + , tnum = 147 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHeadline :: FIXTag +tHeadline = FIXTag + { tName = "Headline" + , tnum = 148 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tURLLink :: FIXTag +tURLLink = FIXTag + { tName = "URLLink" + , tnum = 149 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecType :: FIXTag +tExecType = FIXTag + { tName = "ExecType" + , tnum = 150 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLeavesQty :: FIXTag +tLeavesQty = FIXTag + { tName = "LeavesQty" + , tnum = 151 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCashOrderQty :: FIXTag +tCashOrderQty = FIXTag + { tName = "CashOrderQty" + , tnum = 152 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocAvgPx :: FIXTag +tAllocAvgPx = FIXTag + { tName = "AllocAvgPx" + , tnum = 153 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocNetMoney :: FIXTag +tAllocNetMoney = FIXTag + { tName = "AllocNetMoney" + , tnum = 154 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRate :: FIXTag +tSettlCurrFxRate = FIXTag + { tName = "SettlCurrFxRate" + , tnum = 155 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRateCalc :: FIXTag +tSettlCurrFxRateCalc = FIXTag + { tName = "SettlCurrFxRateCalc" + , tnum = 156 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNumDaysInterest :: FIXTag +tNumDaysInterest = FIXTag + { tName = "NumDaysInterest" + , tnum = 157 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccruedInterestRate :: FIXTag +tAccruedInterestRate = FIXTag + { tName = "AccruedInterestRate" + , tnum = 158 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAccruedInterestAmt :: FIXTag +tAccruedInterestAmt = FIXTag + { tName = "AccruedInterestAmt" + , tnum = 159 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlInstMode :: FIXTag +tSettlInstMode = FIXTag + { tName = "SettlInstMode" + , tnum = 160 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocText :: FIXTag +tAllocText = FIXTag + { tName = "AllocText" + , tnum = 161 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlInstID :: FIXTag +tSettlInstID = FIXTag + { tName = "SettlInstID" + , tnum = 162 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlInstTransType :: FIXTag +tSettlInstTransType = FIXTag + { tName = "SettlInstTransType" + , tnum = 163 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEmailThreadID :: FIXTag +tEmailThreadID = FIXTag + { tName = "EmailThreadID" + , tnum = 164 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlInstSource :: FIXTag +tSettlInstSource = FIXTag + { tName = "SettlInstSource" + , tnum = 165 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlLocation :: FIXTag +tSettlLocation = FIXTag + { tName = "SettlLocation" + , tnum = 166 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityType :: FIXTag +tSecurityType = FIXTag + { tName = "SecurityType" + , tnum = 167 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEffectiveTime :: FIXTag +tEffectiveTime = FIXTag + { tName = "EffectiveTime" + , tnum = 168 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tStandInstDbType :: FIXTag +tStandInstDbType = FIXTag + { tName = "StandInstDbType" + , tnum = 169 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStandInstDbName :: FIXTag +tStandInstDbName = FIXTag + { tName = "StandInstDbName" + , tnum = 170 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tStandInstDbID :: FIXTag +tStandInstDbID = FIXTag + { tName = "StandInstDbID" + , tnum = 171 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlDeliveryType :: FIXTag +tSettlDeliveryType = FIXTag + { tName = "SettlDeliveryType" + , tnum = 172 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlDepositoryCode :: FIXTag +tSettlDepositoryCode = FIXTag + { tName = "SettlDepositoryCode" + , tnum = 173 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlBrkrCode :: FIXTag +tSettlBrkrCode = FIXTag + { tName = "SettlBrkrCode" + , tnum = 174 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlInstCode :: FIXTag +tSettlInstCode = FIXTag + { tName = "SettlInstCode" + , tnum = 175 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentName :: FIXTag +tSecuritySettlAgentName = FIXTag + { tName = "SecuritySettlAgentName" + , tnum = 176 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentCode :: FIXTag +tSecuritySettlAgentCode = FIXTag + { tName = "SecuritySettlAgentCode" + , tnum = 177 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentAcctNum :: FIXTag +tSecuritySettlAgentAcctNum = FIXTag + { tName = "SecuritySettlAgentAcctNum" + , tnum = 178 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentAcctName :: FIXTag +tSecuritySettlAgentAcctName = FIXTag + { tName = "SecuritySettlAgentAcctName" + , tnum = 179 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentContactName :: FIXTag +tSecuritySettlAgentContactName = FIXTag + { tName = "SecuritySettlAgentContactName" + , tnum = 180 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecuritySettlAgentContactPhone :: FIXTag +tSecuritySettlAgentContactPhone = FIXTag + { tName = "SecuritySettlAgentContactPhone" + , tnum = 181 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentName :: FIXTag +tCashSettlAgentName = FIXTag + { tName = "CashSettlAgentName" + , tnum = 182 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentCode :: FIXTag +tCashSettlAgentCode = FIXTag + { tName = "CashSettlAgentCode" + , tnum = 183 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentAcctNum :: FIXTag +tCashSettlAgentAcctNum = FIXTag + { tName = "CashSettlAgentAcctNum" + , tnum = 184 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentAcctName :: FIXTag +tCashSettlAgentAcctName = FIXTag + { tName = "CashSettlAgentAcctName" + , tnum = 185 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentContactName :: FIXTag +tCashSettlAgentContactName = FIXTag + { tName = "CashSettlAgentContactName" + , tnum = 186 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashSettlAgentContactPhone :: FIXTag +tCashSettlAgentContactPhone = FIXTag + { tName = "CashSettlAgentContactPhone" + , tnum = 187 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBidSpotRate :: FIXTag +tBidSpotRate = FIXTag + { tName = "BidSpotRate" + , tnum = 188 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints :: FIXTag +tBidForwardPoints = FIXTag + { tName = "BidForwardPoints" + , tnum = 189 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSpotRate :: FIXTag +tOfferSpotRate = FIXTag + { tName = "OfferSpotRate" + , tnum = 190 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints :: FIXTag +tOfferForwardPoints = FIXTag + { tName = "OfferForwardPoints" + , tnum = 191 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrderQty2 :: FIXTag +tOrderQty2 = FIXTag + { tName = "OrderQty2" + , tnum = 192 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFutSettDate2 :: FIXTag +tFutSettDate2 = FIXTag + { tName = "FutSettDate2" + , tnum = 193 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLastSpotRate :: FIXTag +tLastSpotRate = FIXTag + { tName = "LastSpotRate" + , tnum = 194 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints :: FIXTag +tLastForwardPoints = FIXTag + { tName = "LastForwardPoints" + , tnum = 195 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocLinkID :: FIXTag +tAllocLinkID = FIXTag + { tName = "AllocLinkID" + , tnum = 196 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocLinkType :: FIXTag +tAllocLinkType = FIXTag + { tName = "AllocLinkType" + , tnum = 197 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryOrderID :: FIXTag +tSecondaryOrderID = FIXTag + { tName = "SecondaryOrderID" + , tnum = 198 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoIOIQualifiers :: FIXTag +tNoIOIQualifiers = FIXTag + { tName = "NoIOIQualifiers" + , tnum = 199 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityMonthYear :: FIXTag +tMaturityMonthYear = FIXTag + { tName = "MaturityMonthYear" + , tnum = 200 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tPutOrCall :: FIXTag +tPutOrCall = FIXTag + { tName = "PutOrCall" + , tnum = 201 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStrikePrice :: FIXTag +tStrikePrice = FIXTag + { tName = "StrikePrice" + , tnum = 202 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCoveredOrUncovered :: FIXTag +tCoveredOrUncovered = FIXTag + { tName = "CoveredOrUncovered" + , tnum = 203 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustomerOrFirm :: FIXTag +tCustomerOrFirm = FIXTag + { tName = "CustomerOrFirm" + , tnum = 204 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityDay :: FIXTag +tMaturityDay = FIXTag + { tName = "MaturityDay" + , tnum = 205 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOptAttribute :: FIXTag +tOptAttribute = FIXTag + { tName = "OptAttribute" + , tnum = 206 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityExchange :: FIXTag +tSecurityExchange = FIXTag + { tName = "SecurityExchange" + , tnum = 207 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNotifyBrokerOfCredit :: FIXTag +tNotifyBrokerOfCredit = FIXTag + { tName = "NotifyBrokerOfCredit" + , tnum = 208 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocHandlInst :: FIXTag +tAllocHandlInst = FIXTag + { tName = "AllocHandlInst" + , tnum = 209 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxShow :: FIXTag +tMaxShow = FIXTag + { tName = "MaxShow" + , tnum = 210 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPegDifference :: FIXTag +tPegDifference = FIXTag + { tName = "PegDifference" + , tnum = 211 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +headerFIX41 :: FIXTags +headerFIX41 = + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime LT.new + + +trailerFIX41 :: FIXTags +trailerFIX41 = + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tSignature) tSignature LT.new + + +mHeartbeat :: FIXMessageSpec +mHeartbeat = FMSpec + { msName = "Heartbeat" + , msType = C.pack "0" + , msHeader = headerFIX41 + , msBody = mHeartbeatBody + , msTrailer = trailerFIX41 } + where + mHeartbeatBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mTestRequest :: FIXMessageSpec +mTestRequest = FMSpec + { msName = "TestRequest" + , msType = C.pack "1" + , msHeader = headerFIX41 + , msBody = mTestRequestBody + , msTrailer = trailerFIX41 } + where + mTestRequestBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mResendRequest :: FIXMessageSpec +mResendRequest = FMSpec + { msName = "ResendRequest" + , msType = C.pack "2" + , msHeader = headerFIX41 + , msBody = mResendRequestBody + , msTrailer = trailerFIX41 } + where + mResendRequestBody = + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tEndSeqNo) tEndSeqNo LT.new + + +mReject :: FIXMessageSpec +mReject = FMSpec + { msName = "Reject" + , msType = C.pack "3" + , msHeader = headerFIX41 + , msBody = mRejectBody + , msTrailer = trailerFIX41 } + where + mRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tText) tText LT.new + + +mSequenceReset :: FIXMessageSpec +mSequenceReset = FMSpec + { msName = "SequenceReset" + , msType = C.pack "4" + , msHeader = headerFIX41 + , msBody = mSequenceResetBody + , msTrailer = trailerFIX41 } + where + mSequenceResetBody = + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNewSeqNo) tNewSeqNo LT.new + + +mLogout :: FIXMessageSpec +mLogout = FMSpec + { msName = "Logout" + , msType = C.pack "5" + , msHeader = headerFIX41 + , msBody = mLogoutBody + , msTrailer = trailerFIX41 } + where + mLogoutBody = + LT.insert (tnum tText) tText LT.new + + +mIndicationofInterest :: FIXMessageSpec +mIndicationofInterest = FMSpec + { msName = "IndicationofInterest" + , msType = C.pack "6" + , msHeader = headerFIX41 + , msBody = mIndicationofInterestBody + , msTrailer = trailerFIX41 } + where + mIndicationofInterestBody = + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tNoIOIQualifiers) gNoIOIQualifiers''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tURLLink) tURLLink LT.new + where + gNoIOIQualifiers''' = FIXTag + { tName = "NoIOIQualifiers" + , tnum = tnum tNoIOIQualifiers + , tparser = gNoIOIQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoIOIQualifiersSpec''' } + + gNoIOIQualifiersP''' = groupP gNoIOIQualifiersSpec''' + gNoIOIQualifiersSpec''' = FGSpec + { gsLength = tNoIOIQualifiers + , gsSeperator = tIOIQualifier + , gsBody = gNoIOIQualifiersBody''' } + where + gNoIOIQualifiersBody''' = + LT.new + + + +mAdvertisement :: FIXMessageSpec +mAdvertisement = FMSpec + { msName = "Advertisement" + , msType = C.pack "7" + , msHeader = headerFIX41 + , msBody = mAdvertisementBody + , msTrailer = trailerFIX41 } + where + mAdvertisementBody = + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tLastMkt) tLastMkt LT.new + + +mExecutionReport :: FIXMessageSpec +mExecutionReport = FMSpec + { msName = "ExecutionReport" + , msType = C.pack "8" + , msHeader = headerFIX41 + , msBody = mExecutionReportBody + , msTrailer = trailerFIX41 } + where + mExecutionReportBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tText) tText LT.new + + +mOrderCancelReject :: FIXMessageSpec +mOrderCancelReject = FMSpec + { msName = "OrderCancelReject" + , msType = C.pack "9" + , msHeader = headerFIX41 + , msBody = mOrderCancelRejectBody + , msTrailer = trailerFIX41 } + where + mOrderCancelRejectBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tText) tText LT.new + + +mLogon :: FIXMessageSpec +mLogon = FMSpec + { msName = "Logon" + , msType = C.pack "A" + , msHeader = headerFIX41 + , msBody = mLogonBody + , msTrailer = trailerFIX41 } + where + mLogonBody = + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag LT.new + + +mNews :: FIXMessageSpec +mNews = FMSpec + { msName = "News" + , msType = C.pack "B" + , msHeader = headerFIX41 + , msBody = mNewsBody + , msTrailer = trailerFIX41 } + where + mNewsBody = + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tRelatdSym + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc LT.new + + + +mEmail :: FIXMessageSpec +mEmail = FMSpec + { msName = "Email" + , msType = C.pack "C" + , msHeader = headerFIX41 + , msBody = mEmailBody + , msTrailer = trailerFIX41 } + where + mEmailBody = + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tRelatdSym + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc LT.new + + + +mNewOrderSingle :: FIXMessageSpec +mNewOrderSingle = FMSpec + { msName = "NewOrderSingle" + , msType = C.pack "D" + , msHeader = headerFIX41 + , msBody = mNewOrderSingleBody + , msTrailer = trailerFIX41 } + where + mNewOrderSingleBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference LT.new + + +mNewOrderList :: FIXMessageSpec +mNewOrderList = FMSpec + { msName = "NewOrderList" + , msType = C.pack "E" + , msHeader = headerFIX41 + , msBody = mNewOrderListBody + , msTrailer = trailerFIX41 } + where + mNewOrderListBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tListNoOrds) tListNoOrds $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow LT.new + + +mOrderCancelRequest :: FIXMessageSpec +mOrderCancelRequest = FMSpec + { msName = "OrderCancelRequest" + , msType = C.pack "F" + , msHeader = headerFIX41 + , msBody = mOrderCancelRequestBody + , msTrailer = trailerFIX41 } + where + mOrderCancelRequestBody = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tText) tText LT.new + + +mOrderCancelReplaceRequest :: FIXMessageSpec +mOrderCancelReplaceRequest = FMSpec + { msName = "OrderCancelReplaceRequest" + , msType = C.pack "G" + , msHeader = headerFIX41 + , msBody = mOrderCancelReplaceRequestBody + , msTrailer = trailerFIX41 } + where + mOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tLocateReqd) tLocateReqd LT.new + + +mOrderStatusRequest :: FIXMessageSpec +mOrderStatusRequest = FMSpec + { msName = "OrderStatusRequest" + , msType = C.pack "H" + , msHeader = headerFIX41 + , msBody = mOrderStatusRequestBody + , msTrailer = trailerFIX41 } + where + mOrderStatusRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide LT.new + + +mAllocation :: FIXMessageSpec +mAllocation = FMSpec + { msName = "Allocation" + , msType = C.pack "J" + , msHeader = headerFIX41 + , msBody = mAllocationBody + , msTrailer = trailerFIX41 } + where + mAllocationBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' LT.new + where + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tLastShares + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastCapacity) tLastCapacity LT.new + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo LT.new + + + +mListCancelRequest :: FIXMessageSpec +mListCancelRequest = FMSpec + { msName = "ListCancelRequest" + , msType = C.pack "K" + , msHeader = headerFIX41 + , msBody = mListCancelRequestBody + , msTrailer = trailerFIX41 } + where + mListCancelRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListExecute :: FIXMessageSpec +mListExecute = FMSpec + { msName = "ListExecute" + , msType = C.pack "L" + , msHeader = headerFIX41 + , msBody = mListExecuteBody + , msTrailer = trailerFIX41 } + where + mListExecuteBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListStatusRequest :: FIXMessageSpec +mListStatusRequest = FMSpec + { msName = "ListStatusRequest" + , msType = C.pack "M" + , msHeader = headerFIX41 + , msBody = mListStatusRequestBody + , msTrailer = trailerFIX41 } + where + mListStatusRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tText) tText LT.new + + +mListStatus :: FIXMessageSpec +mListStatus = FMSpec + { msName = "ListStatus" + , msType = C.pack "N" + , msHeader = headerFIX41 + , msBody = mListStatusBody + , msTrailer = trailerFIX41 } + where + mListStatusBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAvgPx) tAvgPx LT.new + + + +mAllocationACK :: FIXMessageSpec +mAllocationACK = FMSpec + { msName = "AllocationACK" + , msType = C.pack "P" + , msHeader = headerFIX41 + , msBody = mAllocationACKBody + , msTrailer = trailerFIX41 } + where + mAllocationACKBody = + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tText) tText LT.new + + +mDontKnowTrade :: FIXMessageSpec +mDontKnowTrade = FMSpec + { msName = "DontKnowTrade" + , msType = C.pack "Q" + , msHeader = headerFIX41 + , msBody = mDontKnowTradeBody + , msTrailer = trailerFIX41 } + where + mDontKnowTradeBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tText) tText LT.new + + +mQuoteRequest :: FIXMessageSpec +mQuoteRequest = FMSpec + { msName = "QuoteRequest" + , msType = C.pack "R" + , msHeader = headerFIX41 + , msBody = mQuoteRequestBody + , msTrailer = trailerFIX41 } + where + mQuoteRequestBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 LT.new + + +mQuote :: FIXMessageSpec +mQuote = FMSpec + { msName = "Quote" + , msType = C.pack "S" + , msHeader = headerFIX41 + , msBody = mQuoteBody + , msTrailer = trailerFIX41 } + where + mQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 LT.new + + +mSettlementInstructions :: FIXMessageSpec +mSettlementInstructions = FMSpec + { msName = "SettlementInstructions" + , msType = C.pack "T" + , msHeader = headerFIX41 + , msBody = mSettlementInstructionsBody + , msTrailer = trailerFIX41 } + where + mSettlementInstructionsBody = + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone LT.new + + +fix41 :: FIXSpec +fix41 = FSpec + { fsVersion = "FIX.4.1" + , fsHeader = headerFIX41 + , fsTrailer = trailerFIX41 + , fsMessages = fix41Messages + , fsTags = fix41Tags } + where + fix41Messages = + LT.insert (msType mHeartbeat) mHeartbeat $ + LT.insert (msType mTestRequest) mTestRequest $ + LT.insert (msType mResendRequest) mResendRequest $ + LT.insert (msType mReject) mReject $ + LT.insert (msType mSequenceReset) mSequenceReset $ + LT.insert (msType mLogout) mLogout $ + LT.insert (msType mIndicationofInterest) mIndicationofInterest $ + LT.insert (msType mAdvertisement) mAdvertisement $ + LT.insert (msType mExecutionReport) mExecutionReport $ + LT.insert (msType mOrderCancelReject) mOrderCancelReject $ + LT.insert (msType mLogon) mLogon $ + LT.insert (msType mNews) mNews $ + LT.insert (msType mEmail) mEmail $ + LT.insert (msType mNewOrderSingle) mNewOrderSingle $ + LT.insert (msType mNewOrderList) mNewOrderList $ + LT.insert (msType mOrderCancelRequest) mOrderCancelRequest $ + LT.insert (msType mOrderCancelReplaceRequest) mOrderCancelReplaceRequest $ + LT.insert (msType mOrderStatusRequest) mOrderStatusRequest $ + LT.insert (msType mAllocation) mAllocation $ + LT.insert (msType mListCancelRequest) mListCancelRequest $ + LT.insert (msType mListExecute) mListExecute $ + LT.insert (msType mListStatusRequest) mListStatusRequest $ + LT.insert (msType mListStatus) mListStatus $ + LT.insert (msType mAllocationACK) mAllocationACK $ + LT.insert (msType mDontKnowTrade) mDontKnowTrade $ + LT.insert (msType mQuoteRequest) mQuoteRequest $ + LT.insert (msType mQuote) mQuote $ + LT.insert (msType mSettlementInstructions) mSettlementInstructions LT.new + fix41Tags = + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tBeginString) tBeginString $ + LT.insert (tnum tBodyLength) tBodyLength $ + LT.insert (tnum tCheckSum) tCheckSum $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tEndSeqNo) tEndSeqNo $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tMsgType) tMsgType $ + LT.insert (tnum tNewSeqNo) tNewSeqNo $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSendingDate) tSendingDate $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tListNoOrds) tListNoOrds $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) tNoOrders $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tNoAllocs) tNoAllocs $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tNoDlvyInst) tNoDlvyInst $ + LT.insert (tnum tDlvyInst) tDlvyInst $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tSignature) tSignature $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tTestReqID) tTestReqID $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNoExecs) tNoExecs $ + LT.insert (tnum tCxlType) tCxlType $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tNoMiscFees) tNoMiscFees $ + LT.insert (tnum tMiscFeeAmt) tMiscFeeAmt $ + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tNoRelatedSym) tNoRelatedSym $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tNoIOIQualifiers) tNoIOIQualifiers $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.new diff --git a/src/Data/FIX/Spec/FIX42.hs b/src/Data/FIX/Spec/FIX42.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Spec/FIX42.hs @@ -0,0 +1,5738 @@ +module Data.FIX.Spec.FIX42 ( fix42 ) where +import qualified Data.ByteString.Char8 as C +import qualified Data.LookupTable as LT ( new, insert ) +import Data.FIX.Message +import Data.FIX.Parser +import Data.Functor ( (<$>) ) +import Data.FIX.Arbitrary +import Test.QuickCheck ( arbitrary ) + + +tAccount :: FIXTag +tAccount = FIXTag + { tName = "Account" + , tnum = 1 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvId :: FIXTag +tAdvId = FIXTag + { tName = "AdvId" + , tnum = 2 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvRefID :: FIXTag +tAdvRefID = FIXTag + { tName = "AdvRefID" + , tnum = 3 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvSide :: FIXTag +tAdvSide = FIXTag + { tName = "AdvSide" + , tnum = 4 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvTransType :: FIXTag +tAdvTransType = FIXTag + { tName = "AdvTransType" + , tnum = 5 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAvgPx :: FIXTag +tAvgPx = FIXTag + { tName = "AvgPx" + , tnum = 6 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBeginSeqNo :: FIXTag +tBeginSeqNo = FIXTag + { tName = "BeginSeqNo" + , tnum = 7 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdID :: FIXTag +tClOrdID = FIXTag + { tName = "ClOrdID" + , tnum = 11 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCommission :: FIXTag +tCommission = FIXTag + { tName = "Commission" + , tnum = 12 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCommType :: FIXTag +tCommType = FIXTag + { tName = "CommType" + , tnum = 13 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCumQty :: FIXTag +tCumQty = FIXTag + { tName = "CumQty" + , tnum = 14 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCurrency :: FIXTag +tCurrency = FIXTag + { tName = "Currency" + , tnum = 15 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEndSeqNo :: FIXTag +tEndSeqNo = FIXTag + { tName = "EndSeqNo" + , tnum = 16 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecID :: FIXTag +tExecID = FIXTag + { tName = "ExecID" + , tnum = 17 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecInst :: FIXTag +tExecInst = FIXTag + { tName = "ExecInst" + , tnum = 18 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tExecRefID :: FIXTag +tExecRefID = FIXTag + { tName = "ExecRefID" + , tnum = 19 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecTransType :: FIXTag +tExecTransType = FIXTag + { tName = "ExecTransType" + , tnum = 20 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHandlInst :: FIXTag +tHandlInst = FIXTag + { tName = "HandlInst" + , tnum = 21 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIDSource :: FIXTag +tIDSource = FIXTag + { tName = "IDSource" + , tnum = 22 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIid :: FIXTag +tIOIid = FIXTag + { tName = "IOIid" + , tnum = 23 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIQltyInd :: FIXTag +tIOIQltyInd = FIXTag + { tName = "IOIQltyInd" + , tnum = 25 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIRefID :: FIXTag +tIOIRefID = FIXTag + { tName = "IOIRefID" + , tnum = 26 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIShares :: FIXTag +tIOIShares = FIXTag + { tName = "IOIShares" + , tnum = 27 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOITransType :: FIXTag +tIOITransType = FIXTag + { tName = "IOITransType" + , tnum = 28 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastCapacity :: FIXTag +tLastCapacity = FIXTag + { tName = "LastCapacity" + , tnum = 29 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastMkt :: FIXTag +tLastMkt = FIXTag + { tName = "LastMkt" + , tnum = 30 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLastPx :: FIXTag +tLastPx = FIXTag + { tName = "LastPx" + , tnum = 31 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastShares :: FIXTag +tLastShares = FIXTag + { tName = "LastShares" + , tnum = 32 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLinesOfText :: FIXTag +tLinesOfText = FIXTag + { tName = "LinesOfText" + , tnum = 33 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgSeqNum :: FIXTag +tMsgSeqNum = FIXTag + { tName = "MsgSeqNum" + , tnum = 34 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewSeqNo :: FIXTag +tNewSeqNo = FIXTag + { tName = "NewSeqNo" + , tnum = 36 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderID :: FIXTag +tOrderID = FIXTag + { tName = "OrderID" + , tnum = 37 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderQty :: FIXTag +tOrderQty = FIXTag + { tName = "OrderQty" + , tnum = 38 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrdStatus :: FIXTag +tOrdStatus = FIXTag + { tName = "OrdStatus" + , tnum = 39 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrdType :: FIXTag +tOrdType = FIXTag + { tName = "OrdType" + , tnum = 40 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigClOrdID :: FIXTag +tOrigClOrdID = FIXTag + { tName = "OrigClOrdID" + , tnum = 41 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrigTime :: FIXTag +tOrigTime = FIXTag + { tName = "OrigTime" + , tnum = 42 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tPossDupFlag :: FIXTag +tPossDupFlag = FIXTag + { tName = "PossDupFlag" + , tnum = 43 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tPrice :: FIXTag +tPrice = FIXTag + { tName = "Price" + , tnum = 44 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRefSeqNum :: FIXTag +tRefSeqNum = FIXTag + { tName = "RefSeqNum" + , tnum = 45 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRelatdSym :: FIXTag +tRelatdSym = FIXTag + { tName = "RelatdSym" + , tnum = 46 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRule80A :: FIXTag +tRule80A = FIXTag + { tName = "Rule80A" + , tnum = 47 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityID :: FIXTag +tSecurityID = FIXTag + { tName = "SecurityID" + , tnum = 48 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderCompID :: FIXTag +tSenderCompID = FIXTag + { tName = "SenderCompID" + , tnum = 49 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderSubID :: FIXTag +tSenderSubID = FIXTag + { tName = "SenderSubID" + , tnum = 50 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSendingTime :: FIXTag +tSendingTime = FIXTag + { tName = "SendingTime" + , tnum = 52 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tShares :: FIXTag +tShares = FIXTag + { tName = "Shares" + , tnum = 53 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSide :: FIXTag +tSide = FIXTag + { tName = "Side" + , tnum = 54 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSymbol :: FIXTag +tSymbol = FIXTag + { tName = "Symbol" + , tnum = 55 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetCompID :: FIXTag +tTargetCompID = FIXTag + { tName = "TargetCompID" + , tnum = 56 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetSubID :: FIXTag +tTargetSubID = FIXTag + { tName = "TargetSubID" + , tnum = 57 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tText :: FIXTag +tText = FIXTag + { tName = "Text" + , tnum = 58 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTimeInForce :: FIXTag +tTimeInForce = FIXTag + { tName = "TimeInForce" + , tnum = 59 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTransactTime :: FIXTag +tTransactTime = FIXTag + { tName = "TransactTime" + , tnum = 60 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tUrgency :: FIXTag +tUrgency = FIXTag + { tName = "Urgency" + , tnum = 61 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tValidUntilTime :: FIXTag +tValidUntilTime = FIXTag + { tName = "ValidUntilTime" + , tnum = 62 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tSettlmntTyp :: FIXTag +tSettlmntTyp = FIXTag + { tName = "SettlmntTyp" + , tnum = 63 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tFutSettDate :: FIXTag +tFutSettDate = FIXTag + { tName = "FutSettDate" + , tnum = 64 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSymbolSfx :: FIXTag +tSymbolSfx = FIXTag + { tName = "SymbolSfx" + , tnum = 65 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListID :: FIXTag +tListID = FIXTag + { tName = "ListID" + , tnum = 66 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListSeqNo :: FIXTag +tListSeqNo = FIXTag + { tName = "ListSeqNo" + , tnum = 67 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNoOrders :: FIXTag +tTotNoOrders = FIXTag + { tName = "TotNoOrders" + , tnum = 68 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListExecInst :: FIXTag +tListExecInst = FIXTag + { tName = "ListExecInst" + , tnum = 69 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocID :: FIXTag +tAllocID = FIXTag + { tName = "AllocID" + , tnum = 70 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocTransType :: FIXTag +tAllocTransType = FIXTag + { tName = "AllocTransType" + , tnum = 71 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRefAllocID :: FIXTag +tRefAllocID = FIXTag + { tName = "RefAllocID" + , tnum = 72 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoOrders :: FIXTag +tNoOrders = FIXTag + { tName = "NoOrders" + , tnum = 73 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAvgPrxPrecision :: FIXTag +tAvgPrxPrecision = FIXTag + { tName = "AvgPrxPrecision" + , tnum = 74 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeDate :: FIXTag +tTradeDate = FIXTag + { tName = "TradeDate" + , tnum = 75 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExecBroker :: FIXTag +tExecBroker = FIXTag + { tName = "ExecBroker" + , tnum = 76 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOpenClose :: FIXTag +tOpenClose = FIXTag + { tName = "OpenClose" + , tnum = 77 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoAllocs :: FIXTag +tNoAllocs = FIXTag + { tName = "NoAllocs" + , tnum = 78 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAccount :: FIXTag +tAllocAccount = FIXTag + { tName = "AllocAccount" + , tnum = 79 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocShares :: FIXTag +tAllocShares = FIXTag + { tName = "AllocShares" + , tnum = 80 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProcessCode :: FIXTag +tProcessCode = FIXTag + { tName = "ProcessCode" + , tnum = 81 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRpts :: FIXTag +tNoRpts = FIXTag + { tName = "NoRpts" + , tnum = 82 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRptSeq :: FIXTag +tRptSeq = FIXTag + { tName = "RptSeq" + , tnum = 83 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlQty :: FIXTag +tCxlQty = FIXTag + { tName = "CxlQty" + , tnum = 84 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocStatus :: FIXTag +tAllocStatus = FIXTag + { tName = "AllocStatus" + , tnum = 87 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocRejCode :: FIXTag +tAllocRejCode = FIXTag + { tName = "AllocRejCode" + , tnum = 88 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSignature :: FIXTag +tSignature = FIXTag + { tName = "Signature" + , tnum = 89 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSecureDataLen :: FIXTag +tSecureDataLen = FIXTag + { tName = "SecureDataLen" + , tnum = 90 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecureData :: FIXTag +tSecureData = FIXTag + { tName = "SecureData" + , tnum = 91 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tBrokerOfCredit :: FIXTag +tBrokerOfCredit = FIXTag + { tName = "BrokerOfCredit" + , tnum = 92 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSignatureLength :: FIXTag +tSignatureLength = FIXTag + { tName = "SignatureLength" + , tnum = 93 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEmailType :: FIXTag +tEmailType = FIXTag + { tName = "EmailType" + , tnum = 94 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRawDataLength :: FIXTag +tRawDataLength = FIXTag + { tName = "RawDataLength" + , tnum = 95 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRawData :: FIXTag +tRawData = FIXTag + { tName = "RawData" + , tnum = 96 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPossResend :: FIXTag +tPossResend = FIXTag + { tName = "PossResend" + , tnum = 97 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tEncryptMethod :: FIXTag +tEncryptMethod = FIXTag + { tName = "EncryptMethod" + , tnum = 98 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStopPx :: FIXTag +tStopPx = FIXTag + { tName = "StopPx" + , tnum = 99 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExDestination :: FIXTag +tExDestination = FIXTag + { tName = "ExDestination" + , tnum = 100 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCxlRejReason :: FIXTag +tCxlRejReason = FIXTag + { tName = "CxlRejReason" + , tnum = 102 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdRejReason :: FIXTag +tOrdRejReason = FIXTag + { tName = "OrdRejReason" + , tnum = 103 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIQualifier :: FIXTag +tIOIQualifier = FIXTag + { tName = "IOIQualifier" + , tnum = 104 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tWaveNo :: FIXTag +tWaveNo = FIXTag + { tName = "WaveNo" + , tnum = 105 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIssuer :: FIXTag +tIssuer = FIXTag + { tName = "Issuer" + , tnum = 106 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityDesc :: FIXTag +tSecurityDesc = FIXTag + { tName = "SecurityDesc" + , tnum = 107 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeartBtInt :: FIXTag +tHeartBtInt = FIXTag + { tName = "HeartBtInt" + , tnum = 108 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClientID :: FIXTag +tClientID = FIXTag + { tName = "ClientID" + , tnum = 109 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMinQty :: FIXTag +tMinQty = FIXTag + { tName = "MinQty" + , tnum = 110 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMaxFloor :: FIXTag +tMaxFloor = FIXTag + { tName = "MaxFloor" + , tnum = 111 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTestReqID :: FIXTag +tTestReqID = FIXTag + { tName = "TestReqID" + , tnum = 112 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tReportToExch :: FIXTag +tReportToExch = FIXTag + { tName = "ReportToExch" + , tnum = 113 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tLocateReqd :: FIXTag +tLocateReqd = FIXTag + { tName = "LocateReqd" + , tnum = 114 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOnBehalfOfCompID :: FIXTag +tOnBehalfOfCompID = FIXTag + { tName = "OnBehalfOfCompID" + , tnum = 115 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfSubID :: FIXTag +tOnBehalfOfSubID = FIXTag + { tName = "OnBehalfOfSubID" + , tnum = 116 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteID :: FIXTag +tQuoteID = FIXTag + { tName = "QuoteID" + , tnum = 117 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetMoney :: FIXTag +tNetMoney = FIXTag + { tName = "NetMoney" + , tnum = 118 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrAmt :: FIXTag +tSettlCurrAmt = FIXTag + { tName = "SettlCurrAmt" + , tnum = 119 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrency :: FIXTag +tSettlCurrency = FIXTag + { tName = "SettlCurrency" + , tnum = 120 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tForexReq :: FIXTag +tForexReq = FIXTag + { tName = "ForexReq" + , tnum = 121 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOrigSendingTime :: FIXTag +tOrigSendingTime = FIXTag + { tName = "OrigSendingTime" + , tnum = 122 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tGapFillFlag :: FIXTag +tGapFillFlag = FIXTag + { tName = "GapFillFlag" + , tnum = 123 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoExecs :: FIXTag +tNoExecs = FIXTag + { tName = "NoExecs" + , tnum = 124 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExpireTime :: FIXTag +tExpireTime = FIXTag + { tName = "ExpireTime" + , tnum = 126 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tDKReason :: FIXTag +tDKReason = FIXTag + { tName = "DKReason" + , tnum = 127 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToCompID :: FIXTag +tDeliverToCompID = FIXTag + { tName = "DeliverToCompID" + , tnum = 128 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToSubID :: FIXTag +tDeliverToSubID = FIXTag + { tName = "DeliverToSubID" + , tnum = 129 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOINaturalFlag :: FIXTag +tIOINaturalFlag = FIXTag + { tName = "IOINaturalFlag" + , tnum = 130 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tQuoteReqID :: FIXTag +tQuoteReqID = FIXTag + { tName = "QuoteReqID" + , tnum = 131 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidPx :: FIXTag +tBidPx = FIXTag + { tName = "BidPx" + , tnum = 132 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferPx :: FIXTag +tOfferPx = FIXTag + { tName = "OfferPx" + , tnum = 133 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidSize :: FIXTag +tBidSize = FIXTag + { tName = "BidSize" + , tnum = 134 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSize :: FIXTag +tOfferSize = FIXTag + { tName = "OfferSize" + , tnum = 135 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoMiscFees :: FIXTag +tNoMiscFees = FIXTag + { tName = "NoMiscFees" + , tnum = 136 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMiscFeeAmt :: FIXTag +tMiscFeeAmt = FIXTag + { tName = "MiscFeeAmt" + , tnum = 137 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeCurr :: FIXTag +tMiscFeeCurr = FIXTag + { tName = "MiscFeeCurr" + , tnum = 138 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMiscFeeType :: FIXTag +tMiscFeeType = FIXTag + { tName = "MiscFeeType" + , tnum = 139 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrevClosePx :: FIXTag +tPrevClosePx = FIXTag + { tName = "PrevClosePx" + , tnum = 140 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tResetSeqNumFlag :: FIXTag +tResetSeqNumFlag = FIXTag + { tName = "ResetSeqNumFlag" + , tnum = 141 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSenderLocationID :: FIXTag +tSenderLocationID = FIXTag + { tName = "SenderLocationID" + , tnum = 142 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetLocationID :: FIXTag +tTargetLocationID = FIXTag + { tName = "TargetLocationID" + , tnum = 143 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfLocationID :: FIXTag +tOnBehalfOfLocationID = FIXTag + { tName = "OnBehalfOfLocationID" + , tnum = 144 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToLocationID :: FIXTag +tDeliverToLocationID = FIXTag + { tName = "DeliverToLocationID" + , tnum = 145 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRelatedSym :: FIXTag +tNoRelatedSym = FIXTag + { tName = "NoRelatedSym" + , tnum = 146 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSubject :: FIXTag +tSubject = FIXTag + { tName = "Subject" + , tnum = 147 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeadline :: FIXTag +tHeadline = FIXTag + { tName = "Headline" + , tnum = 148 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tURLLink :: FIXTag +tURLLink = FIXTag + { tName = "URLLink" + , tnum = 149 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecType :: FIXTag +tExecType = FIXTag + { tName = "ExecType" + , tnum = 150 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLeavesQty :: FIXTag +tLeavesQty = FIXTag + { tName = "LeavesQty" + , tnum = 151 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCashOrderQty :: FIXTag +tCashOrderQty = FIXTag + { tName = "CashOrderQty" + , tnum = 152 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocAvgPx :: FIXTag +tAllocAvgPx = FIXTag + { tName = "AllocAvgPx" + , tnum = 153 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocNetMoney :: FIXTag +tAllocNetMoney = FIXTag + { tName = "AllocNetMoney" + , tnum = 154 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRate :: FIXTag +tSettlCurrFxRate = FIXTag + { tName = "SettlCurrFxRate" + , tnum = 155 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRateCalc :: FIXTag +tSettlCurrFxRateCalc = FIXTag + { tName = "SettlCurrFxRateCalc" + , tnum = 156 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNumDaysInterest :: FIXTag +tNumDaysInterest = FIXTag + { tName = "NumDaysInterest" + , tnum = 157 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccruedInterestRate :: FIXTag +tAccruedInterestRate = FIXTag + { tName = "AccruedInterestRate" + , tnum = 158 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAccruedInterestAmt :: FIXTag +tAccruedInterestAmt = FIXTag + { tName = "AccruedInterestAmt" + , tnum = 159 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlInstMode :: FIXTag +tSettlInstMode = FIXTag + { tName = "SettlInstMode" + , tnum = 160 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocText :: FIXTag +tAllocText = FIXTag + { tName = "AllocText" + , tnum = 161 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstID :: FIXTag +tSettlInstID = FIXTag + { tName = "SettlInstID" + , tnum = 162 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstTransType :: FIXTag +tSettlInstTransType = FIXTag + { tName = "SettlInstTransType" + , tnum = 163 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEmailThreadID :: FIXTag +tEmailThreadID = FIXTag + { tName = "EmailThreadID" + , tnum = 164 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstSource :: FIXTag +tSettlInstSource = FIXTag + { tName = "SettlInstSource" + , tnum = 165 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlLocation :: FIXTag +tSettlLocation = FIXTag + { tName = "SettlLocation" + , tnum = 166 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityType :: FIXTag +tSecurityType = FIXTag + { tName = "SecurityType" + , tnum = 167 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEffectiveTime :: FIXTag +tEffectiveTime = FIXTag + { tName = "EffectiveTime" + , tnum = 168 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tStandInstDbType :: FIXTag +tStandInstDbType = FIXTag + { tName = "StandInstDbType" + , tnum = 169 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStandInstDbName :: FIXTag +tStandInstDbName = FIXTag + { tName = "StandInstDbName" + , tnum = 170 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStandInstDbID :: FIXTag +tStandInstDbID = FIXTag + { tName = "StandInstDbID" + , tnum = 171 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlDeliveryType :: FIXTag +tSettlDeliveryType = FIXTag + { tName = "SettlDeliveryType" + , tnum = 172 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlDepositoryCode :: FIXTag +tSettlDepositoryCode = FIXTag + { tName = "SettlDepositoryCode" + , tnum = 173 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlBrkrCode :: FIXTag +tSettlBrkrCode = FIXTag + { tName = "SettlBrkrCode" + , tnum = 174 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstCode :: FIXTag +tSettlInstCode = FIXTag + { tName = "SettlInstCode" + , tnum = 175 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentName :: FIXTag +tSecuritySettlAgentName = FIXTag + { tName = "SecuritySettlAgentName" + , tnum = 176 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentCode :: FIXTag +tSecuritySettlAgentCode = FIXTag + { tName = "SecuritySettlAgentCode" + , tnum = 177 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctNum :: FIXTag +tSecuritySettlAgentAcctNum = FIXTag + { tName = "SecuritySettlAgentAcctNum" + , tnum = 178 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctName :: FIXTag +tSecuritySettlAgentAcctName = FIXTag + { tName = "SecuritySettlAgentAcctName" + , tnum = 179 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactName :: FIXTag +tSecuritySettlAgentContactName = FIXTag + { tName = "SecuritySettlAgentContactName" + , tnum = 180 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactPhone :: FIXTag +tSecuritySettlAgentContactPhone = FIXTag + { tName = "SecuritySettlAgentContactPhone" + , tnum = 181 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentName :: FIXTag +tCashSettlAgentName = FIXTag + { tName = "CashSettlAgentName" + , tnum = 182 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentCode :: FIXTag +tCashSettlAgentCode = FIXTag + { tName = "CashSettlAgentCode" + , tnum = 183 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctNum :: FIXTag +tCashSettlAgentAcctNum = FIXTag + { tName = "CashSettlAgentAcctNum" + , tnum = 184 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctName :: FIXTag +tCashSettlAgentAcctName = FIXTag + { tName = "CashSettlAgentAcctName" + , tnum = 185 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactName :: FIXTag +tCashSettlAgentContactName = FIXTag + { tName = "CashSettlAgentContactName" + , tnum = 186 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactPhone :: FIXTag +tCashSettlAgentContactPhone = FIXTag + { tName = "CashSettlAgentContactPhone" + , tnum = 187 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidSpotRate :: FIXTag +tBidSpotRate = FIXTag + { tName = "BidSpotRate" + , tnum = 188 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints :: FIXTag +tBidForwardPoints = FIXTag + { tName = "BidForwardPoints" + , tnum = 189 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSpotRate :: FIXTag +tOfferSpotRate = FIXTag + { tName = "OfferSpotRate" + , tnum = 190 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints :: FIXTag +tOfferForwardPoints = FIXTag + { tName = "OfferForwardPoints" + , tnum = 191 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrderQty2 :: FIXTag +tOrderQty2 = FIXTag + { tName = "OrderQty2" + , tnum = 192 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFutSettDate2 :: FIXTag +tFutSettDate2 = FIXTag + { tName = "FutSettDate2" + , tnum = 193 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLastSpotRate :: FIXTag +tLastSpotRate = FIXTag + { tName = "LastSpotRate" + , tnum = 194 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints :: FIXTag +tLastForwardPoints = FIXTag + { tName = "LastForwardPoints" + , tnum = 195 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocLinkID :: FIXTag +tAllocLinkID = FIXTag + { tName = "AllocLinkID" + , tnum = 196 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocLinkType :: FIXTag +tAllocLinkType = FIXTag + { tName = "AllocLinkType" + , tnum = 197 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryOrderID :: FIXTag +tSecondaryOrderID = FIXTag + { tName = "SecondaryOrderID" + , tnum = 198 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoIOIQualifiers :: FIXTag +tNoIOIQualifiers = FIXTag + { tName = "NoIOIQualifiers" + , tnum = 199 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityMonthYear :: FIXTag +tMaturityMonthYear = FIXTag + { tName = "MaturityMonthYear" + , tnum = 200 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tPutOrCall :: FIXTag +tPutOrCall = FIXTag + { tName = "PutOrCall" + , tnum = 201 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStrikePrice :: FIXTag +tStrikePrice = FIXTag + { tName = "StrikePrice" + , tnum = 202 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCoveredOrUncovered :: FIXTag +tCoveredOrUncovered = FIXTag + { tName = "CoveredOrUncovered" + , tnum = 203 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustomerOrFirm :: FIXTag +tCustomerOrFirm = FIXTag + { tName = "CustomerOrFirm" + , tnum = 204 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityDay :: FIXTag +tMaturityDay = FIXTag + { tName = "MaturityDay" + , tnum = 205 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOptAttribute :: FIXTag +tOptAttribute = FIXTag + { tName = "OptAttribute" + , tnum = 206 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityExchange :: FIXTag +tSecurityExchange = FIXTag + { tName = "SecurityExchange" + , tnum = 207 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNotifyBrokerOfCredit :: FIXTag +tNotifyBrokerOfCredit = FIXTag + { tName = "NotifyBrokerOfCredit" + , tnum = 208 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAllocHandlInst :: FIXTag +tAllocHandlInst = FIXTag + { tName = "AllocHandlInst" + , tnum = 209 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxShow :: FIXTag +tMaxShow = FIXTag + { tName = "MaxShow" + , tnum = 210 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPegDifference :: FIXTag +tPegDifference = FIXTag + { tName = "PegDifference" + , tnum = 211 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tXmlDataLen :: FIXTag +tXmlDataLen = FIXTag + { tName = "XmlDataLen" + , tnum = 212 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tXmlData :: FIXTag +tXmlData = FIXTag + { tName = "XmlData" + , tnum = 213 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSettlInstRefID :: FIXTag +tSettlInstRefID = FIXTag + { tName = "SettlInstRefID" + , tnum = 214 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRoutingIDs :: FIXTag +tNoRoutingIDs = FIXTag + { tName = "NoRoutingIDs" + , tnum = 215 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingType :: FIXTag +tRoutingType = FIXTag + { tName = "RoutingType" + , tnum = 216 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingID :: FIXTag +tRoutingID = FIXTag + { tName = "RoutingID" + , tnum = 217 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSpreadToBenchmark :: FIXTag +tSpreadToBenchmark = FIXTag + { tName = "SpreadToBenchmark" + , tnum = 218 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBenchmark :: FIXTag +tBenchmark = FIXTag + { tName = "Benchmark" + , tnum = 219 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCouponRate :: FIXTag +tCouponRate = FIXTag + { tName = "CouponRate" + , tnum = 223 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContractMultiplier :: FIXTag +tContractMultiplier = FIXTag + { tName = "ContractMultiplier" + , tnum = 231 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDReqID :: FIXTag +tMDReqID = FIXTag + { tName = "MDReqID" + , tnum = 262 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSubscriptionRequestType :: FIXTag +tSubscriptionRequestType = FIXTag + { tName = "SubscriptionRequestType" + , tnum = 263 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMarketDepth :: FIXTag +tMarketDepth = FIXTag + { tName = "MarketDepth" + , tnum = 264 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDUpdateType :: FIXTag +tMDUpdateType = FIXTag + { tName = "MDUpdateType" + , tnum = 265 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAggregatedBook :: FIXTag +tAggregatedBook = FIXTag + { tName = "AggregatedBook" + , tnum = 266 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoMDEntryTypes :: FIXTag +tNoMDEntryTypes = FIXTag + { tName = "NoMDEntryTypes" + , tnum = 267 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMDEntries :: FIXTag +tNoMDEntries = FIXTag + { tName = "NoMDEntries" + , tnum = 268 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryType :: FIXTag +tMDEntryType = FIXTag + { tName = "MDEntryType" + , tnum = 269 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryPx :: FIXTag +tMDEntryPx = FIXTag + { tName = "MDEntryPx" + , tnum = 270 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntrySize :: FIXTag +tMDEntrySize = FIXTag + { tName = "MDEntrySize" + , tnum = 271 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntryDate :: FIXTag +tMDEntryDate = FIXTag + { tName = "MDEntryDate" + , tnum = 272 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tMDEntryTime :: FIXTag +tMDEntryTime = FIXTag + { tName = "MDEntryTime" + , tnum = 273 + , tparser = toFIXTimeOnly + , arbitraryValue = FIXTimeOnly <$> arbitrary } + +tTickDirection :: FIXTag +tTickDirection = FIXTag + { tName = "TickDirection" + , tnum = 274 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDMkt :: FIXTag +tMDMkt = FIXTag + { tName = "MDMkt" + , tnum = 275 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteCondition :: FIXTag +tQuoteCondition = FIXTag + { tName = "QuoteCondition" + , tnum = 276 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tTradeCondition :: FIXTag +tTradeCondition = FIXTag + { tName = "TradeCondition" + , tnum = 277 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMDEntryID :: FIXTag +tMDEntryID = FIXTag + { tName = "MDEntryID" + , tnum = 278 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDUpdateAction :: FIXTag +tMDUpdateAction = FIXTag + { tName = "MDUpdateAction" + , tnum = 279 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryRefID :: FIXTag +tMDEntryRefID = FIXTag + { tName = "MDEntryRefID" + , tnum = 280 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDReqRejReason :: FIXTag +tMDReqRejReason = FIXTag + { tName = "MDReqRejReason" + , tnum = 281 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryOriginator :: FIXTag +tMDEntryOriginator = FIXTag + { tName = "MDEntryOriginator" + , tnum = 282 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLocationID :: FIXTag +tLocationID = FIXTag + { tName = "LocationID" + , tnum = 283 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeskID :: FIXTag +tDeskID = FIXTag + { tName = "DeskID" + , tnum = 284 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeleteReason :: FIXTag +tDeleteReason = FIXTag + { tName = "DeleteReason" + , tnum = 285 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOpenCloseSettleFlag :: FIXTag +tOpenCloseSettleFlag = FIXTag + { tName = "OpenCloseSettleFlag" + , tnum = 286 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSellerDays :: FIXTag +tSellerDays = FIXTag + { tName = "SellerDays" + , tnum = 287 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryBuyer :: FIXTag +tMDEntryBuyer = FIXTag + { tName = "MDEntryBuyer" + , tnum = 288 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntrySeller :: FIXTag +tMDEntrySeller = FIXTag + { tName = "MDEntrySeller" + , tnum = 289 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntryPositionNo :: FIXTag +tMDEntryPositionNo = FIXTag + { tName = "MDEntryPositionNo" + , tnum = 290 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tFinancialStatus :: FIXTag +tFinancialStatus = FIXTag + { tName = "FinancialStatus" + , tnum = 291 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCorporateAction :: FIXTag +tCorporateAction = FIXTag + { tName = "CorporateAction" + , tnum = 292 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDefBidSize :: FIXTag +tDefBidSize = FIXTag + { tName = "DefBidSize" + , tnum = 293 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDefOfferSize :: FIXTag +tDefOfferSize = FIXTag + { tName = "DefOfferSize" + , tnum = 294 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoQuoteEntries :: FIXTag +tNoQuoteEntries = FIXTag + { tName = "NoQuoteEntries" + , tnum = 295 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoQuoteSets :: FIXTag +tNoQuoteSets = FIXTag + { tName = "NoQuoteSets" + , tnum = 296 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteAckStatus :: FIXTag +tQuoteAckStatus = FIXTag + { tName = "QuoteAckStatus" + , tnum = 297 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteCancelType :: FIXTag +tQuoteCancelType = FIXTag + { tName = "QuoteCancelType" + , tnum = 298 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteEntryID :: FIXTag +tQuoteEntryID = FIXTag + { tName = "QuoteEntryID" + , tnum = 299 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRejectReason :: FIXTag +tQuoteRejectReason = FIXTag + { tName = "QuoteRejectReason" + , tnum = 300 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteResponseLevel :: FIXTag +tQuoteResponseLevel = FIXTag + { tName = "QuoteResponseLevel" + , tnum = 301 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteSetID :: FIXTag +tQuoteSetID = FIXTag + { tName = "QuoteSetID" + , tnum = 302 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRequestType :: FIXTag +tQuoteRequestType = FIXTag + { tName = "QuoteRequestType" + , tnum = 303 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotQuoteEntries :: FIXTag +tTotQuoteEntries = FIXTag + { tName = "TotQuoteEntries" + , tnum = 304 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingIDSource :: FIXTag +tUnderlyingIDSource = FIXTag + { tName = "UnderlyingIDSource" + , tnum = 305 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingIssuer :: FIXTag +tUnderlyingIssuer = FIXTag + { tName = "UnderlyingIssuer" + , tnum = 306 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityDesc :: FIXTag +tUnderlyingSecurityDesc = FIXTag + { tName = "UnderlyingSecurityDesc" + , tnum = 307 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityExchange :: FIXTag +tUnderlyingSecurityExchange = FIXTag + { tName = "UnderlyingSecurityExchange" + , tnum = 308 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityID :: FIXTag +tUnderlyingSecurityID = FIXTag + { tName = "UnderlyingSecurityID" + , tnum = 309 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityType :: FIXTag +tUnderlyingSecurityType = FIXTag + { tName = "UnderlyingSecurityType" + , tnum = 310 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbol :: FIXTag +tUnderlyingSymbol = FIXTag + { tName = "UnderlyingSymbol" + , tnum = 311 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbolSfx :: FIXTag +tUnderlyingSymbolSfx = FIXTag + { tName = "UnderlyingSymbolSfx" + , tnum = 312 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingMaturityMonthYear :: FIXTag +tUnderlyingMaturityMonthYear = FIXTag + { tName = "UnderlyingMaturityMonthYear" + , tnum = 313 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tUnderlyingMaturityDay :: FIXTag +tUnderlyingMaturityDay = FIXTag + { tName = "UnderlyingMaturityDay" + , tnum = 314 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingPutOrCall :: FIXTag +tUnderlyingPutOrCall = FIXTag + { tName = "UnderlyingPutOrCall" + , tnum = 315 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingStrikePrice :: FIXTag +tUnderlyingStrikePrice = FIXTag + { tName = "UnderlyingStrikePrice" + , tnum = 316 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingOptAttribute :: FIXTag +tUnderlyingOptAttribute = FIXTag + { tName = "UnderlyingOptAttribute" + , tnum = 317 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCurrency :: FIXTag +tUnderlyingCurrency = FIXTag + { tName = "UnderlyingCurrency" + , tnum = 318 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRatioQty :: FIXTag +tRatioQty = FIXTag + { tName = "RatioQty" + , tnum = 319 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSecurityReqID :: FIXTag +tSecurityReqID = FIXTag + { tName = "SecurityReqID" + , tnum = 320 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityRequestType :: FIXTag +tSecurityRequestType = FIXTag + { tName = "SecurityRequestType" + , tnum = 321 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityResponseID :: FIXTag +tSecurityResponseID = FIXTag + { tName = "SecurityResponseID" + , tnum = 322 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityResponseType :: FIXTag +tSecurityResponseType = FIXTag + { tName = "SecurityResponseType" + , tnum = 323 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityStatusReqID :: FIXTag +tSecurityStatusReqID = FIXTag + { tName = "SecurityStatusReqID" + , tnum = 324 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnsolicitedIndicator :: FIXTag +tUnsolicitedIndicator = FIXTag + { tName = "UnsolicitedIndicator" + , tnum = 325 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSecurityTradingStatus :: FIXTag +tSecurityTradingStatus = FIXTag + { tName = "SecurityTradingStatus" + , tnum = 326 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tHaltReasonChar :: FIXTag +tHaltReasonChar = FIXTag + { tName = "HaltReasonChar" + , tnum = 327 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tInViewOfCommon :: FIXTag +tInViewOfCommon = FIXTag + { tName = "InViewOfCommon" + , tnum = 328 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tDueToRelated :: FIXTag +tDueToRelated = FIXTag + { tName = "DueToRelated" + , tnum = 329 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tBuyVolume :: FIXTag +tBuyVolume = FIXTag + { tName = "BuyVolume" + , tnum = 330 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSellVolume :: FIXTag +tSellVolume = FIXTag + { tName = "SellVolume" + , tnum = 331 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tHighPx :: FIXTag +tHighPx = FIXTag + { tName = "HighPx" + , tnum = 332 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLowPx :: FIXTag +tLowPx = FIXTag + { tName = "LowPx" + , tnum = 333 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAdjustment :: FIXTag +tAdjustment = FIXTag + { tName = "Adjustment" + , tnum = 334 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesReqID :: FIXTag +tTradSesReqID = FIXTag + { tName = "TradSesReqID" + , tnum = 335 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradingSessionID :: FIXTag +tTradingSessionID = FIXTag + { tName = "TradingSessionID" + , tnum = 336 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tContraTrader :: FIXTag +tContraTrader = FIXTag + { tName = "ContraTrader" + , tnum = 337 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradSesMethod :: FIXTag +tTradSesMethod = FIXTag + { tName = "TradSesMethod" + , tnum = 338 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesMode :: FIXTag +tTradSesMode = FIXTag + { tName = "TradSesMode" + , tnum = 339 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStatus :: FIXTag +tTradSesStatus = FIXTag + { tName = "TradSesStatus" + , tnum = 340 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStartTime :: FIXTag +tTradSesStartTime = FIXTag + { tName = "TradSesStartTime" + , tnum = 341 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesOpenTime :: FIXTag +tTradSesOpenTime = FIXTag + { tName = "TradSesOpenTime" + , tnum = 342 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesPreCloseTime :: FIXTag +tTradSesPreCloseTime = FIXTag + { tName = "TradSesPreCloseTime" + , tnum = 343 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesCloseTime :: FIXTag +tTradSesCloseTime = FIXTag + { tName = "TradSesCloseTime" + , tnum = 344 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesEndTime :: FIXTag +tTradSesEndTime = FIXTag + { tName = "TradSesEndTime" + , tnum = 345 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tNumberOfOrders :: FIXTag +tNumberOfOrders = FIXTag + { tName = "NumberOfOrders" + , tnum = 346 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMessageEncoding :: FIXTag +tMessageEncoding = FIXTag + { tName = "MessageEncoding" + , tnum = 347 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedIssuerLen :: FIXTag +tEncodedIssuerLen = FIXTag + { tName = "EncodedIssuerLen" + , tnum = 348 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedIssuer :: FIXTag +tEncodedIssuer = FIXTag + { tName = "EncodedIssuer" + , tnum = 349 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSecurityDescLen :: FIXTag +tEncodedSecurityDescLen = FIXTag + { tName = "EncodedSecurityDescLen" + , tnum = 350 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSecurityDesc :: FIXTag +tEncodedSecurityDesc = FIXTag + { tName = "EncodedSecurityDesc" + , tnum = 351 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedListExecInstLen :: FIXTag +tEncodedListExecInstLen = FIXTag + { tName = "EncodedListExecInstLen" + , tnum = 352 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListExecInst :: FIXTag +tEncodedListExecInst = FIXTag + { tName = "EncodedListExecInst" + , tnum = 353 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedTextLen :: FIXTag +tEncodedTextLen = FIXTag + { tName = "EncodedTextLen" + , tnum = 354 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedText :: FIXTag +tEncodedText = FIXTag + { tName = "EncodedText" + , tnum = 355 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSubjectLen :: FIXTag +tEncodedSubjectLen = FIXTag + { tName = "EncodedSubjectLen" + , tnum = 356 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSubject :: FIXTag +tEncodedSubject = FIXTag + { tName = "EncodedSubject" + , tnum = 357 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedHeadlineLen :: FIXTag +tEncodedHeadlineLen = FIXTag + { tName = "EncodedHeadlineLen" + , tnum = 358 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedHeadline :: FIXTag +tEncodedHeadline = FIXTag + { tName = "EncodedHeadline" + , tnum = 359 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedAllocTextLen :: FIXTag +tEncodedAllocTextLen = FIXTag + { tName = "EncodedAllocTextLen" + , tnum = 360 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedAllocText :: FIXTag +tEncodedAllocText = FIXTag + { tName = "EncodedAllocText" + , tnum = 361 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingIssuerLen :: FIXTag +tEncodedUnderlyingIssuerLen = FIXTag + { tName = "EncodedUnderlyingIssuerLen" + , tnum = 362 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingIssuer :: FIXTag +tEncodedUnderlyingIssuer = FIXTag + { tName = "EncodedUnderlyingIssuer" + , tnum = 363 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingSecurityDescLen :: FIXTag +tEncodedUnderlyingSecurityDescLen = FIXTag + { tName = "EncodedUnderlyingSecurityDescLen" + , tnum = 364 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingSecurityDesc :: FIXTag +tEncodedUnderlyingSecurityDesc = FIXTag + { tName = "EncodedUnderlyingSecurityDesc" + , tnum = 365 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tAllocPrice :: FIXTag +tAllocPrice = FIXTag + { tName = "AllocPrice" + , tnum = 366 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteSetValidUntilTime :: FIXTag +tQuoteSetValidUntilTime = FIXTag + { tName = "QuoteSetValidUntilTime" + , tnum = 367 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tQuoteEntryRejectReason :: FIXTag +tQuoteEntryRejectReason = FIXTag + { tName = "QuoteEntryRejectReason" + , tnum = 368 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastMsgSeqNumProcessed :: FIXTag +tLastMsgSeqNumProcessed = FIXTag + { tName = "LastMsgSeqNumProcessed" + , tnum = 369 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOnBehalfOfSendingTime :: FIXTag +tOnBehalfOfSendingTime = FIXTag + { tName = "OnBehalfOfSendingTime" + , tnum = 370 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tRefTagID :: FIXTag +tRefTagID = FIXTag + { tName = "RefTagID" + , tnum = 371 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRefMsgType :: FIXTag +tRefMsgType = FIXTag + { tName = "RefMsgType" + , tnum = 372 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSessionRejectReason :: FIXTag +tSessionRejectReason = FIXTag + { tName = "SessionRejectReason" + , tnum = 373 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidRequestTransType :: FIXTag +tBidRequestTransType = FIXTag + { tName = "BidRequestTransType" + , tnum = 374 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tContraBroker :: FIXTag +tContraBroker = FIXTag + { tName = "ContraBroker" + , tnum = 375 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tComplianceID :: FIXTag +tComplianceID = FIXTag + { tName = "ComplianceID" + , tnum = 376 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSolicitedFlag :: FIXTag +tSolicitedFlag = FIXTag + { tName = "SolicitedFlag" + , tnum = 377 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tExecRestatementReason :: FIXTag +tExecRestatementReason = FIXTag + { tName = "ExecRestatementReason" + , tnum = 378 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBusinessRejectRefID :: FIXTag +tBusinessRejectRefID = FIXTag + { tName = "BusinessRejectRefID" + , tnum = 379 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBusinessRejectReason :: FIXTag +tBusinessRejectReason = FIXTag + { tName = "BusinessRejectReason" + , tnum = 380 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tGrossTradeAmt :: FIXTag +tGrossTradeAmt = FIXTag + { tName = "GrossTradeAmt" + , tnum = 381 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoContraBrokers :: FIXTag +tNoContraBrokers = FIXTag + { tName = "NoContraBrokers" + , tnum = 382 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxMessageSize :: FIXTag +tMaxMessageSize = FIXTag + { tName = "MaxMessageSize" + , tnum = 383 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMsgTypes :: FIXTag +tNoMsgTypes = FIXTag + { tName = "NoMsgTypes" + , tnum = 384 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgDirection :: FIXTag +tMsgDirection = FIXTag + { tName = "MsgDirection" + , tnum = 385 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoTradingSessions :: FIXTag +tNoTradingSessions = FIXTag + { tName = "NoTradingSessions" + , tnum = 386 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotalVolumeTraded :: FIXTag +tTotalVolumeTraded = FIXTag + { tName = "TotalVolumeTraded" + , tnum = 387 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDiscretionInst :: FIXTag +tDiscretionInst = FIXTag + { tName = "DiscretionInst" + , tnum = 388 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDiscretionOffset :: FIXTag +tDiscretionOffset = FIXTag + { tName = "DiscretionOffset" + , tnum = 389 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidID :: FIXTag +tBidID = FIXTag + { tName = "BidID" + , tnum = 390 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClientBidID :: FIXTag +tClientBidID = FIXTag + { tName = "ClientBidID" + , tnum = 391 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListName :: FIXTag +tListName = FIXTag + { tName = "ListName" + , tnum = 392 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalNumSecurities :: FIXTag +tTotalNumSecurities = FIXTag + { tName = "TotalNumSecurities" + , tnum = 393 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidType :: FIXTag +tBidType = FIXTag + { tName = "BidType" + , tnum = 394 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumTickets :: FIXTag +tNumTickets = FIXTag + { tName = "NumTickets" + , tnum = 395 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideValue1 :: FIXTag +tSideValue1 = FIXTag + { tName = "SideValue1" + , tnum = 396 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSideValue2 :: FIXTag +tSideValue2 = FIXTag + { tName = "SideValue2" + , tnum = 397 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoBidDescriptors :: FIXTag +tNoBidDescriptors = FIXTag + { tName = "NoBidDescriptors" + , tnum = 398 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptorType :: FIXTag +tBidDescriptorType = FIXTag + { tName = "BidDescriptorType" + , tnum = 399 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptor :: FIXTag +tBidDescriptor = FIXTag + { tName = "BidDescriptor" + , tnum = 400 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSideValueInd :: FIXTag +tSideValueInd = FIXTag + { tName = "SideValueInd" + , tnum = 401 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLiquidityPctLow :: FIXTag +tLiquidityPctLow = FIXTag + { tName = "LiquidityPctLow" + , tnum = 402 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityPctHigh :: FIXTag +tLiquidityPctHigh = FIXTag + { tName = "LiquidityPctHigh" + , tnum = 403 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityValue :: FIXTag +tLiquidityValue = FIXTag + { tName = "LiquidityValue" + , tnum = 404 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tEFPTrackingError :: FIXTag +tEFPTrackingError = FIXTag + { tName = "EFPTrackingError" + , tnum = 405 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFairValue :: FIXTag +tFairValue = FIXTag + { tName = "FairValue" + , tnum = 406 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOutsideIndexPct :: FIXTag +tOutsideIndexPct = FIXTag + { tName = "OutsideIndexPct" + , tnum = 407 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tValueOfFutures :: FIXTag +tValueOfFutures = FIXTag + { tName = "ValueOfFutures" + , tnum = 408 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityIndType :: FIXTag +tLiquidityIndType = FIXTag + { tName = "LiquidityIndType" + , tnum = 409 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tWtAverageLiquidity :: FIXTag +tWtAverageLiquidity = FIXTag + { tName = "WtAverageLiquidity" + , tnum = 410 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExchangeForPhysical :: FIXTag +tExchangeForPhysical = FIXTag + { tName = "ExchangeForPhysical" + , tnum = 411 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOutMainCntryUIndex :: FIXTag +tOutMainCntryUIndex = FIXTag + { tName = "OutMainCntryUIndex" + , tnum = 412 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCrossPercent :: FIXTag +tCrossPercent = FIXTag + { tName = "CrossPercent" + , tnum = 413 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProgRptReqs :: FIXTag +tProgRptReqs = FIXTag + { tName = "ProgRptReqs" + , tnum = 414 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tProgPeriodInterval :: FIXTag +tProgPeriodInterval = FIXTag + { tName = "ProgPeriodInterval" + , tnum = 415 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIncTaxInd :: FIXTag +tIncTaxInd = FIXTag + { tName = "IncTaxInd" + , tnum = 416 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumBidders :: FIXTag +tNumBidders = FIXTag + { tName = "NumBidders" + , tnum = 417 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeType :: FIXTag +tTradeType = FIXTag + { tName = "TradeType" + , tnum = 418 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBasisPxType :: FIXTag +tBasisPxType = FIXTag + { tName = "BasisPxType" + , tnum = 419 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoBidComponents :: FIXTag +tNoBidComponents = FIXTag + { tName = "NoBidComponents" + , tnum = 420 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCountry :: FIXTag +tCountry = FIXTag + { tName = "Country" + , tnum = 421 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNoStrikes :: FIXTag +tTotNoStrikes = FIXTag + { tName = "TotNoStrikes" + , tnum = 422 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriceType :: FIXTag +tPriceType = FIXTag + { tName = "PriceType" + , tnum = 423 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDayOrderQty :: FIXTag +tDayOrderQty = FIXTag + { tName = "DayOrderQty" + , tnum = 424 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayCumQty :: FIXTag +tDayCumQty = FIXTag + { tName = "DayCumQty" + , tnum = 425 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayAvgPx :: FIXTag +tDayAvgPx = FIXTag + { tName = "DayAvgPx" + , tnum = 426 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tGTBookingInst :: FIXTag +tGTBookingInst = FIXTag + { tName = "GTBookingInst" + , tnum = 427 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoStrikes :: FIXTag +tNoStrikes = FIXTag + { tName = "NoStrikes" + , tnum = 428 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListStatusType :: FIXTag +tListStatusType = FIXTag + { tName = "ListStatusType" + , tnum = 429 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNetGrossInd :: FIXTag +tNetGrossInd = FIXTag + { tName = "NetGrossInd" + , tnum = 430 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListOrderStatus :: FIXTag +tListOrderStatus = FIXTag + { tName = "ListOrderStatus" + , tnum = 431 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExpireDate :: FIXTag +tExpireDate = FIXTag + { tName = "ExpireDate" + , tnum = 432 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tListExecInstType :: FIXTag +tListExecInstType = FIXTag + { tName = "ListExecInstType" + , tnum = 433 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCxlRejResponseTo :: FIXTag +tCxlRejResponseTo = FIXTag + { tName = "CxlRejResponseTo" + , tnum = 434 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCouponRate :: FIXTag +tUnderlyingCouponRate = FIXTag + { tName = "UnderlyingCouponRate" + , tnum = 435 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingContractMultiplier :: FIXTag +tUnderlyingContractMultiplier = FIXTag + { tName = "UnderlyingContractMultiplier" + , tnum = 436 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeQty :: FIXTag +tContraTradeQty = FIXTag + { tName = "ContraTradeQty" + , tnum = 437 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeTime :: FIXTag +tContraTradeTime = FIXTag + { tName = "ContraTradeTime" + , tnum = 438 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tClearingFirm :: FIXTag +tClearingFirm = FIXTag + { tName = "ClearingFirm" + , tnum = 439 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClearingAccount :: FIXTag +tClearingAccount = FIXTag + { tName = "ClearingAccount" + , tnum = 440 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLiquidityNumSecurities :: FIXTag +tLiquidityNumSecurities = FIXTag + { tName = "LiquidityNumSecurities" + , tnum = 441 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMultiLegReportingType :: FIXTag +tMultiLegReportingType = FIXTag + { tName = "MultiLegReportingType" + , tnum = 442 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tStrikeTime :: FIXTag +tStrikeTime = FIXTag + { tName = "StrikeTime" + , tnum = 443 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tListStatusText :: FIXTag +tListStatusText = FIXTag + { tName = "ListStatusText" + , tnum = 444 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedListStatusTextLen :: FIXTag +tEncodedListStatusTextLen = FIXTag + { tName = "EncodedListStatusTextLen" + , tnum = 445 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListStatusText :: FIXTag +tEncodedListStatusText = FIXTag + { tName = "EncodedListStatusText" + , tnum = 446 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +headerFIX42 :: FIXTags +headerFIX42 = + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tOnBehalfOfSendingTime) tOnBehalfOfSendingTime LT.new + + +trailerFIX42 :: FIXTags +trailerFIX42 = + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tSignature) tSignature LT.new + + +mHeartbeat :: FIXMessageSpec +mHeartbeat = FMSpec + { msName = "Heartbeat" + , msType = C.pack "0" + , msHeader = headerFIX42 + , msBody = mHeartbeatBody + , msTrailer = trailerFIX42 } + where + mHeartbeatBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mTestRequest :: FIXMessageSpec +mTestRequest = FMSpec + { msName = "TestRequest" + , msType = C.pack "1" + , msHeader = headerFIX42 + , msBody = mTestRequestBody + , msTrailer = trailerFIX42 } + where + mTestRequestBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mResendRequest :: FIXMessageSpec +mResendRequest = FMSpec + { msName = "ResendRequest" + , msType = C.pack "2" + , msHeader = headerFIX42 + , msBody = mResendRequestBody + , msTrailer = trailerFIX42 } + where + mResendRequestBody = + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tEndSeqNo) tEndSeqNo LT.new + + +mReject :: FIXMessageSpec +mReject = FMSpec + { msName = "Reject" + , msType = C.pack "3" + , msHeader = headerFIX42 + , msBody = mRejectBody + , msTrailer = trailerFIX42 } + where + mRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mSequenceReset :: FIXMessageSpec +mSequenceReset = FMSpec + { msName = "SequenceReset" + , msType = C.pack "4" + , msHeader = headerFIX42 + , msBody = mSequenceResetBody + , msTrailer = trailerFIX42 } + where + mSequenceResetBody = + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNewSeqNo) tNewSeqNo LT.new + + +mLogout :: FIXMessageSpec +mLogout = FMSpec + { msName = "Logout" + , msType = C.pack "5" + , msHeader = headerFIX42 + , msBody = mLogoutBody + , msTrailer = trailerFIX42 } + where + mLogoutBody = + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mIndicationofInterest :: FIXMessageSpec +mIndicationofInterest = FMSpec + { msName = "IndicationofInterest" + , msType = C.pack "6" + , msHeader = headerFIX42 + , msBody = mIndicationofInterestBody + , msTrailer = trailerFIX42 } + where + mIndicationofInterestBody = + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tNoIOIQualifiers) gNoIOIQualifiers''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tSpreadToBenchmark) tSpreadToBenchmark $ + LT.insert (tnum tBenchmark) tBenchmark LT.new + where + gNoIOIQualifiers''' = FIXTag + { tName = "NoIOIQualifiers" + , tnum = tnum tNoIOIQualifiers + , tparser = gNoIOIQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoIOIQualifiersSpec''' } + + gNoIOIQualifiersP''' = groupP gNoIOIQualifiersSpec''' + gNoIOIQualifiersSpec''' = FGSpec + { gsLength = tNoIOIQualifiers + , gsSeperator = tIOIQualifier + , gsBody = gNoIOIQualifiersBody''' } + where + gNoIOIQualifiersBody''' = + LT.new + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + + +mAdvertisement :: FIXMessageSpec +mAdvertisement = FMSpec + { msName = "Advertisement" + , msType = C.pack "7" + , msHeader = headerFIX42 + , msBody = mAdvertisementBody + , msTrailer = trailerFIX42 } + where + mAdvertisementBody = + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID LT.new + + +mExecutionReport :: FIXMessageSpec +mExecutionReport = FMSpec + { msName = "ExecutionReport" + , msType = C.pack "8" + , msHeader = headerFIX42 + , msBody = mExecutionReportBody + , msTrailer = trailerFIX42 } + where + mExecutionReportBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tNoContraBrokers) gNoContraBrokers''' $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType LT.new + where + gNoContraBrokers''' = FIXTag + { tName = "NoContraBrokers" + , tnum = tnum tNoContraBrokers + , tparser = gNoContraBrokersP''' + , arbitraryValue = arbibtraryFIXGroup gNoContraBrokersSpec''' } + + gNoContraBrokersP''' = groupP gNoContraBrokersSpec''' + gNoContraBrokersSpec''' = FGSpec + { gsLength = tNoContraBrokers + , gsSeperator = tContraBroker + , gsBody = gNoContraBrokersBody''' } + where + gNoContraBrokersBody''' = + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime LT.new + + + +mOrderCancelReject :: FIXMessageSpec +mOrderCancelReject = FMSpec + { msName = "OrderCancelReject" + , msType = C.pack "9" + , msHeader = headerFIX42 + , msBody = mOrderCancelRejectBody + , msTrailer = trailerFIX42 } + where + mOrderCancelRejectBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mLogon :: FIXMessageSpec +mLogon = FMSpec + { msName = "Logon" + , msType = C.pack "A" + , msHeader = headerFIX42 + , msBody = mLogonBody + , msTrailer = trailerFIX42 } + where + mLogonBody = + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) gNoMsgTypes''' LT.new + where + gNoMsgTypes''' = FIXTag + { tName = "NoMsgTypes" + , tnum = tnum tNoMsgTypes + , tparser = gNoMsgTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMsgTypesSpec''' } + + gNoMsgTypesP''' = groupP gNoMsgTypesSpec''' + gNoMsgTypesSpec''' = FGSpec + { gsLength = tNoMsgTypes + , gsSeperator = tRefMsgType + , gsBody = gNoMsgTypesBody''' } + where + gNoMsgTypesBody''' = + LT.insert (tnum tMsgDirection) tMsgDirection LT.new + + + +mNews :: FIXMessageSpec +mNews = FMSpec + { msName = "News" + , msType = C.pack "B" + , msHeader = headerFIX42 + , msBody = mNewsBody + , msTrailer = trailerFIX42 } + where + mNewsBody = + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tRelatdSym + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + + +mEmail :: FIXMessageSpec +mEmail = FMSpec + { msName = "Email" + , msType = C.pack "C" + , msHeader = headerFIX42 + , msBody = mEmailBody + , msTrailer = trailerFIX42 } + where + mEmailBody = + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tRelatdSym + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + + +mNewOrderSingle :: FIXMessageSpec +mNewOrderSingle = FMSpec + { msName = "NewOrderSingle" + , msType = C.pack "D" + , msHeader = headerFIX42 + , msBody = mNewOrderSingleBody + , msTrailer = trailerFIX42 } + where + mNewOrderSingleBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocShares) tAllocShares LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.new + + + +mNewOrderList :: FIXMessageSpec +mNewOrderList = FMSpec + { msName = "NewOrderList" + , msType = C.pack "E" + , msHeader = headerFIX42 + , msBody = mNewOrderListBody + , msTrailer = trailerFIX42 } + where + mNewOrderListBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions'''''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tAllocShares) tAllocShares LT.new + + gNoTradingSessions'''''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec'''''' } + + gNoTradingSessionsP'''''' = groupP gNoTradingSessionsSpec'''''' + gNoTradingSessionsSpec'''''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody'''''' } + where + gNoTradingSessionsBody'''''' = + LT.new + + + + +mOrderCancelRequest :: FIXMessageSpec +mOrderCancelRequest = FMSpec + { msName = "OrderCancelRequest" + , msType = C.pack "F" + , msHeader = headerFIX42 + , msBody = mOrderCancelRequestBody + , msTrailer = trailerFIX42 } + where + mOrderCancelRequestBody = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mOrderCancelReplaceRequest :: FIXMessageSpec +mOrderCancelReplaceRequest = FMSpec + { msName = "OrderCancelReplaceRequest" + , msType = C.pack "G" + , msHeader = headerFIX42 + , msBody = mOrderCancelReplaceRequestBody + , msTrailer = trailerFIX42 } + where + mOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocShares) tAllocShares LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.new + + + +mOrderStatusRequest :: FIXMessageSpec +mOrderStatusRequest = FMSpec + { msName = "OrderStatusRequest" + , msType = C.pack "H" + , msHeader = headerFIX42 + , msBody = mOrderStatusRequestBody + , msTrailer = trailerFIX42 } + where + mOrderStatusRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide LT.new + + +mAllocation :: FIXMessageSpec +mAllocation = FMSpec + { msName = "Allocation" + , msType = C.pack "J" + , msHeader = headerFIX42 + , msBody = mAllocationBody + , msTrailer = trailerFIX42 } + where + mAllocationBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' LT.new + where + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tLastShares + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastCapacity) tLastCapacity LT.new + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tWaveNo) tWaveNo LT.new + + + +mListCancelRequest :: FIXMessageSpec +mListCancelRequest = FMSpec + { msName = "ListCancelRequest" + , msType = C.pack "K" + , msHeader = headerFIX42 + , msBody = mListCancelRequestBody + , msTrailer = trailerFIX42 } + where + mListCancelRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListExecute :: FIXMessageSpec +mListExecute = FMSpec + { msName = "ListExecute" + , msType = C.pack "L" + , msHeader = headerFIX42 + , msBody = mListExecuteBody + , msTrailer = trailerFIX42 } + where + mListExecuteBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatusRequest :: FIXMessageSpec +mListStatusRequest = FMSpec + { msName = "ListStatusRequest" + , msType = C.pack "M" + , msHeader = headerFIX42 + , msBody = mListStatusRequestBody + , msTrailer = trailerFIX42 } + where + mListStatusRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatus :: FIXMessageSpec +mListStatus = FMSpec + { msName = "ListStatus" + , msType = C.pack "N" + , msHeader = headerFIX42 + , msBody = mListStatusBody + , msTrailer = trailerFIX42 } + where + mListStatusBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mAllocationACK :: FIXMessageSpec +mAllocationACK = FMSpec + { msName = "AllocationACK" + , msType = C.pack "P" + , msHeader = headerFIX42 + , msBody = mAllocationACKBody + , msTrailer = trailerFIX42 } + where + mAllocationACKBody = + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mDontKnowTrade :: FIXMessageSpec +mDontKnowTrade = FMSpec + { msName = "DontKnowTrade" + , msType = C.pack "Q" + , msHeader = headerFIX42 + , msBody = mDontKnowTradeBody + , msTrailer = trailerFIX42 } + where + mDontKnowTradeBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mQuoteRequest :: FIXMessageSpec +mQuoteRequest = FMSpec + { msName = "QuoteRequest" + , msType = C.pack "R" + , msHeader = headerFIX42 + , msBody = mQuoteRequestBody + , msTrailer = trailerFIX42 } + where + mQuoteRequestBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCurrency) tCurrency LT.new + + + +mQuote :: FIXMessageSpec +mQuote = FMSpec + { msName = "Quote" + , msType = C.pack "S" + , msHeader = headerFIX42 + , msBody = mQuoteBody + , msTrailer = trailerFIX42 } + where + mQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency LT.new + + +mSettlementInstructions :: FIXMessageSpec +mSettlementInstructions = FMSpec + { msName = "SettlementInstructions" + , msType = C.pack "T" + , msHeader = headerFIX42 + , msBody = mSettlementInstructionsBody + , msTrailer = trailerFIX42 } + where + mSettlementInstructionsBody = + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone LT.new + + +mMarketDataRequest :: FIXMessageSpec +mMarketDataRequest = FMSpec + { msName = "MarketDataRequest" + , msType = C.pack "V" + , msHeader = headerFIX42 + , msBody = mMarketDataRequestBody + , msTrailer = trailerFIX42 } + where + mMarketDataRequestBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tNoMDEntryTypes) gNoMDEntryTypes''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoMDEntryTypes''' = FIXTag + { tName = "NoMDEntryTypes" + , tnum = tnum tNoMDEntryTypes + , tparser = gNoMDEntryTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntryTypesSpec''' } + + gNoMDEntryTypesP''' = groupP gNoMDEntryTypesSpec''' + gNoMDEntryTypesSpec''' = FGSpec + { gsLength = tNoMDEntryTypes + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntryTypesBody''' } + where + gNoMDEntryTypesBody''' = + LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tTradingSessionID) tTradingSessionID LT.new + + + +mMarketDataSnapshotFullRefresh :: FIXMessageSpec +mMarketDataSnapshotFullRefresh = FMSpec + { msName = "MarketDataSnapshotFullRefresh" + , msType = C.pack "W" + , msHeader = headerFIX42 + , msBody = mMarketDataSnapshotFullRefreshBody + , msTrailer = trailerFIX42 } + where + mMarketDataSnapshotFullRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' LT.new + where + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mMarketDataIncrementalRefresh :: FIXMessageSpec +mMarketDataIncrementalRefresh = FMSpec + { msName = "MarketDataIncrementalRefresh" + , msType = C.pack "X" + , msHeader = headerFIX42 + , msBody = mMarketDataIncrementalRefreshBody + , msTrailer = trailerFIX42 } + where + mMarketDataIncrementalRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' LT.new + where + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDUpdateAction + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mMarketDataRequestReject :: FIXMessageSpec +mMarketDataRequestReject = FMSpec + { msName = "MarketDataRequestReject" + , msType = C.pack "Y" + , msHeader = headerFIX42 + , msBody = mMarketDataRequestRejectBody + , msTrailer = trailerFIX42 } + where + mMarketDataRequestRejectBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mQuoteCancel :: FIXMessageSpec +mQuoteCancel = FMSpec + { msName = "QuoteCancel" + , msType = C.pack "Z" + , msHeader = headerFIX42 + , msBody = mQuoteCancelBody + , msTrailer = trailerFIX42 } + where + mQuoteCancelBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries''' LT.new + where + gNoQuoteEntries''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec''' } + + gNoQuoteEntriesP''' = groupP gNoQuoteEntriesSpec''' + gNoQuoteEntriesSpec''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tSymbol + , gsBody = gNoQuoteEntriesBody''' } + where + gNoQuoteEntriesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol LT.new + + + +mQuoteStatusRequest :: FIXMessageSpec +mQuoteStatusRequest = FMSpec + { msName = "QuoteStatusRequest" + , msType = C.pack "a" + , msHeader = headerFIX42 + , msBody = mQuoteStatusRequestBody + , msTrailer = trailerFIX42 } + where + mQuoteStatusRequestBody = + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTradingSessionID) tTradingSessionID LT.new + + +mQuoteAcknowledgement :: FIXMessageSpec +mQuoteAcknowledgement = FMSpec + { msName = "QuoteAcknowledgement" + , msType = C.pack "b" + , msHeader = headerFIX42 + , msBody = mQuoteAcknowledgementBody + , msTrailer = trailerFIX42 } + where + mQuoteAcknowledgementBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteAckStatus) tQuoteAckStatus $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingIDSource) tUnderlyingIDSource $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason LT.new + + + + +mSecurityDefinitionRequest :: FIXMessageSpec +mSecurityDefinitionRequest = FMSpec + { msName = "SecurityDefinitionRequest" + , msType = C.pack "c" + , msHeader = headerFIX42 + , msBody = mSecurityDefinitionRequestBody + , msTrailer = trailerFIX42 } + where + mSecurityDefinitionRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingIDSource) tUnderlyingIDSource $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tRatioQty) tRatioQty $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency LT.new + + + +mSecurityDefinition :: FIXMessageSpec +mSecurityDefinition = FMSpec + { msName = "SecurityDefinition" + , msType = C.pack "d" + , msHeader = headerFIX42 + , msBody = mSecurityDefinitionBody + , msTrailer = trailerFIX42 } + where + mSecurityDefinitionBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingIDSource) tUnderlyingIDSource $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tRatioQty) tRatioQty $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency LT.new + + + +mSecurityStatusRequest :: FIXMessageSpec +mSecurityStatusRequest = FMSpec + { msName = "SecurityStatusRequest" + , msType = C.pack "e" + , msHeader = headerFIX42 + , msBody = mSecurityStatusRequestBody + , msTrailer = trailerFIX42 } + where + mSecurityStatusRequestBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID LT.new + + +mSecurityStatus :: FIXMessageSpec +mSecurityStatus = FMSpec + { msName = "SecurityStatus" + , msType = C.pack "f" + , msHeader = headerFIX42 + , msBody = mSecurityStatusBody + , msTrailer = trailerFIX42 } + where + mSecurityStatusBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAdjustment) tAdjustment LT.new + + +mTradingSessionStatusRequest :: FIXMessageSpec +mTradingSessionStatusRequest = FMSpec + { msName = "TradingSessionStatusRequest" + , msType = C.pack "g" + , msHeader = headerFIX42 + , msBody = mTradingSessionStatusRequestBody + , msTrailer = trailerFIX42 } + where + mTradingSessionStatusRequestBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + + +mTradingSessionStatus :: FIXMessageSpec +mTradingSessionStatus = FMSpec + { msName = "TradingSessionStatus" + , msType = C.pack "h" + , msHeader = headerFIX42 + , msBody = mTradingSessionStatusBody + , msTrailer = trailerFIX42 } + where + mTradingSessionStatusBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mMassQuote :: FIXMessageSpec +mMassQuote = FMSpec + { msName = "MassQuote" + , msType = C.pack "i" + , msHeader = headerFIX42 + , msBody = mMassQuoteBody + , msTrailer = trailerFIX42 } + where + mMassQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingIDSource) tUnderlyingIDSource $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency LT.new + + + + +mBusinessMessageReject :: FIXMessageSpec +mBusinessMessageReject = FMSpec + { msName = "BusinessMessageReject" + , msType = C.pack "j" + , msHeader = headerFIX42 + , msBody = mBusinessMessageRejectBody + , msTrailer = trailerFIX42 } + where + mBusinessMessageRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mBidRequest :: FIXMessageSpec +mBidRequest = FMSpec + { msName = "BidRequest" + , msType = C.pack "k" + , msHeader = headerFIX42 + , msBody = mBidRequestBody + , msTrailer = trailerFIX42 } + where + mBidRequestBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) gNoBidDescriptors''' $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTradeType) tTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tListID + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tAccount) tAccount LT.new + + gNoBidDescriptors''' = FIXTag + { tName = "NoBidDescriptors" + , tnum = tnum tNoBidDescriptors + , tparser = gNoBidDescriptorsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidDescriptorsSpec''' } + + gNoBidDescriptorsP''' = groupP gNoBidDescriptorsSpec''' + gNoBidDescriptorsSpec''' = FGSpec + { gsLength = tNoBidDescriptors + , gsSeperator = tBidDescriptorType + , gsBody = gNoBidDescriptorsBody''' } + where + gNoBidDescriptorsBody''' = + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures LT.new + + + +mBidResponse :: FIXMessageSpec +mBidResponse = FMSpec + { msName = "BidResponse" + , msType = C.pack "l" + , msHeader = headerFIX42 + , msBody = mBidResponseBody + , msTrailer = trailerFIX42 } + where + mBidResponseBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tCommission + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mListStrikePrice :: FIXMessageSpec +mListStrikePrice = FMSpec + { msName = "ListStrikePrice" + , msType = C.pack "m" + , msHeader = headerFIX42 + , msBody = mListStrikePriceBody + , msTrailer = trailerFIX42 } + where + mListStrikePriceBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tNoStrikes) gNoStrikes''' LT.new + where + gNoStrikes''' = FIXTag + { tName = "NoStrikes" + , tnum = tnum tNoStrikes + , tparser = gNoStrikesP''' + , arbitraryValue = arbibtraryFIXGroup gNoStrikesSpec''' } + + gNoStrikesP''' = groupP gNoStrikesSpec''' + gNoStrikesSpec''' = FGSpec + { gsLength = tNoStrikes + , gsSeperator = tSymbol + , gsBody = gNoStrikesBody''' } + where + gNoStrikesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +fix42 :: FIXSpec +fix42 = FSpec + { fsVersion = "FIX.4.2" + , fsHeader = headerFIX42 + , fsTrailer = trailerFIX42 + , fsMessages = fix42Messages + , fsTags = fix42Tags } + where + fix42Messages = + LT.insert (msType mHeartbeat) mHeartbeat $ + LT.insert (msType mTestRequest) mTestRequest $ + LT.insert (msType mResendRequest) mResendRequest $ + LT.insert (msType mReject) mReject $ + LT.insert (msType mSequenceReset) mSequenceReset $ + LT.insert (msType mLogout) mLogout $ + LT.insert (msType mIndicationofInterest) mIndicationofInterest $ + LT.insert (msType mAdvertisement) mAdvertisement $ + LT.insert (msType mExecutionReport) mExecutionReport $ + LT.insert (msType mOrderCancelReject) mOrderCancelReject $ + LT.insert (msType mLogon) mLogon $ + LT.insert (msType mNews) mNews $ + LT.insert (msType mEmail) mEmail $ + LT.insert (msType mNewOrderSingle) mNewOrderSingle $ + LT.insert (msType mNewOrderList) mNewOrderList $ + LT.insert (msType mOrderCancelRequest) mOrderCancelRequest $ + LT.insert (msType mOrderCancelReplaceRequest) mOrderCancelReplaceRequest $ + LT.insert (msType mOrderStatusRequest) mOrderStatusRequest $ + LT.insert (msType mAllocation) mAllocation $ + LT.insert (msType mListCancelRequest) mListCancelRequest $ + LT.insert (msType mListExecute) mListExecute $ + LT.insert (msType mListStatusRequest) mListStatusRequest $ + LT.insert (msType mListStatus) mListStatus $ + LT.insert (msType mAllocationACK) mAllocationACK $ + LT.insert (msType mDontKnowTrade) mDontKnowTrade $ + LT.insert (msType mQuoteRequest) mQuoteRequest $ + LT.insert (msType mQuote) mQuote $ + LT.insert (msType mSettlementInstructions) mSettlementInstructions $ + LT.insert (msType mMarketDataRequest) mMarketDataRequest $ + LT.insert (msType mMarketDataSnapshotFullRefresh) mMarketDataSnapshotFullRefresh $ + LT.insert (msType mMarketDataIncrementalRefresh) mMarketDataIncrementalRefresh $ + LT.insert (msType mMarketDataRequestReject) mMarketDataRequestReject $ + LT.insert (msType mQuoteCancel) mQuoteCancel $ + LT.insert (msType mQuoteStatusRequest) mQuoteStatusRequest $ + LT.insert (msType mQuoteAcknowledgement) mQuoteAcknowledgement $ + LT.insert (msType mSecurityDefinitionRequest) mSecurityDefinitionRequest $ + LT.insert (msType mSecurityDefinition) mSecurityDefinition $ + LT.insert (msType mSecurityStatusRequest) mSecurityStatusRequest $ + LT.insert (msType mSecurityStatus) mSecurityStatus $ + LT.insert (msType mTradingSessionStatusRequest) mTradingSessionStatusRequest $ + LT.insert (msType mTradingSessionStatus) mTradingSessionStatus $ + LT.insert (msType mMassQuote) mMassQuote $ + LT.insert (msType mBusinessMessageReject) mBusinessMessageReject $ + LT.insert (msType mBidRequest) mBidRequest $ + LT.insert (msType mBidResponse) mBidResponse $ + LT.insert (msType mListStrikePrice) mListStrikePrice LT.new + fix42Tags = + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tBeginString) tBeginString $ + LT.insert (tnum tBodyLength) tBodyLength $ + LT.insert (tnum tCheckSum) tCheckSum $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tEndSeqNo) tEndSeqNo $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tIDSource) tIDSource $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tIOIShares) tIOIShares $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastShares) tLastShares $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tMsgType) tMsgType $ + LT.insert (tnum tNewSeqNo) tNewSeqNo $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tShares) tShares $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) tNoOrders $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tOpenClose) tOpenClose $ + LT.insert (tnum tNoAllocs) tNoAllocs $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocShares) tAllocShares $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tSignature) tSignature $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tTestReqID) tTestReqID $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNoExecs) tNoExecs $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tNoMiscFees) tNoMiscFees $ + LT.insert (tnum tMiscFeeAmt) tMiscFeeAmt $ + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tNoRelatedSym) tNoRelatedSym $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tNoIOIQualifiers) tNoIOIQualifiers $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tNoRoutingIDs) tNoRoutingIDs $ + LT.insert (tnum tRoutingType) tRoutingType $ + LT.insert (tnum tRoutingID) tRoutingID $ + LT.insert (tnum tSpreadToBenchmark) tSpreadToBenchmark $ + LT.insert (tnum tBenchmark) tBenchmark $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tNoMDEntryTypes) tNoMDEntryTypes $ + LT.insert (tnum tNoMDEntries) tNoMDEntries $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDUpdateAction) tMDUpdateAction $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteEntries) tNoQuoteEntries $ + LT.insert (tnum tNoQuoteSets) tNoQuoteSets $ + LT.insert (tnum tQuoteAckStatus) tQuoteAckStatus $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tQuoteSetID) tQuoteSetID $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tUnderlyingIDSource) tUnderlyingIDSource $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tRatioQty) tRatioQty $ + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tAdjustment) tAdjustment $ + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tOnBehalfOfSendingTime) tOnBehalfOfSendingTime $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tContraBroker) tContraBroker $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNoContraBrokers) tNoContraBrokers $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) tNoMsgTypes $ + LT.insert (tnum tMsgDirection) tMsgDirection $ + LT.insert (tnum tNoTradingSessions) tNoTradingSessions $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) tNoBidDescriptors $ + LT.insert (tnum tBidDescriptorType) tBidDescriptorType $ + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tTradeType) tTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tNoBidComponents) tNoBidComponents $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tNoStrikes) tNoStrikes $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.new diff --git a/src/Data/FIX/Spec/FIX43.hs b/src/Data/FIX/Spec/FIX43.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Spec/FIX43.hs @@ -0,0 +1,12377 @@ +module Data.FIX.Spec.FIX43 ( fix43 ) where +import qualified Data.ByteString.Char8 as C +import qualified Data.LookupTable as LT ( new, insert ) +import Data.FIX.Message +import Data.FIX.Parser +import Data.Functor ( (<$>) ) +import Data.FIX.Arbitrary +import Test.QuickCheck ( arbitrary ) + + +tAccount :: FIXTag +tAccount = FIXTag + { tName = "Account" + , tnum = 1 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvId :: FIXTag +tAdvId = FIXTag + { tName = "AdvId" + , tnum = 2 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvRefID :: FIXTag +tAdvRefID = FIXTag + { tName = "AdvRefID" + , tnum = 3 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvSide :: FIXTag +tAdvSide = FIXTag + { tName = "AdvSide" + , tnum = 4 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvTransType :: FIXTag +tAdvTransType = FIXTag + { tName = "AdvTransType" + , tnum = 5 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAvgPx :: FIXTag +tAvgPx = FIXTag + { tName = "AvgPx" + , tnum = 6 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBeginSeqNo :: FIXTag +tBeginSeqNo = FIXTag + { tName = "BeginSeqNo" + , tnum = 7 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdID :: FIXTag +tClOrdID = FIXTag + { tName = "ClOrdID" + , tnum = 11 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCommission :: FIXTag +tCommission = FIXTag + { tName = "Commission" + , tnum = 12 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCommType :: FIXTag +tCommType = FIXTag + { tName = "CommType" + , tnum = 13 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCumQty :: FIXTag +tCumQty = FIXTag + { tName = "CumQty" + , tnum = 14 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCurrency :: FIXTag +tCurrency = FIXTag + { tName = "Currency" + , tnum = 15 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEndSeqNo :: FIXTag +tEndSeqNo = FIXTag + { tName = "EndSeqNo" + , tnum = 16 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecID :: FIXTag +tExecID = FIXTag + { tName = "ExecID" + , tnum = 17 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecInst :: FIXTag +tExecInst = FIXTag + { tName = "ExecInst" + , tnum = 18 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tExecRefID :: FIXTag +tExecRefID = FIXTag + { tName = "ExecRefID" + , tnum = 19 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecTransType :: FIXTag +tExecTransType = FIXTag + { tName = "ExecTransType" + , tnum = 20 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHandlInst :: FIXTag +tHandlInst = FIXTag + { tName = "HandlInst" + , tnum = 21 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityIDSource :: FIXTag +tSecurityIDSource = FIXTag + { tName = "SecurityIDSource" + , tnum = 22 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIid :: FIXTag +tIOIid = FIXTag + { tName = "IOIid" + , tnum = 23 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIOthSvc :: FIXTag +tIOIOthSvc = FIXTag + { tName = "IOIOthSvc" + , tnum = 24 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIQltyInd :: FIXTag +tIOIQltyInd = FIXTag + { tName = "IOIQltyInd" + , tnum = 25 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIRefID :: FIXTag +tIOIRefID = FIXTag + { tName = "IOIRefID" + , tnum = 26 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIQty :: FIXTag +tIOIQty = FIXTag + { tName = "IOIQty" + , tnum = 27 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOITransType :: FIXTag +tIOITransType = FIXTag + { tName = "IOITransType" + , tnum = 28 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastCapacity :: FIXTag +tLastCapacity = FIXTag + { tName = "LastCapacity" + , tnum = 29 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastMkt :: FIXTag +tLastMkt = FIXTag + { tName = "LastMkt" + , tnum = 30 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLastPx :: FIXTag +tLastPx = FIXTag + { tName = "LastPx" + , tnum = 31 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastQty :: FIXTag +tLastQty = FIXTag + { tName = "LastQty" + , tnum = 32 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLinesOfText :: FIXTag +tLinesOfText = FIXTag + { tName = "LinesOfText" + , tnum = 33 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgSeqNum :: FIXTag +tMsgSeqNum = FIXTag + { tName = "MsgSeqNum" + , tnum = 34 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewSeqNo :: FIXTag +tNewSeqNo = FIXTag + { tName = "NewSeqNo" + , tnum = 36 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderID :: FIXTag +tOrderID = FIXTag + { tName = "OrderID" + , tnum = 37 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderQty :: FIXTag +tOrderQty = FIXTag + { tName = "OrderQty" + , tnum = 38 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrdStatus :: FIXTag +tOrdStatus = FIXTag + { tName = "OrdStatus" + , tnum = 39 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrdType :: FIXTag +tOrdType = FIXTag + { tName = "OrdType" + , tnum = 40 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigClOrdID :: FIXTag +tOrigClOrdID = FIXTag + { tName = "OrigClOrdID" + , tnum = 41 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrigTime :: FIXTag +tOrigTime = FIXTag + { tName = "OrigTime" + , tnum = 42 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tPossDupFlag :: FIXTag +tPossDupFlag = FIXTag + { tName = "PossDupFlag" + , tnum = 43 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tPrice :: FIXTag +tPrice = FIXTag + { tName = "Price" + , tnum = 44 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRefSeqNum :: FIXTag +tRefSeqNum = FIXTag + { tName = "RefSeqNum" + , tnum = 45 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRelatdSym :: FIXTag +tRelatdSym = FIXTag + { tName = "RelatdSym" + , tnum = 46 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRule80A :: FIXTag +tRule80A = FIXTag + { tName = "Rule80A" + , tnum = 47 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityID :: FIXTag +tSecurityID = FIXTag + { tName = "SecurityID" + , tnum = 48 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderCompID :: FIXTag +tSenderCompID = FIXTag + { tName = "SenderCompID" + , tnum = 49 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderSubID :: FIXTag +tSenderSubID = FIXTag + { tName = "SenderSubID" + , tnum = 50 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSendingDate :: FIXTag +tSendingDate = FIXTag + { tName = "SendingDate" + , tnum = 51 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSendingTime :: FIXTag +tSendingTime = FIXTag + { tName = "SendingTime" + , tnum = 52 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tQuantity :: FIXTag +tQuantity = FIXTag + { tName = "Quantity" + , tnum = 53 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSide :: FIXTag +tSide = FIXTag + { tName = "Side" + , tnum = 54 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSymbol :: FIXTag +tSymbol = FIXTag + { tName = "Symbol" + , tnum = 55 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetCompID :: FIXTag +tTargetCompID = FIXTag + { tName = "TargetCompID" + , tnum = 56 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetSubID :: FIXTag +tTargetSubID = FIXTag + { tName = "TargetSubID" + , tnum = 57 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tText :: FIXTag +tText = FIXTag + { tName = "Text" + , tnum = 58 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTimeInForce :: FIXTag +tTimeInForce = FIXTag + { tName = "TimeInForce" + , tnum = 59 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTransactTime :: FIXTag +tTransactTime = FIXTag + { tName = "TransactTime" + , tnum = 60 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tUrgency :: FIXTag +tUrgency = FIXTag + { tName = "Urgency" + , tnum = 61 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tValidUntilTime :: FIXTag +tValidUntilTime = FIXTag + { tName = "ValidUntilTime" + , tnum = 62 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tSettlmntTyp :: FIXTag +tSettlmntTyp = FIXTag + { tName = "SettlmntTyp" + , tnum = 63 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tFutSettDate :: FIXTag +tFutSettDate = FIXTag + { tName = "FutSettDate" + , tnum = 64 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSymbolSfx :: FIXTag +tSymbolSfx = FIXTag + { tName = "SymbolSfx" + , tnum = 65 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListID :: FIXTag +tListID = FIXTag + { tName = "ListID" + , tnum = 66 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListSeqNo :: FIXTag +tListSeqNo = FIXTag + { tName = "ListSeqNo" + , tnum = 67 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNoOrders :: FIXTag +tTotNoOrders = FIXTag + { tName = "TotNoOrders" + , tnum = 68 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListExecInst :: FIXTag +tListExecInst = FIXTag + { tName = "ListExecInst" + , tnum = 69 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocID :: FIXTag +tAllocID = FIXTag + { tName = "AllocID" + , tnum = 70 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocTransType :: FIXTag +tAllocTransType = FIXTag + { tName = "AllocTransType" + , tnum = 71 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRefAllocID :: FIXTag +tRefAllocID = FIXTag + { tName = "RefAllocID" + , tnum = 72 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoOrders :: FIXTag +tNoOrders = FIXTag + { tName = "NoOrders" + , tnum = 73 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAvgPrxPrecision :: FIXTag +tAvgPrxPrecision = FIXTag + { tName = "AvgPrxPrecision" + , tnum = 74 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeDate :: FIXTag +tTradeDate = FIXTag + { tName = "TradeDate" + , tnum = 75 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExecBroker :: FIXTag +tExecBroker = FIXTag + { tName = "ExecBroker" + , tnum = 76 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPositionEffect :: FIXTag +tPositionEffect = FIXTag + { tName = "PositionEffect" + , tnum = 77 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoAllocs :: FIXTag +tNoAllocs = FIXTag + { tName = "NoAllocs" + , tnum = 78 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAccount :: FIXTag +tAllocAccount = FIXTag + { tName = "AllocAccount" + , tnum = 79 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocQty :: FIXTag +tAllocQty = FIXTag + { tName = "AllocQty" + , tnum = 80 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProcessCode :: FIXTag +tProcessCode = FIXTag + { tName = "ProcessCode" + , tnum = 81 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRpts :: FIXTag +tNoRpts = FIXTag + { tName = "NoRpts" + , tnum = 82 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRptSeq :: FIXTag +tRptSeq = FIXTag + { tName = "RptSeq" + , tnum = 83 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlQty :: FIXTag +tCxlQty = FIXTag + { tName = "CxlQty" + , tnum = 84 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoDlvyInst :: FIXTag +tNoDlvyInst = FIXTag + { tName = "NoDlvyInst" + , tnum = 85 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDlvyInst :: FIXTag +tDlvyInst = FIXTag + { tName = "DlvyInst" + , tnum = 86 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocStatus :: FIXTag +tAllocStatus = FIXTag + { tName = "AllocStatus" + , tnum = 87 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocRejCode :: FIXTag +tAllocRejCode = FIXTag + { tName = "AllocRejCode" + , tnum = 88 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSignature :: FIXTag +tSignature = FIXTag + { tName = "Signature" + , tnum = 89 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSecureDataLen :: FIXTag +tSecureDataLen = FIXTag + { tName = "SecureDataLen" + , tnum = 90 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecureData :: FIXTag +tSecureData = FIXTag + { tName = "SecureData" + , tnum = 91 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tBrokerOfCredit :: FIXTag +tBrokerOfCredit = FIXTag + { tName = "BrokerOfCredit" + , tnum = 92 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSignatureLength :: FIXTag +tSignatureLength = FIXTag + { tName = "SignatureLength" + , tnum = 93 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEmailType :: FIXTag +tEmailType = FIXTag + { tName = "EmailType" + , tnum = 94 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRawDataLength :: FIXTag +tRawDataLength = FIXTag + { tName = "RawDataLength" + , tnum = 95 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRawData :: FIXTag +tRawData = FIXTag + { tName = "RawData" + , tnum = 96 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPossResend :: FIXTag +tPossResend = FIXTag + { tName = "PossResend" + , tnum = 97 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tEncryptMethod :: FIXTag +tEncryptMethod = FIXTag + { tName = "EncryptMethod" + , tnum = 98 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStopPx :: FIXTag +tStopPx = FIXTag + { tName = "StopPx" + , tnum = 99 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExDestination :: FIXTag +tExDestination = FIXTag + { tName = "ExDestination" + , tnum = 100 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCxlRejReason :: FIXTag +tCxlRejReason = FIXTag + { tName = "CxlRejReason" + , tnum = 102 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdRejReason :: FIXTag +tOrdRejReason = FIXTag + { tName = "OrdRejReason" + , tnum = 103 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIQualifier :: FIXTag +tIOIQualifier = FIXTag + { tName = "IOIQualifier" + , tnum = 104 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tWaveNo :: FIXTag +tWaveNo = FIXTag + { tName = "WaveNo" + , tnum = 105 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIssuer :: FIXTag +tIssuer = FIXTag + { tName = "Issuer" + , tnum = 106 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityDesc :: FIXTag +tSecurityDesc = FIXTag + { tName = "SecurityDesc" + , tnum = 107 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeartBtInt :: FIXTag +tHeartBtInt = FIXTag + { tName = "HeartBtInt" + , tnum = 108 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClientID :: FIXTag +tClientID = FIXTag + { tName = "ClientID" + , tnum = 109 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMinQty :: FIXTag +tMinQty = FIXTag + { tName = "MinQty" + , tnum = 110 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMaxFloor :: FIXTag +tMaxFloor = FIXTag + { tName = "MaxFloor" + , tnum = 111 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTestReqID :: FIXTag +tTestReqID = FIXTag + { tName = "TestReqID" + , tnum = 112 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tReportToExch :: FIXTag +tReportToExch = FIXTag + { tName = "ReportToExch" + , tnum = 113 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tLocateReqd :: FIXTag +tLocateReqd = FIXTag + { tName = "LocateReqd" + , tnum = 114 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOnBehalfOfCompID :: FIXTag +tOnBehalfOfCompID = FIXTag + { tName = "OnBehalfOfCompID" + , tnum = 115 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfSubID :: FIXTag +tOnBehalfOfSubID = FIXTag + { tName = "OnBehalfOfSubID" + , tnum = 116 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteID :: FIXTag +tQuoteID = FIXTag + { tName = "QuoteID" + , tnum = 117 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetMoney :: FIXTag +tNetMoney = FIXTag + { tName = "NetMoney" + , tnum = 118 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrAmt :: FIXTag +tSettlCurrAmt = FIXTag + { tName = "SettlCurrAmt" + , tnum = 119 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrency :: FIXTag +tSettlCurrency = FIXTag + { tName = "SettlCurrency" + , tnum = 120 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tForexReq :: FIXTag +tForexReq = FIXTag + { tName = "ForexReq" + , tnum = 121 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOrigSendingTime :: FIXTag +tOrigSendingTime = FIXTag + { tName = "OrigSendingTime" + , tnum = 122 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tGapFillFlag :: FIXTag +tGapFillFlag = FIXTag + { tName = "GapFillFlag" + , tnum = 123 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoExecs :: FIXTag +tNoExecs = FIXTag + { tName = "NoExecs" + , tnum = 124 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlType :: FIXTag +tCxlType = FIXTag + { tName = "CxlType" + , tnum = 125 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExpireTime :: FIXTag +tExpireTime = FIXTag + { tName = "ExpireTime" + , tnum = 126 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tDKReason :: FIXTag +tDKReason = FIXTag + { tName = "DKReason" + , tnum = 127 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToCompID :: FIXTag +tDeliverToCompID = FIXTag + { tName = "DeliverToCompID" + , tnum = 128 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToSubID :: FIXTag +tDeliverToSubID = FIXTag + { tName = "DeliverToSubID" + , tnum = 129 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOINaturalFlag :: FIXTag +tIOINaturalFlag = FIXTag + { tName = "IOINaturalFlag" + , tnum = 130 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tQuoteReqID :: FIXTag +tQuoteReqID = FIXTag + { tName = "QuoteReqID" + , tnum = 131 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidPx :: FIXTag +tBidPx = FIXTag + { tName = "BidPx" + , tnum = 132 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferPx :: FIXTag +tOfferPx = FIXTag + { tName = "OfferPx" + , tnum = 133 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidSize :: FIXTag +tBidSize = FIXTag + { tName = "BidSize" + , tnum = 134 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSize :: FIXTag +tOfferSize = FIXTag + { tName = "OfferSize" + , tnum = 135 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoMiscFees :: FIXTag +tNoMiscFees = FIXTag + { tName = "NoMiscFees" + , tnum = 136 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMiscFeeAmt :: FIXTag +tMiscFeeAmt = FIXTag + { tName = "MiscFeeAmt" + , tnum = 137 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeCurr :: FIXTag +tMiscFeeCurr = FIXTag + { tName = "MiscFeeCurr" + , tnum = 138 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMiscFeeType :: FIXTag +tMiscFeeType = FIXTag + { tName = "MiscFeeType" + , tnum = 139 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrevClosePx :: FIXTag +tPrevClosePx = FIXTag + { tName = "PrevClosePx" + , tnum = 140 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tResetSeqNumFlag :: FIXTag +tResetSeqNumFlag = FIXTag + { tName = "ResetSeqNumFlag" + , tnum = 141 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSenderLocationID :: FIXTag +tSenderLocationID = FIXTag + { tName = "SenderLocationID" + , tnum = 142 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetLocationID :: FIXTag +tTargetLocationID = FIXTag + { tName = "TargetLocationID" + , tnum = 143 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfLocationID :: FIXTag +tOnBehalfOfLocationID = FIXTag + { tName = "OnBehalfOfLocationID" + , tnum = 144 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToLocationID :: FIXTag +tDeliverToLocationID = FIXTag + { tName = "DeliverToLocationID" + , tnum = 145 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRelatedSym :: FIXTag +tNoRelatedSym = FIXTag + { tName = "NoRelatedSym" + , tnum = 146 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSubject :: FIXTag +tSubject = FIXTag + { tName = "Subject" + , tnum = 147 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeadline :: FIXTag +tHeadline = FIXTag + { tName = "Headline" + , tnum = 148 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tURLLink :: FIXTag +tURLLink = FIXTag + { tName = "URLLink" + , tnum = 149 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecType :: FIXTag +tExecType = FIXTag + { tName = "ExecType" + , tnum = 150 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLeavesQty :: FIXTag +tLeavesQty = FIXTag + { tName = "LeavesQty" + , tnum = 151 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCashOrderQty :: FIXTag +tCashOrderQty = FIXTag + { tName = "CashOrderQty" + , tnum = 152 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocAvgPx :: FIXTag +tAllocAvgPx = FIXTag + { tName = "AllocAvgPx" + , tnum = 153 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocNetMoney :: FIXTag +tAllocNetMoney = FIXTag + { tName = "AllocNetMoney" + , tnum = 154 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRate :: FIXTag +tSettlCurrFxRate = FIXTag + { tName = "SettlCurrFxRate" + , tnum = 155 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRateCalc :: FIXTag +tSettlCurrFxRateCalc = FIXTag + { tName = "SettlCurrFxRateCalc" + , tnum = 156 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNumDaysInterest :: FIXTag +tNumDaysInterest = FIXTag + { tName = "NumDaysInterest" + , tnum = 157 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccruedInterestRate :: FIXTag +tAccruedInterestRate = FIXTag + { tName = "AccruedInterestRate" + , tnum = 158 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAccruedInterestAmt :: FIXTag +tAccruedInterestAmt = FIXTag + { tName = "AccruedInterestAmt" + , tnum = 159 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlInstMode :: FIXTag +tSettlInstMode = FIXTag + { tName = "SettlInstMode" + , tnum = 160 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocText :: FIXTag +tAllocText = FIXTag + { tName = "AllocText" + , tnum = 161 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstID :: FIXTag +tSettlInstID = FIXTag + { tName = "SettlInstID" + , tnum = 162 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstTransType :: FIXTag +tSettlInstTransType = FIXTag + { tName = "SettlInstTransType" + , tnum = 163 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEmailThreadID :: FIXTag +tEmailThreadID = FIXTag + { tName = "EmailThreadID" + , tnum = 164 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstSource :: FIXTag +tSettlInstSource = FIXTag + { tName = "SettlInstSource" + , tnum = 165 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlLocation :: FIXTag +tSettlLocation = FIXTag + { tName = "SettlLocation" + , tnum = 166 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityType :: FIXTag +tSecurityType = FIXTag + { tName = "SecurityType" + , tnum = 167 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEffectiveTime :: FIXTag +tEffectiveTime = FIXTag + { tName = "EffectiveTime" + , tnum = 168 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tStandInstDbType :: FIXTag +tStandInstDbType = FIXTag + { tName = "StandInstDbType" + , tnum = 169 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStandInstDbName :: FIXTag +tStandInstDbName = FIXTag + { tName = "StandInstDbName" + , tnum = 170 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStandInstDbID :: FIXTag +tStandInstDbID = FIXTag + { tName = "StandInstDbID" + , tnum = 171 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlDeliveryType :: FIXTag +tSettlDeliveryType = FIXTag + { tName = "SettlDeliveryType" + , tnum = 172 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlDepositoryCode :: FIXTag +tSettlDepositoryCode = FIXTag + { tName = "SettlDepositoryCode" + , tnum = 173 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlBrkrCode :: FIXTag +tSettlBrkrCode = FIXTag + { tName = "SettlBrkrCode" + , tnum = 174 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstCode :: FIXTag +tSettlInstCode = FIXTag + { tName = "SettlInstCode" + , tnum = 175 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentName :: FIXTag +tSecuritySettlAgentName = FIXTag + { tName = "SecuritySettlAgentName" + , tnum = 176 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentCode :: FIXTag +tSecuritySettlAgentCode = FIXTag + { tName = "SecuritySettlAgentCode" + , tnum = 177 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctNum :: FIXTag +tSecuritySettlAgentAcctNum = FIXTag + { tName = "SecuritySettlAgentAcctNum" + , tnum = 178 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctName :: FIXTag +tSecuritySettlAgentAcctName = FIXTag + { tName = "SecuritySettlAgentAcctName" + , tnum = 179 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactName :: FIXTag +tSecuritySettlAgentContactName = FIXTag + { tName = "SecuritySettlAgentContactName" + , tnum = 180 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactPhone :: FIXTag +tSecuritySettlAgentContactPhone = FIXTag + { tName = "SecuritySettlAgentContactPhone" + , tnum = 181 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentName :: FIXTag +tCashSettlAgentName = FIXTag + { tName = "CashSettlAgentName" + , tnum = 182 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentCode :: FIXTag +tCashSettlAgentCode = FIXTag + { tName = "CashSettlAgentCode" + , tnum = 183 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctNum :: FIXTag +tCashSettlAgentAcctNum = FIXTag + { tName = "CashSettlAgentAcctNum" + , tnum = 184 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctName :: FIXTag +tCashSettlAgentAcctName = FIXTag + { tName = "CashSettlAgentAcctName" + , tnum = 185 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactName :: FIXTag +tCashSettlAgentContactName = FIXTag + { tName = "CashSettlAgentContactName" + , tnum = 186 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactPhone :: FIXTag +tCashSettlAgentContactPhone = FIXTag + { tName = "CashSettlAgentContactPhone" + , tnum = 187 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidSpotRate :: FIXTag +tBidSpotRate = FIXTag + { tName = "BidSpotRate" + , tnum = 188 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints :: FIXTag +tBidForwardPoints = FIXTag + { tName = "BidForwardPoints" + , tnum = 189 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSpotRate :: FIXTag +tOfferSpotRate = FIXTag + { tName = "OfferSpotRate" + , tnum = 190 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints :: FIXTag +tOfferForwardPoints = FIXTag + { tName = "OfferForwardPoints" + , tnum = 191 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrderQty2 :: FIXTag +tOrderQty2 = FIXTag + { tName = "OrderQty2" + , tnum = 192 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFutSettDate2 :: FIXTag +tFutSettDate2 = FIXTag + { tName = "FutSettDate2" + , tnum = 193 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLastSpotRate :: FIXTag +tLastSpotRate = FIXTag + { tName = "LastSpotRate" + , tnum = 194 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints :: FIXTag +tLastForwardPoints = FIXTag + { tName = "LastForwardPoints" + , tnum = 195 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocLinkID :: FIXTag +tAllocLinkID = FIXTag + { tName = "AllocLinkID" + , tnum = 196 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocLinkType :: FIXTag +tAllocLinkType = FIXTag + { tName = "AllocLinkType" + , tnum = 197 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryOrderID :: FIXTag +tSecondaryOrderID = FIXTag + { tName = "SecondaryOrderID" + , tnum = 198 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoIOIQualifiers :: FIXTag +tNoIOIQualifiers = FIXTag + { tName = "NoIOIQualifiers" + , tnum = 199 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityMonthYear :: FIXTag +tMaturityMonthYear = FIXTag + { tName = "MaturityMonthYear" + , tnum = 200 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tPutOrCall :: FIXTag +tPutOrCall = FIXTag + { tName = "PutOrCall" + , tnum = 201 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStrikePrice :: FIXTag +tStrikePrice = FIXTag + { tName = "StrikePrice" + , tnum = 202 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCoveredOrUncovered :: FIXTag +tCoveredOrUncovered = FIXTag + { tName = "CoveredOrUncovered" + , tnum = 203 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustomerOrFirm :: FIXTag +tCustomerOrFirm = FIXTag + { tName = "CustomerOrFirm" + , tnum = 204 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityDay :: FIXTag +tMaturityDay = FIXTag + { tName = "MaturityDay" + , tnum = 205 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOptAttribute :: FIXTag +tOptAttribute = FIXTag + { tName = "OptAttribute" + , tnum = 206 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityExchange :: FIXTag +tSecurityExchange = FIXTag + { tName = "SecurityExchange" + , tnum = 207 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNotifyBrokerOfCredit :: FIXTag +tNotifyBrokerOfCredit = FIXTag + { tName = "NotifyBrokerOfCredit" + , tnum = 208 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAllocHandlInst :: FIXTag +tAllocHandlInst = FIXTag + { tName = "AllocHandlInst" + , tnum = 209 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxShow :: FIXTag +tMaxShow = FIXTag + { tName = "MaxShow" + , tnum = 210 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPegDifference :: FIXTag +tPegDifference = FIXTag + { tName = "PegDifference" + , tnum = 211 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tXmlDataLen :: FIXTag +tXmlDataLen = FIXTag + { tName = "XmlDataLen" + , tnum = 212 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tXmlData :: FIXTag +tXmlData = FIXTag + { tName = "XmlData" + , tnum = 213 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSettlInstRefID :: FIXTag +tSettlInstRefID = FIXTag + { tName = "SettlInstRefID" + , tnum = 214 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRoutingIDs :: FIXTag +tNoRoutingIDs = FIXTag + { tName = "NoRoutingIDs" + , tnum = 215 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingType :: FIXTag +tRoutingType = FIXTag + { tName = "RoutingType" + , tnum = 216 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingID :: FIXTag +tRoutingID = FIXTag + { tName = "RoutingID" + , tnum = 217 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSpread :: FIXTag +tSpread = FIXTag + { tName = "Spread" + , tnum = 218 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBenchmark :: FIXTag +tBenchmark = FIXTag + { tName = "Benchmark" + , tnum = 219 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBenchmarkCurveCurrency :: FIXTag +tBenchmarkCurveCurrency = FIXTag + { tName = "BenchmarkCurveCurrency" + , tnum = 220 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBenchmarkCurveName :: FIXTag +tBenchmarkCurveName = FIXTag + { tName = "BenchmarkCurveName" + , tnum = 221 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBenchmarkCurvePoint :: FIXTag +tBenchmarkCurvePoint = FIXTag + { tName = "BenchmarkCurvePoint" + , tnum = 222 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCouponRate :: FIXTag +tCouponRate = FIXTag + { tName = "CouponRate" + , tnum = 223 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCouponPaymentDate :: FIXTag +tCouponPaymentDate = FIXTag + { tName = "CouponPaymentDate" + , tnum = 224 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tIssueDate :: FIXTag +tIssueDate = FIXTag + { tName = "IssueDate" + , tnum = 225 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tRepurchaseTerm :: FIXTag +tRepurchaseTerm = FIXTag + { tName = "RepurchaseTerm" + , tnum = 226 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRepurchaseRate :: FIXTag +tRepurchaseRate = FIXTag + { tName = "RepurchaseRate" + , tnum = 227 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFactor :: FIXTag +tFactor = FIXTag + { tName = "Factor" + , tnum = 228 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTradeOriginationDate :: FIXTag +tTradeOriginationDate = FIXTag + { tName = "TradeOriginationDate" + , tnum = 229 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExDate :: FIXTag +tExDate = FIXTag + { tName = "ExDate" + , tnum = 230 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tContractMultiplier :: FIXTag +tContractMultiplier = FIXTag + { tName = "ContractMultiplier" + , tnum = 231 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoStipulations :: FIXTag +tNoStipulations = FIXTag + { tName = "NoStipulations" + , tnum = 232 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStipulationType :: FIXTag +tStipulationType = FIXTag + { tName = "StipulationType" + , tnum = 233 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStipulationValue :: FIXTag +tStipulationValue = FIXTag + { tName = "StipulationValue" + , tnum = 234 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tYieldType :: FIXTag +tYieldType = FIXTag + { tName = "YieldType" + , tnum = 235 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tYield :: FIXTag +tYield = FIXTag + { tName = "Yield" + , tnum = 236 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTotalTakedown :: FIXTag +tTotalTakedown = FIXTag + { tName = "TotalTakedown" + , tnum = 237 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tConcession :: FIXTag +tConcession = FIXTag + { tName = "Concession" + , tnum = 238 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRepoCollateralSecurityType :: FIXTag +tRepoCollateralSecurityType = FIXTag + { tName = "RepoCollateralSecurityType" + , tnum = 239 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRedemptionDate :: FIXTag +tRedemptionDate = FIXTag + { tName = "RedemptionDate" + , tnum = 240 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingCouponPaymentDate :: FIXTag +tUnderlyingCouponPaymentDate = FIXTag + { tName = "UnderlyingCouponPaymentDate" + , tnum = 241 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingIssueDate :: FIXTag +tUnderlyingIssueDate = FIXTag + { tName = "UnderlyingIssueDate" + , tnum = 242 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingRepoCollateralSecurityType :: FIXTag +tUnderlyingRepoCollateralSecurityType = FIXTag + { tName = "UnderlyingRepoCollateralSecurityType" + , tnum = 243 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingRepurchaseTerm :: FIXTag +tUnderlyingRepurchaseTerm = FIXTag + { tName = "UnderlyingRepurchaseTerm" + , tnum = 244 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingRepurchaseRate :: FIXTag +tUnderlyingRepurchaseRate = FIXTag + { tName = "UnderlyingRepurchaseRate" + , tnum = 245 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingFactor :: FIXTag +tUnderlyingFactor = FIXTag + { tName = "UnderlyingFactor" + , tnum = 246 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingRedemptionDate :: FIXTag +tUnderlyingRedemptionDate = FIXTag + { tName = "UnderlyingRedemptionDate" + , tnum = 247 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegCouponPaymentDate :: FIXTag +tLegCouponPaymentDate = FIXTag + { tName = "LegCouponPaymentDate" + , tnum = 248 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegIssueDate :: FIXTag +tLegIssueDate = FIXTag + { tName = "LegIssueDate" + , tnum = 249 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegRepoCollateralSecurityType :: FIXTag +tLegRepoCollateralSecurityType = FIXTag + { tName = "LegRepoCollateralSecurityType" + , tnum = 250 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRepurchaseTerm :: FIXTag +tLegRepurchaseTerm = FIXTag + { tName = "LegRepurchaseTerm" + , tnum = 251 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRepurchaseRate :: FIXTag +tLegRepurchaseRate = FIXTag + { tName = "LegRepurchaseRate" + , tnum = 252 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegFactor :: FIXTag +tLegFactor = FIXTag + { tName = "LegFactor" + , tnum = 253 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegRedemptionDate :: FIXTag +tLegRedemptionDate = FIXTag + { tName = "LegRedemptionDate" + , tnum = 254 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tCreditRating :: FIXTag +tCreditRating = FIXTag + { tName = "CreditRating" + , tnum = 255 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingCreditRating :: FIXTag +tUnderlyingCreditRating = FIXTag + { tName = "UnderlyingCreditRating" + , tnum = 256 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegCreditRating :: FIXTag +tLegCreditRating = FIXTag + { tName = "LegCreditRating" + , tnum = 257 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradedFlatSwitch :: FIXTag +tTradedFlatSwitch = FIXTag + { tName = "TradedFlatSwitch" + , tnum = 258 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tBasisFeatureDate :: FIXTag +tBasisFeatureDate = FIXTag + { tName = "BasisFeatureDate" + , tnum = 259 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tBasisFeaturePrice :: FIXTag +tBasisFeaturePrice = FIXTag + { tName = "BasisFeaturePrice" + , tnum = 260 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDReqID :: FIXTag +tMDReqID = FIXTag + { tName = "MDReqID" + , tnum = 262 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSubscriptionRequestType :: FIXTag +tSubscriptionRequestType = FIXTag + { tName = "SubscriptionRequestType" + , tnum = 263 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMarketDepth :: FIXTag +tMarketDepth = FIXTag + { tName = "MarketDepth" + , tnum = 264 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDUpdateType :: FIXTag +tMDUpdateType = FIXTag + { tName = "MDUpdateType" + , tnum = 265 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAggregatedBook :: FIXTag +tAggregatedBook = FIXTag + { tName = "AggregatedBook" + , tnum = 266 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoMDEntryTypes :: FIXTag +tNoMDEntryTypes = FIXTag + { tName = "NoMDEntryTypes" + , tnum = 267 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMDEntries :: FIXTag +tNoMDEntries = FIXTag + { tName = "NoMDEntries" + , tnum = 268 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryType :: FIXTag +tMDEntryType = FIXTag + { tName = "MDEntryType" + , tnum = 269 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryPx :: FIXTag +tMDEntryPx = FIXTag + { tName = "MDEntryPx" + , tnum = 270 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntrySize :: FIXTag +tMDEntrySize = FIXTag + { tName = "MDEntrySize" + , tnum = 271 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntryDate :: FIXTag +tMDEntryDate = FIXTag + { tName = "MDEntryDate" + , tnum = 272 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tMDEntryTime :: FIXTag +tMDEntryTime = FIXTag + { tName = "MDEntryTime" + , tnum = 273 + , tparser = toFIXTimeOnly + , arbitraryValue = FIXTimeOnly <$> arbitrary } + +tTickDirection :: FIXTag +tTickDirection = FIXTag + { tName = "TickDirection" + , tnum = 274 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDMkt :: FIXTag +tMDMkt = FIXTag + { tName = "MDMkt" + , tnum = 275 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteCondition :: FIXTag +tQuoteCondition = FIXTag + { tName = "QuoteCondition" + , tnum = 276 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tTradeCondition :: FIXTag +tTradeCondition = FIXTag + { tName = "TradeCondition" + , tnum = 277 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMDEntryID :: FIXTag +tMDEntryID = FIXTag + { tName = "MDEntryID" + , tnum = 278 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDUpdateAction :: FIXTag +tMDUpdateAction = FIXTag + { tName = "MDUpdateAction" + , tnum = 279 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryRefID :: FIXTag +tMDEntryRefID = FIXTag + { tName = "MDEntryRefID" + , tnum = 280 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDReqRejReason :: FIXTag +tMDReqRejReason = FIXTag + { tName = "MDReqRejReason" + , tnum = 281 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryOriginator :: FIXTag +tMDEntryOriginator = FIXTag + { tName = "MDEntryOriginator" + , tnum = 282 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLocationID :: FIXTag +tLocationID = FIXTag + { tName = "LocationID" + , tnum = 283 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeskID :: FIXTag +tDeskID = FIXTag + { tName = "DeskID" + , tnum = 284 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeleteReason :: FIXTag +tDeleteReason = FIXTag + { tName = "DeleteReason" + , tnum = 285 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOpenCloseSettleFlag :: FIXTag +tOpenCloseSettleFlag = FIXTag + { tName = "OpenCloseSettleFlag" + , tnum = 286 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tSellerDays :: FIXTag +tSellerDays = FIXTag + { tName = "SellerDays" + , tnum = 287 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryBuyer :: FIXTag +tMDEntryBuyer = FIXTag + { tName = "MDEntryBuyer" + , tnum = 288 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntrySeller :: FIXTag +tMDEntrySeller = FIXTag + { tName = "MDEntrySeller" + , tnum = 289 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntryPositionNo :: FIXTag +tMDEntryPositionNo = FIXTag + { tName = "MDEntryPositionNo" + , tnum = 290 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tFinancialStatus :: FIXTag +tFinancialStatus = FIXTag + { tName = "FinancialStatus" + , tnum = 291 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tCorporateAction :: FIXTag +tCorporateAction = FIXTag + { tName = "CorporateAction" + , tnum = 292 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tDefBidSize :: FIXTag +tDefBidSize = FIXTag + { tName = "DefBidSize" + , tnum = 293 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDefOfferSize :: FIXTag +tDefOfferSize = FIXTag + { tName = "DefOfferSize" + , tnum = 294 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoQuoteEntries :: FIXTag +tNoQuoteEntries = FIXTag + { tName = "NoQuoteEntries" + , tnum = 295 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoQuoteSets :: FIXTag +tNoQuoteSets = FIXTag + { tName = "NoQuoteSets" + , tnum = 296 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteStatus :: FIXTag +tQuoteStatus = FIXTag + { tName = "QuoteStatus" + , tnum = 297 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteCancelType :: FIXTag +tQuoteCancelType = FIXTag + { tName = "QuoteCancelType" + , tnum = 298 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteEntryID :: FIXTag +tQuoteEntryID = FIXTag + { tName = "QuoteEntryID" + , tnum = 299 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRejectReason :: FIXTag +tQuoteRejectReason = FIXTag + { tName = "QuoteRejectReason" + , tnum = 300 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteResponseLevel :: FIXTag +tQuoteResponseLevel = FIXTag + { tName = "QuoteResponseLevel" + , tnum = 301 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteSetID :: FIXTag +tQuoteSetID = FIXTag + { tName = "QuoteSetID" + , tnum = 302 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRequestType :: FIXTag +tQuoteRequestType = FIXTag + { tName = "QuoteRequestType" + , tnum = 303 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotQuoteEntries :: FIXTag +tTotQuoteEntries = FIXTag + { tName = "TotQuoteEntries" + , tnum = 304 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingSecurityIDSource :: FIXTag +tUnderlyingSecurityIDSource = FIXTag + { tName = "UnderlyingSecurityIDSource" + , tnum = 305 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingIssuer :: FIXTag +tUnderlyingIssuer = FIXTag + { tName = "UnderlyingIssuer" + , tnum = 306 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityDesc :: FIXTag +tUnderlyingSecurityDesc = FIXTag + { tName = "UnderlyingSecurityDesc" + , tnum = 307 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityExchange :: FIXTag +tUnderlyingSecurityExchange = FIXTag + { tName = "UnderlyingSecurityExchange" + , tnum = 308 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityID :: FIXTag +tUnderlyingSecurityID = FIXTag + { tName = "UnderlyingSecurityID" + , tnum = 309 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityType :: FIXTag +tUnderlyingSecurityType = FIXTag + { tName = "UnderlyingSecurityType" + , tnum = 310 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbol :: FIXTag +tUnderlyingSymbol = FIXTag + { tName = "UnderlyingSymbol" + , tnum = 311 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbolSfx :: FIXTag +tUnderlyingSymbolSfx = FIXTag + { tName = "UnderlyingSymbolSfx" + , tnum = 312 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingMaturityMonthYear :: FIXTag +tUnderlyingMaturityMonthYear = FIXTag + { tName = "UnderlyingMaturityMonthYear" + , tnum = 313 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tUnderlyingMaturityDay :: FIXTag +tUnderlyingMaturityDay = FIXTag + { tName = "UnderlyingMaturityDay" + , tnum = 314 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingPutOrCall :: FIXTag +tUnderlyingPutOrCall = FIXTag + { tName = "UnderlyingPutOrCall" + , tnum = 315 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingStrikePrice :: FIXTag +tUnderlyingStrikePrice = FIXTag + { tName = "UnderlyingStrikePrice" + , tnum = 316 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingOptAttribute :: FIXTag +tUnderlyingOptAttribute = FIXTag + { tName = "UnderlyingOptAttribute" + , tnum = 317 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCurrency :: FIXTag +tUnderlyingCurrency = FIXTag + { tName = "UnderlyingCurrency" + , tnum = 318 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRatioQty :: FIXTag +tRatioQty = FIXTag + { tName = "RatioQty" + , tnum = 319 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSecurityReqID :: FIXTag +tSecurityReqID = FIXTag + { tName = "SecurityReqID" + , tnum = 320 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityRequestType :: FIXTag +tSecurityRequestType = FIXTag + { tName = "SecurityRequestType" + , tnum = 321 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityResponseID :: FIXTag +tSecurityResponseID = FIXTag + { tName = "SecurityResponseID" + , tnum = 322 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityResponseType :: FIXTag +tSecurityResponseType = FIXTag + { tName = "SecurityResponseType" + , tnum = 323 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityStatusReqID :: FIXTag +tSecurityStatusReqID = FIXTag + { tName = "SecurityStatusReqID" + , tnum = 324 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnsolicitedIndicator :: FIXTag +tUnsolicitedIndicator = FIXTag + { tName = "UnsolicitedIndicator" + , tnum = 325 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSecurityTradingStatus :: FIXTag +tSecurityTradingStatus = FIXTag + { tName = "SecurityTradingStatus" + , tnum = 326 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tHaltReasonChar :: FIXTag +tHaltReasonChar = FIXTag + { tName = "HaltReasonChar" + , tnum = 327 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tInViewOfCommon :: FIXTag +tInViewOfCommon = FIXTag + { tName = "InViewOfCommon" + , tnum = 328 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tDueToRelated :: FIXTag +tDueToRelated = FIXTag + { tName = "DueToRelated" + , tnum = 329 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tBuyVolume :: FIXTag +tBuyVolume = FIXTag + { tName = "BuyVolume" + , tnum = 330 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSellVolume :: FIXTag +tSellVolume = FIXTag + { tName = "SellVolume" + , tnum = 331 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tHighPx :: FIXTag +tHighPx = FIXTag + { tName = "HighPx" + , tnum = 332 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLowPx :: FIXTag +tLowPx = FIXTag + { tName = "LowPx" + , tnum = 333 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAdjustment :: FIXTag +tAdjustment = FIXTag + { tName = "Adjustment" + , tnum = 334 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesReqID :: FIXTag +tTradSesReqID = FIXTag + { tName = "TradSesReqID" + , tnum = 335 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradingSessionID :: FIXTag +tTradingSessionID = FIXTag + { tName = "TradingSessionID" + , tnum = 336 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tContraTrader :: FIXTag +tContraTrader = FIXTag + { tName = "ContraTrader" + , tnum = 337 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradSesMethod :: FIXTag +tTradSesMethod = FIXTag + { tName = "TradSesMethod" + , tnum = 338 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesMode :: FIXTag +tTradSesMode = FIXTag + { tName = "TradSesMode" + , tnum = 339 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStatus :: FIXTag +tTradSesStatus = FIXTag + { tName = "TradSesStatus" + , tnum = 340 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStartTime :: FIXTag +tTradSesStartTime = FIXTag + { tName = "TradSesStartTime" + , tnum = 341 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesOpenTime :: FIXTag +tTradSesOpenTime = FIXTag + { tName = "TradSesOpenTime" + , tnum = 342 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesPreCloseTime :: FIXTag +tTradSesPreCloseTime = FIXTag + { tName = "TradSesPreCloseTime" + , tnum = 343 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesCloseTime :: FIXTag +tTradSesCloseTime = FIXTag + { tName = "TradSesCloseTime" + , tnum = 344 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesEndTime :: FIXTag +tTradSesEndTime = FIXTag + { tName = "TradSesEndTime" + , tnum = 345 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tNumberOfOrders :: FIXTag +tNumberOfOrders = FIXTag + { tName = "NumberOfOrders" + , tnum = 346 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMessageEncoding :: FIXTag +tMessageEncoding = FIXTag + { tName = "MessageEncoding" + , tnum = 347 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedIssuerLen :: FIXTag +tEncodedIssuerLen = FIXTag + { tName = "EncodedIssuerLen" + , tnum = 348 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedIssuer :: FIXTag +tEncodedIssuer = FIXTag + { tName = "EncodedIssuer" + , tnum = 349 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSecurityDescLen :: FIXTag +tEncodedSecurityDescLen = FIXTag + { tName = "EncodedSecurityDescLen" + , tnum = 350 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSecurityDesc :: FIXTag +tEncodedSecurityDesc = FIXTag + { tName = "EncodedSecurityDesc" + , tnum = 351 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedListExecInstLen :: FIXTag +tEncodedListExecInstLen = FIXTag + { tName = "EncodedListExecInstLen" + , tnum = 352 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListExecInst :: FIXTag +tEncodedListExecInst = FIXTag + { tName = "EncodedListExecInst" + , tnum = 353 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedTextLen :: FIXTag +tEncodedTextLen = FIXTag + { tName = "EncodedTextLen" + , tnum = 354 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedText :: FIXTag +tEncodedText = FIXTag + { tName = "EncodedText" + , tnum = 355 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSubjectLen :: FIXTag +tEncodedSubjectLen = FIXTag + { tName = "EncodedSubjectLen" + , tnum = 356 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSubject :: FIXTag +tEncodedSubject = FIXTag + { tName = "EncodedSubject" + , tnum = 357 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedHeadlineLen :: FIXTag +tEncodedHeadlineLen = FIXTag + { tName = "EncodedHeadlineLen" + , tnum = 358 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedHeadline :: FIXTag +tEncodedHeadline = FIXTag + { tName = "EncodedHeadline" + , tnum = 359 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedAllocTextLen :: FIXTag +tEncodedAllocTextLen = FIXTag + { tName = "EncodedAllocTextLen" + , tnum = 360 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedAllocText :: FIXTag +tEncodedAllocText = FIXTag + { tName = "EncodedAllocText" + , tnum = 361 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingIssuerLen :: FIXTag +tEncodedUnderlyingIssuerLen = FIXTag + { tName = "EncodedUnderlyingIssuerLen" + , tnum = 362 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingIssuer :: FIXTag +tEncodedUnderlyingIssuer = FIXTag + { tName = "EncodedUnderlyingIssuer" + , tnum = 363 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingSecurityDescLen :: FIXTag +tEncodedUnderlyingSecurityDescLen = FIXTag + { tName = "EncodedUnderlyingSecurityDescLen" + , tnum = 364 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingSecurityDesc :: FIXTag +tEncodedUnderlyingSecurityDesc = FIXTag + { tName = "EncodedUnderlyingSecurityDesc" + , tnum = 365 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tAllocPrice :: FIXTag +tAllocPrice = FIXTag + { tName = "AllocPrice" + , tnum = 366 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteSetValidUntilTime :: FIXTag +tQuoteSetValidUntilTime = FIXTag + { tName = "QuoteSetValidUntilTime" + , tnum = 367 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tQuoteEntryRejectReason :: FIXTag +tQuoteEntryRejectReason = FIXTag + { tName = "QuoteEntryRejectReason" + , tnum = 368 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastMsgSeqNumProcessed :: FIXTag +tLastMsgSeqNumProcessed = FIXTag + { tName = "LastMsgSeqNumProcessed" + , tnum = 369 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOnBehalfOfSendingTime :: FIXTag +tOnBehalfOfSendingTime = FIXTag + { tName = "OnBehalfOfSendingTime" + , tnum = 370 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tRefTagID :: FIXTag +tRefTagID = FIXTag + { tName = "RefTagID" + , tnum = 371 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRefMsgType :: FIXTag +tRefMsgType = FIXTag + { tName = "RefMsgType" + , tnum = 372 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSessionRejectReason :: FIXTag +tSessionRejectReason = FIXTag + { tName = "SessionRejectReason" + , tnum = 373 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidRequestTransType :: FIXTag +tBidRequestTransType = FIXTag + { tName = "BidRequestTransType" + , tnum = 374 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tContraBroker :: FIXTag +tContraBroker = FIXTag + { tName = "ContraBroker" + , tnum = 375 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tComplianceID :: FIXTag +tComplianceID = FIXTag + { tName = "ComplianceID" + , tnum = 376 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSolicitedFlag :: FIXTag +tSolicitedFlag = FIXTag + { tName = "SolicitedFlag" + , tnum = 377 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tExecRestatementReason :: FIXTag +tExecRestatementReason = FIXTag + { tName = "ExecRestatementReason" + , tnum = 378 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBusinessRejectRefID :: FIXTag +tBusinessRejectRefID = FIXTag + { tName = "BusinessRejectRefID" + , tnum = 379 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBusinessRejectReason :: FIXTag +tBusinessRejectReason = FIXTag + { tName = "BusinessRejectReason" + , tnum = 380 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tGrossTradeAmt :: FIXTag +tGrossTradeAmt = FIXTag + { tName = "GrossTradeAmt" + , tnum = 381 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoContraBrokers :: FIXTag +tNoContraBrokers = FIXTag + { tName = "NoContraBrokers" + , tnum = 382 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxMessageSize :: FIXTag +tMaxMessageSize = FIXTag + { tName = "MaxMessageSize" + , tnum = 383 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMsgTypes :: FIXTag +tNoMsgTypes = FIXTag + { tName = "NoMsgTypes" + , tnum = 384 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgDirection :: FIXTag +tMsgDirection = FIXTag + { tName = "MsgDirection" + , tnum = 385 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoTradingSessions :: FIXTag +tNoTradingSessions = FIXTag + { tName = "NoTradingSessions" + , tnum = 386 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotalVolumeTraded :: FIXTag +tTotalVolumeTraded = FIXTag + { tName = "TotalVolumeTraded" + , tnum = 387 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDiscretionInst :: FIXTag +tDiscretionInst = FIXTag + { tName = "DiscretionInst" + , tnum = 388 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDiscretionOffset :: FIXTag +tDiscretionOffset = FIXTag + { tName = "DiscretionOffset" + , tnum = 389 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidID :: FIXTag +tBidID = FIXTag + { tName = "BidID" + , tnum = 390 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClientBidID :: FIXTag +tClientBidID = FIXTag + { tName = "ClientBidID" + , tnum = 391 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListName :: FIXTag +tListName = FIXTag + { tName = "ListName" + , tnum = 392 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalNumSecurities :: FIXTag +tTotalNumSecurities = FIXTag + { tName = "TotalNumSecurities" + , tnum = 393 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidType :: FIXTag +tBidType = FIXTag + { tName = "BidType" + , tnum = 394 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumTickets :: FIXTag +tNumTickets = FIXTag + { tName = "NumTickets" + , tnum = 395 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideValue1 :: FIXTag +tSideValue1 = FIXTag + { tName = "SideValue1" + , tnum = 396 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSideValue2 :: FIXTag +tSideValue2 = FIXTag + { tName = "SideValue2" + , tnum = 397 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoBidDescriptors :: FIXTag +tNoBidDescriptors = FIXTag + { tName = "NoBidDescriptors" + , tnum = 398 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptorType :: FIXTag +tBidDescriptorType = FIXTag + { tName = "BidDescriptorType" + , tnum = 399 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptor :: FIXTag +tBidDescriptor = FIXTag + { tName = "BidDescriptor" + , tnum = 400 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSideValueInd :: FIXTag +tSideValueInd = FIXTag + { tName = "SideValueInd" + , tnum = 401 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLiquidityPctLow :: FIXTag +tLiquidityPctLow = FIXTag + { tName = "LiquidityPctLow" + , tnum = 402 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityPctHigh :: FIXTag +tLiquidityPctHigh = FIXTag + { tName = "LiquidityPctHigh" + , tnum = 403 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityValue :: FIXTag +tLiquidityValue = FIXTag + { tName = "LiquidityValue" + , tnum = 404 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tEFPTrackingError :: FIXTag +tEFPTrackingError = FIXTag + { tName = "EFPTrackingError" + , tnum = 405 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFairValue :: FIXTag +tFairValue = FIXTag + { tName = "FairValue" + , tnum = 406 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOutsideIndexPct :: FIXTag +tOutsideIndexPct = FIXTag + { tName = "OutsideIndexPct" + , tnum = 407 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tValueOfFutures :: FIXTag +tValueOfFutures = FIXTag + { tName = "ValueOfFutures" + , tnum = 408 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityIndType :: FIXTag +tLiquidityIndType = FIXTag + { tName = "LiquidityIndType" + , tnum = 409 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tWtAverageLiquidity :: FIXTag +tWtAverageLiquidity = FIXTag + { tName = "WtAverageLiquidity" + , tnum = 410 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExchangeForPhysical :: FIXTag +tExchangeForPhysical = FIXTag + { tName = "ExchangeForPhysical" + , tnum = 411 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOutMainCntryUIndex :: FIXTag +tOutMainCntryUIndex = FIXTag + { tName = "OutMainCntryUIndex" + , tnum = 412 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCrossPercent :: FIXTag +tCrossPercent = FIXTag + { tName = "CrossPercent" + , tnum = 413 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProgRptReqs :: FIXTag +tProgRptReqs = FIXTag + { tName = "ProgRptReqs" + , tnum = 414 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tProgPeriodInterval :: FIXTag +tProgPeriodInterval = FIXTag + { tName = "ProgPeriodInterval" + , tnum = 415 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIncTaxInd :: FIXTag +tIncTaxInd = FIXTag + { tName = "IncTaxInd" + , tnum = 416 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumBidders :: FIXTag +tNumBidders = FIXTag + { tName = "NumBidders" + , tnum = 417 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeType :: FIXTag +tTradeType = FIXTag + { tName = "TradeType" + , tnum = 418 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBasisPxType :: FIXTag +tBasisPxType = FIXTag + { tName = "BasisPxType" + , tnum = 419 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoBidComponents :: FIXTag +tNoBidComponents = FIXTag + { tName = "NoBidComponents" + , tnum = 420 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCountry :: FIXTag +tCountry = FIXTag + { tName = "Country" + , tnum = 421 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNoStrikes :: FIXTag +tTotNoStrikes = FIXTag + { tName = "TotNoStrikes" + , tnum = 422 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriceType :: FIXTag +tPriceType = FIXTag + { tName = "PriceType" + , tnum = 423 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDayOrderQty :: FIXTag +tDayOrderQty = FIXTag + { tName = "DayOrderQty" + , tnum = 424 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayCumQty :: FIXTag +tDayCumQty = FIXTag + { tName = "DayCumQty" + , tnum = 425 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayAvgPx :: FIXTag +tDayAvgPx = FIXTag + { tName = "DayAvgPx" + , tnum = 426 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tGTBookingInst :: FIXTag +tGTBookingInst = FIXTag + { tName = "GTBookingInst" + , tnum = 427 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoStrikes :: FIXTag +tNoStrikes = FIXTag + { tName = "NoStrikes" + , tnum = 428 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListStatusType :: FIXTag +tListStatusType = FIXTag + { tName = "ListStatusType" + , tnum = 429 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNetGrossInd :: FIXTag +tNetGrossInd = FIXTag + { tName = "NetGrossInd" + , tnum = 430 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListOrderStatus :: FIXTag +tListOrderStatus = FIXTag + { tName = "ListOrderStatus" + , tnum = 431 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExpireDate :: FIXTag +tExpireDate = FIXTag + { tName = "ExpireDate" + , tnum = 432 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tListExecInstType :: FIXTag +tListExecInstType = FIXTag + { tName = "ListExecInstType" + , tnum = 433 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCxlRejResponseTo :: FIXTag +tCxlRejResponseTo = FIXTag + { tName = "CxlRejResponseTo" + , tnum = 434 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCouponRate :: FIXTag +tUnderlyingCouponRate = FIXTag + { tName = "UnderlyingCouponRate" + , tnum = 435 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingContractMultiplier :: FIXTag +tUnderlyingContractMultiplier = FIXTag + { tName = "UnderlyingContractMultiplier" + , tnum = 436 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeQty :: FIXTag +tContraTradeQty = FIXTag + { tName = "ContraTradeQty" + , tnum = 437 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeTime :: FIXTag +tContraTradeTime = FIXTag + { tName = "ContraTradeTime" + , tnum = 438 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tClearingFirm :: FIXTag +tClearingFirm = FIXTag + { tName = "ClearingFirm" + , tnum = 439 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClearingAccount :: FIXTag +tClearingAccount = FIXTag + { tName = "ClearingAccount" + , tnum = 440 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLiquidityNumSecurities :: FIXTag +tLiquidityNumSecurities = FIXTag + { tName = "LiquidityNumSecurities" + , tnum = 441 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMultiLegReportingType :: FIXTag +tMultiLegReportingType = FIXTag + { tName = "MultiLegReportingType" + , tnum = 442 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tStrikeTime :: FIXTag +tStrikeTime = FIXTag + { tName = "StrikeTime" + , tnum = 443 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tListStatusText :: FIXTag +tListStatusText = FIXTag + { tName = "ListStatusText" + , tnum = 444 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedListStatusTextLen :: FIXTag +tEncodedListStatusTextLen = FIXTag + { tName = "EncodedListStatusTextLen" + , tnum = 445 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListStatusText :: FIXTag +tEncodedListStatusText = FIXTag + { tName = "EncodedListStatusText" + , tnum = 446 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPartyIDSource :: FIXTag +tPartyIDSource = FIXTag + { tName = "PartyIDSource" + , tnum = 447 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPartyID :: FIXTag +tPartyID = FIXTag + { tName = "PartyID" + , tnum = 448 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalVolumeTradedDate :: FIXTag +tTotalVolumeTradedDate = FIXTag + { tName = "TotalVolumeTradedDate" + , tnum = 449 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tTotalVolumeTradedTime :: FIXTag +tTotalVolumeTradedTime = FIXTag + { tName = "TotalVolumeTradedTime" + , tnum = 450 + , tparser = toFIXTimeOnly + , arbitraryValue = FIXTimeOnly <$> arbitrary } + +tNetChgPrevDay :: FIXTag +tNetChgPrevDay = FIXTag + { tName = "NetChgPrevDay" + , tnum = 451 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPartyRole :: FIXTag +tPartyRole = FIXTag + { tName = "PartyRole" + , tnum = 452 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoPartyIDs :: FIXTag +tNoPartyIDs = FIXTag + { tName = "NoPartyIDs" + , tnum = 453 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoSecurityAltID :: FIXTag +tNoSecurityAltID = FIXTag + { tName = "NoSecurityAltID" + , tnum = 454 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityAltID :: FIXTag +tSecurityAltID = FIXTag + { tName = "SecurityAltID" + , tnum = 455 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityAltIDSource :: FIXTag +tSecurityAltIDSource = FIXTag + { tName = "SecurityAltIDSource" + , tnum = 456 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoUnderlyingSecurityAltID :: FIXTag +tNoUnderlyingSecurityAltID = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = 457 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingSecurityAltID :: FIXTag +tUnderlyingSecurityAltID = FIXTag + { tName = "UnderlyingSecurityAltID" + , tnum = 458 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityAltIDSource :: FIXTag +tUnderlyingSecurityAltIDSource = FIXTag + { tName = "UnderlyingSecurityAltIDSource" + , tnum = 459 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tProduct :: FIXTag +tProduct = FIXTag + { tName = "Product" + , tnum = 460 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCFICode :: FIXTag +tCFICode = FIXTag + { tName = "CFICode" + , tnum = 461 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingProduct :: FIXTag +tUnderlyingProduct = FIXTag + { tName = "UnderlyingProduct" + , tnum = 462 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingCFICode :: FIXTag +tUnderlyingCFICode = FIXTag + { tName = "UnderlyingCFICode" + , tnum = 463 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTestMessageIndicator :: FIXTag +tTestMessageIndicator = FIXTag + { tName = "TestMessageIndicator" + , tnum = 464 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tQuantityType :: FIXTag +tQuantityType = FIXTag + { tName = "QuantityType" + , tnum = 465 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBookingRefID :: FIXTag +tBookingRefID = FIXTag + { tName = "BookingRefID" + , tnum = 466 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIndividualAllocID :: FIXTag +tIndividualAllocID = FIXTag + { tName = "IndividualAllocID" + , tnum = 467 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRoundingDirection :: FIXTag +tRoundingDirection = FIXTag + { tName = "RoundingDirection" + , tnum = 468 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRoundingModulus :: FIXTag +tRoundingModulus = FIXTag + { tName = "RoundingModulus" + , tnum = 469 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCountryOfIssue :: FIXTag +tCountryOfIssue = FIXTag + { tName = "CountryOfIssue" + , tnum = 470 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStateOrProvinceOfIssue :: FIXTag +tStateOrProvinceOfIssue = FIXTag + { tName = "StateOrProvinceOfIssue" + , tnum = 471 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLocaleOfIssue :: FIXTag +tLocaleOfIssue = FIXTag + { tName = "LocaleOfIssue" + , tnum = 472 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRegistDtls :: FIXTag +tNoRegistDtls = FIXTag + { tName = "NoRegistDtls" + , tnum = 473 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMailingDtls :: FIXTag +tMailingDtls = FIXTag + { tName = "MailingDtls" + , tnum = 474 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tInvestorCountryOfResidence :: FIXTag +tInvestorCountryOfResidence = FIXTag + { tName = "InvestorCountryOfResidence" + , tnum = 475 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPaymentRef :: FIXTag +tPaymentRef = FIXTag + { tName = "PaymentRef" + , tnum = 476 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDistribPaymentMethod :: FIXTag +tDistribPaymentMethod = FIXTag + { tName = "DistribPaymentMethod" + , tnum = 477 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCashDistribCurr :: FIXTag +tCashDistribCurr = FIXTag + { tName = "CashDistribCurr" + , tnum = 478 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCommCurrency :: FIXTag +tCommCurrency = FIXTag + { tName = "CommCurrency" + , tnum = 479 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCancellationRights :: FIXTag +tCancellationRights = FIXTag + { tName = "CancellationRights" + , tnum = 480 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMoneyLaunderingStatus :: FIXTag +tMoneyLaunderingStatus = FIXTag + { tName = "MoneyLaunderingStatus" + , tnum = 481 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMailingInst :: FIXTag +tMailingInst = FIXTag + { tName = "MailingInst" + , tnum = 482 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTransBkdTime :: FIXTag +tTransBkdTime = FIXTag + { tName = "TransBkdTime" + , tnum = 483 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tExecPriceType :: FIXTag +tExecPriceType = FIXTag + { tName = "ExecPriceType" + , tnum = 484 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecPriceAdjustment :: FIXTag +tExecPriceAdjustment = FIXTag + { tName = "ExecPriceAdjustment" + , tnum = 485 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDateOfBirth :: FIXTag +tDateOfBirth = FIXTag + { tName = "DateOfBirth" + , tnum = 486 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tTradeReportTransType :: FIXTag +tTradeReportTransType = FIXTag + { tName = "TradeReportTransType" + , tnum = 487 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCardHolderName :: FIXTag +tCardHolderName = FIXTag + { tName = "CardHolderName" + , tnum = 488 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardNumber :: FIXTag +tCardNumber = FIXTag + { tName = "CardNumber" + , tnum = 489 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardExpDate :: FIXTag +tCardExpDate = FIXTag + { tName = "CardExpDate" + , tnum = 490 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tCardIssNo :: FIXTag +tCardIssNo = FIXTag + { tName = "CardIssNo" + , tnum = 491 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPaymentMethod :: FIXTag +tPaymentMethod = FIXTag + { tName = "PaymentMethod" + , tnum = 492 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistAcctType :: FIXTag +tRegistAcctType = FIXTag + { tName = "RegistAcctType" + , tnum = 493 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDesignation :: FIXTag +tDesignation = FIXTag + { tName = "Designation" + , tnum = 494 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTaxAdvantageType :: FIXTag +tTaxAdvantageType = FIXTag + { tName = "TaxAdvantageType" + , tnum = 495 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistRejReasonText :: FIXTag +tRegistRejReasonText = FIXTag + { tName = "RegistRejReasonText" + , tnum = 496 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tFundRenewWaiv :: FIXTag +tFundRenewWaiv = FIXTag + { tName = "FundRenewWaiv" + , tnum = 497 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashDistribAgentName :: FIXTag +tCashDistribAgentName = FIXTag + { tName = "CashDistribAgentName" + , tnum = 498 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentCode :: FIXTag +tCashDistribAgentCode = FIXTag + { tName = "CashDistribAgentCode" + , tnum = 499 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentAcctNumber :: FIXTag +tCashDistribAgentAcctNumber = FIXTag + { tName = "CashDistribAgentAcctNumber" + , tnum = 500 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribPayRef :: FIXTag +tCashDistribPayRef = FIXTag + { tName = "CashDistribPayRef" + , tnum = 501 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentAcctName :: FIXTag +tCashDistribAgentAcctName = FIXTag + { tName = "CashDistribAgentAcctName" + , tnum = 502 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardStartDate :: FIXTag +tCardStartDate = FIXTag + { tName = "CardStartDate" + , tnum = 503 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tPaymentDate :: FIXTag +tPaymentDate = FIXTag + { tName = "PaymentDate" + , tnum = 504 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tPaymentRemitterID :: FIXTag +tPaymentRemitterID = FIXTag + { tName = "PaymentRemitterID" + , tnum = 505 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistStatus :: FIXTag +tRegistStatus = FIXTag + { tName = "RegistStatus" + , tnum = 506 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRegistRejReasonCode :: FIXTag +tRegistRejReasonCode = FIXTag + { tName = "RegistRejReasonCode" + , tnum = 507 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistRefID :: FIXTag +tRegistRefID = FIXTag + { tName = "RegistRefID" + , tnum = 508 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistDetls :: FIXTag +tRegistDetls = FIXTag + { tName = "RegistDetls" + , tnum = 509 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoDistribInsts :: FIXTag +tNoDistribInsts = FIXTag + { tName = "NoDistribInsts" + , tnum = 510 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistEmail :: FIXTag +tRegistEmail = FIXTag + { tName = "RegistEmail" + , tnum = 511 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDistribPercentage :: FIXTag +tDistribPercentage = FIXTag + { tName = "DistribPercentage" + , tnum = 512 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRegistID :: FIXTag +tRegistID = FIXTag + { tName = "RegistID" + , tnum = 513 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistTransType :: FIXTag +tRegistTransType = FIXTag + { tName = "RegistTransType" + , tnum = 514 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecValuationPoint :: FIXTag +tExecValuationPoint = FIXTag + { tName = "ExecValuationPoint" + , tnum = 515 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tOrderPercent :: FIXTag +tOrderPercent = FIXTag + { tName = "OrderPercent" + , tnum = 516 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOwnershipType :: FIXTag +tOwnershipType = FIXTag + { tName = "OwnershipType" + , tnum = 517 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoContAmts :: FIXTag +tNoContAmts = FIXTag + { tName = "NoContAmts" + , tnum = 518 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContAmtType :: FIXTag +tContAmtType = FIXTag + { tName = "ContAmtType" + , tnum = 519 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContAmtValue :: FIXTag +tContAmtValue = FIXTag + { tName = "ContAmtValue" + , tnum = 520 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContAmtCurr :: FIXTag +tContAmtCurr = FIXTag + { tName = "ContAmtCurr" + , tnum = 521 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOwnerType :: FIXTag +tOwnerType = FIXTag + { tName = "OwnerType" + , tnum = 522 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPartySubID :: FIXTag +tPartySubID = FIXTag + { tName = "PartySubID" + , tnum = 523 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNestedPartyID :: FIXTag +tNestedPartyID = FIXTag + { tName = "NestedPartyID" + , tnum = 524 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNestedPartyIDSource :: FIXTag +tNestedPartyIDSource = FIXTag + { tName = "NestedPartyIDSource" + , tnum = 525 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecondaryClOrdID :: FIXTag +tSecondaryClOrdID = FIXTag + { tName = "SecondaryClOrdID" + , tnum = 526 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecondaryExecID :: FIXTag +tSecondaryExecID = FIXTag + { tName = "SecondaryExecID" + , tnum = 527 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderCapacity :: FIXTag +tOrderCapacity = FIXTag + { tName = "OrderCapacity" + , tnum = 528 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrderRestrictions :: FIXTag +tOrderRestrictions = FIXTag + { tName = "OrderRestrictions" + , tnum = 529 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMassCancelRequestType :: FIXTag +tMassCancelRequestType = FIXTag + { tName = "MassCancelRequestType" + , tnum = 530 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMassCancelResponse :: FIXTag +tMassCancelResponse = FIXTag + { tName = "MassCancelResponse" + , tnum = 531 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMassCancelRejectReason :: FIXTag +tMassCancelRejectReason = FIXTag + { tName = "MassCancelRejectReason" + , tnum = 532 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTotalAffectedOrders :: FIXTag +tTotalAffectedOrders = FIXTag + { tName = "TotalAffectedOrders" + , tnum = 533 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoAffectedOrders :: FIXTag +tNoAffectedOrders = FIXTag + { tName = "NoAffectedOrders" + , tnum = 534 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAffectedOrderID :: FIXTag +tAffectedOrderID = FIXTag + { tName = "AffectedOrderID" + , tnum = 535 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAffectedSecondaryOrderID :: FIXTag +tAffectedSecondaryOrderID = FIXTag + { tName = "AffectedSecondaryOrderID" + , tnum = 536 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteType :: FIXTag +tQuoteType = FIXTag + { tName = "QuoteType" + , tnum = 537 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNestedPartyRole :: FIXTag +tNestedPartyRole = FIXTag + { tName = "NestedPartyRole" + , tnum = 538 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoNestedPartyIDs :: FIXTag +tNoNestedPartyIDs = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = 539 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotalAccruedInterestAmt :: FIXTag +tTotalAccruedInterestAmt = FIXTag + { tName = "TotalAccruedInterestAmt" + , tnum = 540 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMaturityDate :: FIXTag +tMaturityDate = FIXTag + { tName = "MaturityDate" + , tnum = 541 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingMaturityDate :: FIXTag +tUnderlyingMaturityDate = FIXTag + { tName = "UnderlyingMaturityDate" + , tnum = 542 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tInstrRegistry :: FIXTag +tInstrRegistry = FIXTag + { tName = "InstrRegistry" + , tnum = 543 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashMargin :: FIXTag +tCashMargin = FIXTag + { tName = "CashMargin" + , tnum = 544 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNestedPartySubID :: FIXTag +tNestedPartySubID = FIXTag + { tName = "NestedPartySubID" + , tnum = 545 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tScope :: FIXTag +tScope = FIXTag + { tName = "Scope" + , tnum = 546 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMDImplicitDelete :: FIXTag +tMDImplicitDelete = FIXTag + { tName = "MDImplicitDelete" + , tnum = 547 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tCrossID :: FIXTag +tCrossID = FIXTag + { tName = "CrossID" + , tnum = 548 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCrossType :: FIXTag +tCrossType = FIXTag + { tName = "CrossType" + , tnum = 549 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCrossPrioritization :: FIXTag +tCrossPrioritization = FIXTag + { tName = "CrossPrioritization" + , tnum = 550 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrigCrossID :: FIXTag +tOrigCrossID = FIXTag + { tName = "OrigCrossID" + , tnum = 551 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoSides :: FIXTag +tNoSides = FIXTag + { tName = "NoSides" + , tnum = 552 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUsername :: FIXTag +tUsername = FIXTag + { tName = "Username" + , tnum = 553 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPassword :: FIXTag +tPassword = FIXTag + { tName = "Password" + , tnum = 554 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoLegs :: FIXTag +tNoLegs = FIXTag + { tName = "NoLegs" + , tnum = 555 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegCurrency :: FIXTag +tLegCurrency = FIXTag + { tName = "LegCurrency" + , tnum = 556 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalNumSecurityTypes :: FIXTag +tTotalNumSecurityTypes = FIXTag + { tName = "TotalNumSecurityTypes" + , tnum = 557 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoSecurityTypes :: FIXTag +tNoSecurityTypes = FIXTag + { tName = "NoSecurityTypes" + , tnum = 558 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityListRequestType :: FIXTag +tSecurityListRequestType = FIXTag + { tName = "SecurityListRequestType" + , tnum = 559 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityRequestResult :: FIXTag +tSecurityRequestResult = FIXTag + { tName = "SecurityRequestResult" + , tnum = 560 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoundLot :: FIXTag +tRoundLot = FIXTag + { tName = "RoundLot" + , tnum = 561 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinTradeVol :: FIXTag +tMinTradeVol = FIXTag + { tName = "MinTradeVol" + , tnum = 562 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMultiLegRptTypeReq :: FIXTag +tMultiLegRptTypeReq = FIXTag + { tName = "MultiLegRptTypeReq" + , tnum = 563 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegPositionEffect :: FIXTag +tLegPositionEffect = FIXTag + { tName = "LegPositionEffect" + , tnum = 564 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegCoveredOrUncovered :: FIXTag +tLegCoveredOrUncovered = FIXTag + { tName = "LegCoveredOrUncovered" + , tnum = 565 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegPrice :: FIXTag +tLegPrice = FIXTag + { tName = "LegPrice" + , tnum = 566 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTradSesStatusRejReason :: FIXTag +tTradSesStatusRejReason = FIXTag + { tName = "TradSesStatusRejReason" + , tnum = 567 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeRequestID :: FIXTag +tTradeRequestID = FIXTag + { tName = "TradeRequestID" + , tnum = 568 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeRequestType :: FIXTag +tTradeRequestType = FIXTag + { tName = "TradeRequestType" + , tnum = 569 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPreviouslyReported :: FIXTag +tPreviouslyReported = FIXTag + { tName = "PreviouslyReported" + , tnum = 570 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tTradeReportID :: FIXTag +tTradeReportID = FIXTag + { tName = "TradeReportID" + , tnum = 571 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeReportRefID :: FIXTag +tTradeReportRefID = FIXTag + { tName = "TradeReportRefID" + , tnum = 572 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMatchStatus :: FIXTag +tMatchStatus = FIXTag + { tName = "MatchStatus" + , tnum = 573 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMatchType :: FIXTag +tMatchType = FIXTag + { tName = "MatchType" + , tnum = 574 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOddLot :: FIXTag +tOddLot = FIXTag + { tName = "OddLot" + , tnum = 575 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoClearingInstructions :: FIXTag +tNoClearingInstructions = FIXTag + { tName = "NoClearingInstructions" + , tnum = 576 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClearingInstruction :: FIXTag +tClearingInstruction = FIXTag + { tName = "ClearingInstruction" + , tnum = 577 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeInputSource :: FIXTag +tTradeInputSource = FIXTag + { tName = "TradeInputSource" + , tnum = 578 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeInputDevice :: FIXTag +tTradeInputDevice = FIXTag + { tName = "TradeInputDevice" + , tnum = 579 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoDates :: FIXTag +tNoDates = FIXTag + { tName = "NoDates" + , tnum = 580 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccountType :: FIXTag +tAccountType = FIXTag + { tName = "AccountType" + , tnum = 581 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustOrderCapacity :: FIXTag +tCustOrderCapacity = FIXTag + { tName = "CustOrderCapacity" + , tnum = 582 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdLinkID :: FIXTag +tClOrdLinkID = FIXTag + { tName = "ClOrdLinkID" + , tnum = 583 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMassStatusReqID :: FIXTag +tMassStatusReqID = FIXTag + { tName = "MassStatusReqID" + , tnum = 584 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMassStatusReqType :: FIXTag +tMassStatusReqType = FIXTag + { tName = "MassStatusReqType" + , tnum = 585 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrigOrdModTime :: FIXTag +tOrigOrdModTime = FIXTag + { tName = "OrigOrdModTime" + , tnum = 586 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tLegSettlmntTyp :: FIXTag +tLegSettlmntTyp = FIXTag + { tName = "LegSettlmntTyp" + , tnum = 587 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegFutSettDate :: FIXTag +tLegFutSettDate = FIXTag + { tName = "LegFutSettDate" + , tnum = 588 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tDayBookingInst :: FIXTag +tDayBookingInst = FIXTag + { tName = "DayBookingInst" + , tnum = 589 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBookingUnit :: FIXTag +tBookingUnit = FIXTag + { tName = "BookingUnit" + , tnum = 590 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPreallocMethod :: FIXTag +tPreallocMethod = FIXTag + { tName = "PreallocMethod" + , tnum = 591 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCountryOfIssue :: FIXTag +tUnderlyingCountryOfIssue = FIXTag + { tName = "UnderlyingCountryOfIssue" + , tnum = 592 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingStateOrProvinceOfIssue :: FIXTag +tUnderlyingStateOrProvinceOfIssue = FIXTag + { tName = "UnderlyingStateOrProvinceOfIssue" + , tnum = 593 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingLocaleOfIssue :: FIXTag +tUnderlyingLocaleOfIssue = FIXTag + { tName = "UnderlyingLocaleOfIssue" + , tnum = 594 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingInstrRegistry :: FIXTag +tUnderlyingInstrRegistry = FIXTag + { tName = "UnderlyingInstrRegistry" + , tnum = 595 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegCountryOfIssue :: FIXTag +tLegCountryOfIssue = FIXTag + { tName = "LegCountryOfIssue" + , tnum = 596 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegStateOrProvinceOfIssue :: FIXTag +tLegStateOrProvinceOfIssue = FIXTag + { tName = "LegStateOrProvinceOfIssue" + , tnum = 597 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegLocaleOfIssue :: FIXTag +tLegLocaleOfIssue = FIXTag + { tName = "LegLocaleOfIssue" + , tnum = 598 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegInstrRegistry :: FIXTag +tLegInstrRegistry = FIXTag + { tName = "LegInstrRegistry" + , tnum = 599 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSymbol :: FIXTag +tLegSymbol = FIXTag + { tName = "LegSymbol" + , tnum = 600 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSymbolSfx :: FIXTag +tLegSymbolSfx = FIXTag + { tName = "LegSymbolSfx" + , tnum = 601 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityID :: FIXTag +tLegSecurityID = FIXTag + { tName = "LegSecurityID" + , tnum = 602 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityIDSource :: FIXTag +tLegSecurityIDSource = FIXTag + { tName = "LegSecurityIDSource" + , tnum = 603 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoLegSecurityAltID :: FIXTag +tNoLegSecurityAltID = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = 604 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityAltID :: FIXTag +tLegSecurityAltID = FIXTag + { tName = "LegSecurityAltID" + , tnum = 605 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityAltIDSource :: FIXTag +tLegSecurityAltIDSource = FIXTag + { tName = "LegSecurityAltIDSource" + , tnum = 606 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegProduct :: FIXTag +tLegProduct = FIXTag + { tName = "LegProduct" + , tnum = 607 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegCFICode :: FIXTag +tLegCFICode = FIXTag + { tName = "LegCFICode" + , tnum = 608 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityType :: FIXTag +tLegSecurityType = FIXTag + { tName = "LegSecurityType" + , tnum = 609 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegMaturityMonthYear :: FIXTag +tLegMaturityMonthYear = FIXTag + { tName = "LegMaturityMonthYear" + , tnum = 610 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tLegMaturityDate :: FIXTag +tLegMaturityDate = FIXTag + { tName = "LegMaturityDate" + , tnum = 611 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegStrikePrice :: FIXTag +tLegStrikePrice = FIXTag + { tName = "LegStrikePrice" + , tnum = 612 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegOptAttribute :: FIXTag +tLegOptAttribute = FIXTag + { tName = "LegOptAttribute" + , tnum = 613 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegContractMultiplier :: FIXTag +tLegContractMultiplier = FIXTag + { tName = "LegContractMultiplier" + , tnum = 614 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegCouponRate :: FIXTag +tLegCouponRate = FIXTag + { tName = "LegCouponRate" + , tnum = 615 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegSecurityExchange :: FIXTag +tLegSecurityExchange = FIXTag + { tName = "LegSecurityExchange" + , tnum = 616 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegIssuer :: FIXTag +tLegIssuer = FIXTag + { tName = "LegIssuer" + , tnum = 617 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedLegIssuerLen :: FIXTag +tEncodedLegIssuerLen = FIXTag + { tName = "EncodedLegIssuerLen" + , tnum = 618 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedLegIssuer :: FIXTag +tEncodedLegIssuer = FIXTag + { tName = "EncodedLegIssuer" + , tnum = 619 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tLegSecurityDesc :: FIXTag +tLegSecurityDesc = FIXTag + { tName = "LegSecurityDesc" + , tnum = 620 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedLegSecurityDescLen :: FIXTag +tEncodedLegSecurityDescLen = FIXTag + { tName = "EncodedLegSecurityDescLen" + , tnum = 621 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedLegSecurityDesc :: FIXTag +tEncodedLegSecurityDesc = FIXTag + { tName = "EncodedLegSecurityDesc" + , tnum = 622 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tLegRatioQty :: FIXTag +tLegRatioQty = FIXTag + { tName = "LegRatioQty" + , tnum = 623 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegSide :: FIXTag +tLegSide = FIXTag + { tName = "LegSide" + , tnum = 624 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTradingSessionSubID :: FIXTag +tTradingSessionSubID = FIXTag + { tName = "TradingSessionSubID" + , tnum = 625 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocType :: FIXTag +tAllocType = FIXTag + { tName = "AllocType" + , tnum = 626 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoHops :: FIXTag +tNoHops = FIXTag + { tName = "NoHops" + , tnum = 627 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tHopCompID :: FIXTag +tHopCompID = FIXTag + { tName = "HopCompID" + , tnum = 628 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHopSendingTime :: FIXTag +tHopSendingTime = FIXTag + { tName = "HopSendingTime" + , tnum = 629 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tHopRefID :: FIXTag +tHopRefID = FIXTag + { tName = "HopRefID" + , tnum = 630 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMidPx :: FIXTag +tMidPx = FIXTag + { tName = "MidPx" + , tnum = 631 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidYield :: FIXTag +tBidYield = FIXTag + { tName = "BidYield" + , tnum = 632 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMidYield :: FIXTag +tMidYield = FIXTag + { tName = "MidYield" + , tnum = 633 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferYield :: FIXTag +tOfferYield = FIXTag + { tName = "OfferYield" + , tnum = 634 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tClearingFeeIndicator :: FIXTag +tClearingFeeIndicator = FIXTag + { tName = "ClearingFeeIndicator" + , tnum = 635 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tWorkingIndicator :: FIXTag +tWorkingIndicator = FIXTag + { tName = "WorkingIndicator" + , tnum = 636 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tLegLastPx :: FIXTag +tLegLastPx = FIXTag + { tName = "LegLastPx" + , tnum = 637 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPriorityIndicator :: FIXTag +tPriorityIndicator = FIXTag + { tName = "PriorityIndicator" + , tnum = 638 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriceImprovement :: FIXTag +tPriceImprovement = FIXTag + { tName = "PriceImprovement" + , tnum = 639 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPrice2 :: FIXTag +tPrice2 = FIXTag + { tName = "Price2" + , tnum = 640 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints2 :: FIXTag +tLastForwardPoints2 = FIXTag + { tName = "LastForwardPoints2" + , tnum = 641 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints2 :: FIXTag +tBidForwardPoints2 = FIXTag + { tName = "BidForwardPoints2" + , tnum = 642 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints2 :: FIXTag +tOfferForwardPoints2 = FIXTag + { tName = "OfferForwardPoints2" + , tnum = 643 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRFQReqID :: FIXTag +tRFQReqID = FIXTag + { tName = "RFQReqID" + , tnum = 644 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMktBidPx :: FIXTag +tMktBidPx = FIXTag + { tName = "MktBidPx" + , tnum = 645 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMktOfferPx :: FIXTag +tMktOfferPx = FIXTag + { tName = "MktOfferPx" + , tnum = 646 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinBidSize :: FIXTag +tMinBidSize = FIXTag + { tName = "MinBidSize" + , tnum = 647 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinOfferSize :: FIXTag +tMinOfferSize = FIXTag + { tName = "MinOfferSize" + , tnum = 648 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteStatusReqID :: FIXTag +tQuoteStatusReqID = FIXTag + { tName = "QuoteStatusReqID" + , tnum = 649 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegalConfirm :: FIXTag +tLegalConfirm = FIXTag + { tName = "LegalConfirm" + , tnum = 650 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tUnderlyingLastPx :: FIXTag +tUnderlyingLastPx = FIXTag + { tName = "UnderlyingLastPx" + , tnum = 651 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingLastQty :: FIXTag +tUnderlyingLastQty = FIXTag + { tName = "UnderlyingLastQty" + , tnum = 652 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSecDefStatus :: FIXTag +tSecDefStatus = FIXTag + { tName = "SecDefStatus" + , tnum = 653 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRefID :: FIXTag +tLegRefID = FIXTag + { tName = "LegRefID" + , tnum = 654 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tContraLegRefID :: FIXTag +tContraLegRefID = FIXTag + { tName = "ContraLegRefID" + , tnum = 655 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlCurrBidFxRate :: FIXTag +tSettlCurrBidFxRate = FIXTag + { tName = "SettlCurrBidFxRate" + , tnum = 656 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrOfferFxRate :: FIXTag +tSettlCurrOfferFxRate = FIXTag + { tName = "SettlCurrOfferFxRate" + , tnum = 657 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteRequestRejectReason :: FIXTag +tQuoteRequestRejectReason = FIXTag + { tName = "QuoteRequestRejectReason" + , tnum = 658 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideComplianceID :: FIXTag +tSideComplianceID = FIXTag + { tName = "SideComplianceID" + , tnum = 659 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +headerFIX43 :: FIXTags +headerFIX43 = + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tOnBehalfOfSendingTime) tOnBehalfOfSendingTime $ + LT.insert (tnum tNoHops) gNoHops'' LT.new + where + gNoHops'' = FIXTag + { tName = "NoHops" + , tnum = tnum tNoHops + , tparser = gNoHopsP'' + , arbitraryValue = arbibtraryFIXGroup gNoHopsSpec'' } + + gNoHopsP'' = groupP gNoHopsSpec'' + gNoHopsSpec'' = FGSpec + { gsLength = tNoHops + , gsSeperator = tHopCompID + , gsBody = gNoHopsBody'' } + where + gNoHopsBody'' = + LT.insert (tnum tHopSendingTime) tHopSendingTime $ + LT.insert (tnum tHopRefID) tHopRefID LT.new + + + +trailerFIX43 :: FIXTags +trailerFIX43 = + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tSignature) tSignature LT.new + + +mHeartbeat :: FIXMessageSpec +mHeartbeat = FMSpec + { msName = "Heartbeat" + , msType = C.pack "0" + , msHeader = headerFIX43 + , msBody = mHeartbeatBody + , msTrailer = trailerFIX43 } + where + mHeartbeatBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mTestRequest :: FIXMessageSpec +mTestRequest = FMSpec + { msName = "TestRequest" + , msType = C.pack "1" + , msHeader = headerFIX43 + , msBody = mTestRequestBody + , msTrailer = trailerFIX43 } + where + mTestRequestBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mResendRequest :: FIXMessageSpec +mResendRequest = FMSpec + { msName = "ResendRequest" + , msType = C.pack "2" + , msHeader = headerFIX43 + , msBody = mResendRequestBody + , msTrailer = trailerFIX43 } + where + mResendRequestBody = + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tEndSeqNo) tEndSeqNo LT.new + + +mReject :: FIXMessageSpec +mReject = FMSpec + { msName = "Reject" + , msType = C.pack "3" + , msHeader = headerFIX43 + , msBody = mRejectBody + , msTrailer = trailerFIX43 } + where + mRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mSequenceReset :: FIXMessageSpec +mSequenceReset = FMSpec + { msName = "SequenceReset" + , msType = C.pack "4" + , msHeader = headerFIX43 + , msBody = mSequenceResetBody + , msTrailer = trailerFIX43 } + where + mSequenceResetBody = + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNewSeqNo) tNewSeqNo LT.new + + +mLogout :: FIXMessageSpec +mLogout = FMSpec + { msName = "Logout" + , msType = C.pack "5" + , msHeader = headerFIX43 + , msBody = mLogoutBody + , msTrailer = trailerFIX43 } + where + mLogoutBody = + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mIOI :: FIXMessageSpec +mIOI = FMSpec + { msName = "IOI" + , msType = C.pack "6" + , msHeader = headerFIX43 + , msBody = mIOIBody + , msTrailer = trailerFIX43 } + where + mIOIBody = + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tIOIQty) tIOIQty $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tNoIOIQualifiers) gNoIOIQualifiers''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmark) tBenchmark LT.new + where + gNoIOIQualifiers''' = FIXTag + { tName = "NoIOIQualifiers" + , tnum = tnum tNoIOIQualifiers + , tparser = gNoIOIQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoIOIQualifiersSpec''' } + + gNoIOIQualifiersP''' = groupP gNoIOIQualifiersSpec''' + gNoIOIQualifiersSpec''' = FGSpec + { gsLength = tNoIOIQualifiers + , gsSeperator = tIOIQualifier + , gsBody = gNoIOIQualifiersBody''' } + where + gNoIOIQualifiersBody''' = + LT.new + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mAdvertisement :: FIXMessageSpec +mAdvertisement = FMSpec + { msName = "Advertisement" + , msType = C.pack "7" + , msHeader = headerFIX43 + , msBody = mAdvertisementBody + , msTrailer = trailerFIX43 } + where + mAdvertisementBody = + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mExecutionReport :: FIXMessageSpec +mExecutionReport = FMSpec + { msName = "ExecutionReport" + , msType = C.pack "8" + , msHeader = headerFIX43 + , msBody = mExecutionReportBody + , msTrailer = trailerFIX43 } + where + mExecutionReportBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tNoContraBrokers) gNoContraBrokers''' $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tUnderlyingLastQty) tUnderlyingLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tUnderlyingLastPx) tUnderlyingLastPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tTradedFlatSwitch) tTradedFlatSwitch $ + LT.insert (tnum tBasisFeatureDate) tBasisFeatureDate $ + LT.insert (tnum tBasisFeaturePrice) tBasisFeaturePrice $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tLastForwardPoints2) tLastForwardPoints2 $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tExecValuationPoint) tExecValuationPoint $ + LT.insert (tnum tExecPriceType) tExecPriceType $ + LT.insert (tnum tExecPriceAdjustment) tExecPriceAdjustment $ + LT.insert (tnum tPriorityIndicator) tPriorityIndicator $ + LT.insert (tnum tPriceImprovement) tPriceImprovement $ + LT.insert (tnum tNoContAmts) gNoContAmts''' $ + LT.insert (tnum tNoLegs) gNoLegs''' LT.new + where + gNoContAmts''' = FIXTag + { tName = "NoContAmts" + , tnum = tnum tNoContAmts + , tparser = gNoContAmtsP''' + , arbitraryValue = arbibtraryFIXGroup gNoContAmtsSpec''' } + + gNoContAmtsP''' = groupP gNoContAmtsSpec''' + gNoContAmtsSpec''' = FGSpec + { gsLength = tNoContAmts + , gsSeperator = tContAmtType + , gsBody = gNoContAmtsBody''' } + where + gNoContAmtsBody''' = + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr LT.new + + gNoContraBrokers''' = FIXTag + { tName = "NoContraBrokers" + , tnum = tnum tNoContraBrokers + , tparser = gNoContraBrokersP''' + , arbitraryValue = arbibtraryFIXGroup gNoContraBrokersSpec''' } + + gNoContraBrokersP''' = groupP gNoContraBrokersSpec''' + gNoContraBrokersSpec''' = FGSpec + { gsLength = tNoContraBrokers + , gsSeperator = tContraBroker + , gsBody = gNoContraBrokersBody''' } + where + gNoContraBrokersBody''' = + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime $ + LT.insert (tnum tContraLegRefID) tContraLegRefID LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlmntTyp) tLegSettlmntTyp $ + LT.insert (tnum tLegFutSettDate) tLegFutSettDate $ + LT.insert (tnum tLegLastPx) tLegLastPx LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + + +mOrderCancelReject :: FIXMessageSpec +mOrderCancelReject = FMSpec + { msName = "OrderCancelReject" + , msType = C.pack "9" + , msHeader = headerFIX43 + , msBody = mOrderCancelRejectBody + , msTrailer = trailerFIX43 } + where + mOrderCancelRejectBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mLogon :: FIXMessageSpec +mLogon = FMSpec + { msName = "Logon" + , msType = C.pack "A" + , msHeader = headerFIX43 + , msBody = mLogonBody + , msTrailer = trailerFIX43 } + where + mLogonBody = + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) gNoMsgTypes''' $ + LT.insert (tnum tTestMessageIndicator) tTestMessageIndicator $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tPassword) tPassword LT.new + where + gNoMsgTypes''' = FIXTag + { tName = "NoMsgTypes" + , tnum = tnum tNoMsgTypes + , tparser = gNoMsgTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMsgTypesSpec''' } + + gNoMsgTypesP''' = groupP gNoMsgTypesSpec''' + gNoMsgTypesSpec''' = FGSpec + { gsLength = tNoMsgTypes + , gsSeperator = tRefMsgType + , gsBody = gNoMsgTypesBody''' } + where + gNoMsgTypesBody''' = + LT.insert (tnum tMsgDirection) tMsgDirection LT.new + + + +mNews :: FIXMessageSpec +mNews = FMSpec + { msName = "News" + , msType = C.pack "B" + , msHeader = headerFIX43 + , msBody = mNewsBody + , msTrailer = trailerFIX43 } + where + mNewsBody = + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + + +mEmail :: FIXMessageSpec +mEmail = FMSpec + { msName = "Email" + , msType = C.pack "C" + , msHeader = headerFIX43 + , msBody = mEmailBody + , msTrailer = trailerFIX43 } + where + mEmailBody = + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tLinesOfText) gLinesOfText''' $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gLinesOfText''' = FIXTag + { tName = "LinesOfText" + , tnum = tnum tLinesOfText + , tparser = gLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gLinesOfTextSpec''' } + + gLinesOfTextP''' = groupP gLinesOfTextSpec''' + gLinesOfTextSpec''' = FGSpec + { gsLength = tLinesOfText + , gsSeperator = tText + , gsBody = gLinesOfTextBody''' } + where + gLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + + +mNewOrderSingle :: FIXMessageSpec +mNewOrderSingle = FMSpec + { msName = "NewOrderSingle" + , msType = C.pack "D" + , msHeader = headerFIX43 + , msBody = mNewOrderSingleBody + , msTrailer = trailerFIX43 } + where + mNewOrderSingleBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mNewOrderList :: FIXMessageSpec +mNewOrderList = FMSpec + { msName = "NewOrderList" + , msType = C.pack "E" + , msHeader = headerFIX43 + , msBody = mNewOrderListBody + , msTrailer = trailerFIX43 } + where + mNewOrderListBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions'''''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions'''''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec'''''' } + + gNoTradingSessionsP'''''' = groupP gNoTradingSessionsSpec'''''' + gNoTradingSessionsSpec'''''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody'''''' } + where + gNoTradingSessionsBody'''''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + + +mOrderCancelRequest :: FIXMessageSpec +mOrderCancelRequest = FMSpec + { msName = "OrderCancelRequest" + , msType = C.pack "F" + , msHeader = headerFIX43 + , msBody = mOrderCancelRequestBody + , msTrailer = trailerFIX43 } + where + mOrderCancelRequestBody = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mOrderCancelReplaceRequest :: FIXMessageSpec +mOrderCancelReplaceRequest = FMSpec + { msName = "OrderCancelReplaceRequest" + , msType = C.pack "G" + , msHeader = headerFIX43 + , msBody = mOrderCancelReplaceRequestBody + , msTrailer = trailerFIX43 } + where + mOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mOrderStatusRequest :: FIXMessageSpec +mOrderStatusRequest = FMSpec + { msName = "OrderStatusRequest" + , msType = C.pack "H" + , msHeader = headerFIX43 + , msBody = mOrderStatusRequestBody + , msTrailer = trailerFIX43 } + where + mOrderStatusRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mAllocation :: FIXMessageSpec +mAllocation = FMSpec + { msName = "Allocation" + , msType = C.pack "J" + , msHeader = headerFIX43 + , msBody = mAllocationBody + , msTrailer = trailerFIX43 } + where + mAllocationBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tAllocType) tAllocType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tBookingRefID) tBookingRefID $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tTotalAccruedInterestAmt) tTotalAccruedInterestAmt $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' LT.new + where + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tLastQty + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastCapacity) tLastCapacity LT.new + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mListCancelRequest :: FIXMessageSpec +mListCancelRequest = FMSpec + { msName = "ListCancelRequest" + , msType = C.pack "K" + , msHeader = headerFIX43 + , msBody = mListCancelRequestBody + , msTrailer = trailerFIX43 } + where + mListCancelRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListExecute :: FIXMessageSpec +mListExecute = FMSpec + { msName = "ListExecute" + , msType = C.pack "L" + , msHeader = headerFIX43 + , msBody = mListExecuteBody + , msTrailer = trailerFIX43 } + where + mListExecuteBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatusRequest :: FIXMessageSpec +mListStatusRequest = FMSpec + { msName = "ListStatusRequest" + , msType = C.pack "M" + , msHeader = headerFIX43 + , msBody = mListStatusRequestBody + , msTrailer = trailerFIX43 } + where + mListStatusRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatus :: FIXMessageSpec +mListStatus = FMSpec + { msName = "ListStatus" + , msType = C.pack "N" + , msHeader = headerFIX43 + , msBody = mListStatusBody + , msTrailer = trailerFIX43 } + where + mListStatusBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mAllocationAck :: FIXMessageSpec +mAllocationAck = FMSpec + { msName = "AllocationAck" + , msType = C.pack "P" + , msHeader = headerFIX43 + , msBody = mAllocationAckBody + , msTrailer = trailerFIX43 } + where + mAllocationAckBody = + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tLegalConfirm) tLegalConfirm LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + +mDontKnowTrade :: FIXMessageSpec +mDontKnowTrade = FMSpec + { msName = "DontKnowTrade" + , msType = C.pack "Q" + , msHeader = headerFIX43 + , msBody = mDontKnowTradeBody + , msTrailer = trailerFIX43 } + where + mDontKnowTradeBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mQuoteRequest :: FIXMessageSpec +mQuoteRequest = FMSpec + { msName = "QuoteRequest" + , msType = C.pack "R" + , msHeader = headerFIX43 + , msBody = mQuoteRequestBody + , msTrailer = trailerFIX43 } + where + mQuoteRequestBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + + + +mQuote :: FIXMessageSpec +mQuote = FMSpec + { msName = "Quote" + , msType = C.pack "S" + , msHeader = headerFIX43 + , msBody = mQuoteBody + , msTrailer = trailerFIX43 } + where + mQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mSettlementInstructions :: FIXMessageSpec +mSettlementInstructions = FMSpec + { msName = "SettlementInstructions" + , msType = C.pack "T" + , msHeader = headerFIX43 + , msBody = mSettlementInstructionsBody + , msTrailer = trailerFIX43 } + where + mSettlementInstructionsBody = + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone $ + LT.insert (tnum tPaymentMethod) tPaymentMethod $ + LT.insert (tnum tPaymentRef) tPaymentRef $ + LT.insert (tnum tCardHolderName) tCardHolderName $ + LT.insert (tnum tCardNumber) tCardNumber $ + LT.insert (tnum tCardStartDate) tCardStartDate $ + LT.insert (tnum tCardExpDate) tCardExpDate $ + LT.insert (tnum tCardIssNo) tCardIssNo $ + LT.insert (tnum tPaymentDate) tPaymentDate $ + LT.insert (tnum tPaymentRemitterID) tPaymentRemitterID LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + +mMarketDataRequest :: FIXMessageSpec +mMarketDataRequest = FMSpec + { msName = "MarketDataRequest" + , msType = C.pack "V" + , msHeader = headerFIX43 + , msBody = mMarketDataRequestBody + , msTrailer = trailerFIX43 } + where + mMarketDataRequestBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tMDImplicitDelete) tMDImplicitDelete $ + LT.insert (tnum tNoMDEntryTypes) gNoMDEntryTypes''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' LT.new + where + gNoMDEntryTypes''' = FIXTag + { tName = "NoMDEntryTypes" + , tnum = tnum tNoMDEntryTypes + , tparser = gNoMDEntryTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntryTypesSpec''' } + + gNoMDEntryTypesP''' = groupP gNoMDEntryTypesSpec''' + gNoMDEntryTypesSpec''' = FGSpec + { gsLength = tNoMDEntryTypes + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntryTypesBody''' } + where + gNoMDEntryTypesBody''' = + LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mMarketDataSnapshotFullRefresh :: FIXMessageSpec +mMarketDataSnapshotFullRefresh = FMSpec + { msName = "MarketDataSnapshotFullRefresh" + , msType = C.pack "W" + , msHeader = headerFIX43 + , msBody = mMarketDataSnapshotFullRefreshBody + , msTrailer = trailerFIX43 } + where + mMarketDataSnapshotFullRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tTotalVolumeTradedDate) tTotalVolumeTradedDate $ + LT.insert (tnum tTotalVolumeTradedTime) tTotalVolumeTradedTime $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' LT.new + where + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mMarketDataIncrementalRefresh :: FIXMessageSpec +mMarketDataIncrementalRefresh = FMSpec + { msName = "MarketDataIncrementalRefresh" + , msType = C.pack "X" + , msHeader = headerFIX43 + , msBody = mMarketDataIncrementalRefreshBody + , msTrailer = trailerFIX43 } + where + mMarketDataIncrementalRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' LT.new + where + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDUpdateAction + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tTotalVolumeTradedDate) tTotalVolumeTradedDate $ + LT.insert (tnum tTotalVolumeTradedTime) tTotalVolumeTradedTime $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + + +mMarketDataRequestReject :: FIXMessageSpec +mMarketDataRequestReject = FMSpec + { msName = "MarketDataRequestReject" + , msType = C.pack "Y" + , msHeader = headerFIX43 + , msBody = mMarketDataRequestRejectBody + , msTrailer = trailerFIX43 } + where + mMarketDataRequestRejectBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mQuoteCancel :: FIXMessageSpec +mQuoteCancel = FMSpec + { msName = "QuoteCancel" + , msType = C.pack "Z" + , msHeader = headerFIX43 + , msBody = mQuoteCancelBody + , msTrailer = trailerFIX43 } + where + mQuoteCancelBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoQuoteEntries''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec''' } + + gNoQuoteEntriesP''' = groupP gNoQuoteEntriesSpec''' + gNoQuoteEntriesSpec''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tSymbol + , gsBody = gNoQuoteEntriesBody''' } + where + gNoQuoteEntriesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + + +mQuoteStatusRequest :: FIXMessageSpec +mQuoteStatusRequest = FMSpec + { msName = "QuoteStatusRequest" + , msType = C.pack "a" + , msHeader = headerFIX43 + , msBody = mQuoteStatusRequestBody + , msTrailer = trailerFIX43 } + where + mQuoteStatusRequestBody = + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mMassQuoteAcknowledgement :: FIXMessageSpec +mMassQuoteAcknowledgement = FMSpec + { msName = "MassQuoteAcknowledgement" + , msType = C.pack "b" + , msHeader = headerFIX43 + , msBody = mMassQuoteAcknowledgementBody + , msTrailer = trailerFIX43 } + where + mMassQuoteAcknowledgementBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteStatus) tQuoteStatus $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''''''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason LT.new + where + gNoSecurityAltID''''''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''''''''' } + + gNoSecurityAltIDP''''''''' = groupP gNoSecurityAltIDSpec''''''''' + gNoSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''''''''' } + where + gNoSecurityAltIDBody''''''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + + +mSecurityDefinitionRequest :: FIXMessageSpec +mSecurityDefinitionRequest = FMSpec + { msName = "SecurityDefinitionRequest" + , msType = C.pack "c" + , msHeader = headerFIX43 + , msBody = mSecurityDefinitionRequestBody + , msTrailer = trailerFIX43 } + where + mSecurityDefinitionRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mSecurityDefinition :: FIXMessageSpec +mSecurityDefinition = FMSpec + { msName = "SecurityDefinition" + , msType = C.pack "d" + , msHeader = headerFIX43 + , msBody = mSecurityDefinitionBody + , msTrailer = trailerFIX43 } + where + mSecurityDefinitionBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol LT.new + where + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mSecurityStatusRequest :: FIXMessageSpec +mSecurityStatusRequest = FMSpec + { msName = "SecurityStatusRequest" + , msType = C.pack "e" + , msHeader = headerFIX43 + , msBody = mSecurityStatusRequestBody + , msTrailer = trailerFIX43 } + where + mSecurityStatusRequestBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mSecurityStatus :: FIXMessageSpec +mSecurityStatus = FMSpec + { msName = "SecurityStatus" + , msType = C.pack "f" + , msHeader = headerFIX43 + , msBody = mSecurityStatusBody + , msTrailer = trailerFIX43 } + where + mSecurityStatusBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAdjustment) tAdjustment $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mTradingSessionStatusRequest :: FIXMessageSpec +mTradingSessionStatusRequest = FMSpec + { msName = "TradingSessionStatusRequest" + , msType = C.pack "g" + , msHeader = headerFIX43 + , msBody = mTradingSessionStatusRequestBody + , msTrailer = trailerFIX43 } + where + mTradingSessionStatusRequestBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + + +mTradingSessionStatus :: FIXMessageSpec +mTradingSessionStatus = FMSpec + { msName = "TradingSessionStatus" + , msType = C.pack "h" + , msHeader = headerFIX43 + , msBody = mTradingSessionStatusBody + , msTrailer = trailerFIX43 } + where + mTradingSessionStatusBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStatusRejReason) tTradSesStatusRejReason $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mMassQuote :: FIXMessageSpec +mMassQuote = FMSpec + { msName = "MassQuote" + , msType = C.pack "i" + , msHeader = headerFIX43 + , msBody = mMassQuoteBody + , msTrailer = trailerFIX43 } + where + mMassQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''''''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency LT.new + where + gNoSecurityAltID''''''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''''''''' } + + gNoSecurityAltIDP''''''''' = groupP gNoSecurityAltIDSpec''''''''' + gNoSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''''''''' } + where + gNoSecurityAltIDBody''''''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + + +mBusinessMessageReject :: FIXMessageSpec +mBusinessMessageReject = FMSpec + { msName = "BusinessMessageReject" + , msType = C.pack "j" + , msHeader = headerFIX43 + , msBody = mBusinessMessageRejectBody + , msTrailer = trailerFIX43 } + where + mBusinessMessageRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mBidRequest :: FIXMessageSpec +mBidRequest = FMSpec + { msName = "BidRequest" + , msType = C.pack "k" + , msHeader = headerFIX43 + , msBody = mBidRequestBody + , msTrailer = trailerFIX43 } + where + mBidRequestBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) gNoBidDescriptors''' $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTradeType) tTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tListID + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tAccount) tAccount LT.new + + gNoBidDescriptors''' = FIXTag + { tName = "NoBidDescriptors" + , tnum = tnum tNoBidDescriptors + , tparser = gNoBidDescriptorsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidDescriptorsSpec''' } + + gNoBidDescriptorsP''' = groupP gNoBidDescriptorsSpec''' + gNoBidDescriptorsSpec''' = FGSpec + { gsLength = tNoBidDescriptors + , gsSeperator = tBidDescriptorType + , gsBody = gNoBidDescriptorsBody''' } + where + gNoBidDescriptorsBody''' = + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures LT.new + + + +mBidResponse :: FIXMessageSpec +mBidResponse = FMSpec + { msName = "BidResponse" + , msType = C.pack "l" + , msHeader = headerFIX43 + , msBody = mBidResponseBody + , msTrailer = trailerFIX43 } + where + mBidResponseBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tCommission + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mListStrikePrice :: FIXMessageSpec +mListStrikePrice = FMSpec + { msName = "ListStrikePrice" + , msType = C.pack "m" + , msHeader = headerFIX43 + , msBody = mListStrikePriceBody + , msTrailer = trailerFIX43 } + where + mListStrikePriceBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tNoStrikes) gNoStrikes''' LT.new + where + gNoStrikes''' = FIXTag + { tName = "NoStrikes" + , tnum = tnum tNoStrikes + , tparser = gNoStrikesP''' + , arbitraryValue = arbibtraryFIXGroup gNoStrikesSpec''' } + + gNoStrikesP''' = groupP gNoStrikesSpec''' + gNoStrikesSpec''' = FGSpec + { gsLength = tNoStrikes + , gsSeperator = tSymbol + , gsBody = gNoStrikesBody''' } + where + gNoStrikesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + + +mRegistrationInstructions :: FIXMessageSpec +mRegistrationInstructions = FMSpec + { msName = "RegistrationInstructions" + , msType = C.pack "o" + , msHeader = headerFIX43 + , msBody = mRegistrationInstructionsBody + , msTrailer = trailerFIX43 } + where + mRegistrationInstructionsBody = + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tRegistAcctType) tRegistAcctType $ + LT.insert (tnum tTaxAdvantageType) tTaxAdvantageType $ + LT.insert (tnum tOwnershipType) tOwnershipType $ + LT.insert (tnum tNoRegistDtls) gNoRegistDtls''' $ + LT.insert (tnum tNoDistribInsts) gNoDistribInsts''' LT.new + where + gNoDistribInsts''' = FIXTag + { tName = "NoDistribInsts" + , tnum = tnum tNoDistribInsts + , tparser = gNoDistribInstsP''' + , arbitraryValue = arbibtraryFIXGroup gNoDistribInstsSpec''' } + + gNoDistribInstsP''' = groupP gNoDistribInstsSpec''' + gNoDistribInstsSpec''' = FGSpec + { gsLength = tNoDistribInsts + , gsSeperator = tDistribPaymentMethod + , gsBody = gNoDistribInstsBody''' } + where + gNoDistribInstsBody''' = + LT.insert (tnum tDistribPercentage) tDistribPercentage $ + LT.insert (tnum tCashDistribCurr) tCashDistribCurr $ + LT.insert (tnum tCashDistribAgentName) tCashDistribAgentName $ + LT.insert (tnum tCashDistribAgentCode) tCashDistribAgentCode $ + LT.insert (tnum tCashDistribAgentAcctNumber) tCashDistribAgentAcctNumber $ + LT.insert (tnum tCashDistribPayRef) tCashDistribPayRef LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoRegistDtls''' = FIXTag + { tName = "NoRegistDtls" + , tnum = tnum tNoRegistDtls + , tparser = gNoRegistDtlsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRegistDtlsSpec''' } + + gNoRegistDtlsP''' = groupP gNoRegistDtlsSpec''' + gNoRegistDtlsSpec''' = FGSpec + { gsLength = tNoRegistDtls + , gsSeperator = tRegistDetls + , gsBody = gNoRegistDtlsBody''' } + where + gNoRegistDtlsBody''' = + LT.insert (tnum tRegistEmail) tRegistEmail $ + LT.insert (tnum tMailingDtls) tMailingDtls $ + LT.insert (tnum tMailingInst) tMailingInst $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tOwnerType) tOwnerType $ + LT.insert (tnum tDateOfBirth) tDateOfBirth $ + LT.insert (tnum tInvestorCountryOfResidence) tInvestorCountryOfResidence LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + + +mRegistrationInstructionsResponse :: FIXMessageSpec +mRegistrationInstructionsResponse = FMSpec + { msName = "RegistrationInstructionsResponse" + , msType = C.pack "p" + , msHeader = headerFIX43 + , msBody = mRegistrationInstructionsResponseBody + , msTrailer = trailerFIX43 } + where + mRegistrationInstructionsResponseBody = + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tRegistStatus) tRegistStatus $ + LT.insert (tnum tRegistRejReasonCode) tRegistRejReasonCode $ + LT.insert (tnum tRegistRejReasonText) tRegistRejReasonText LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + +mOrderMassCancelRequest :: FIXMessageSpec +mOrderMassCancelRequest = FMSpec + { msName = "OrderMassCancelRequest" + , msType = C.pack "q" + , msHeader = headerFIX43 + , msBody = mOrderMassCancelRequestBody + , msTrailer = trailerFIX43 } + where + mOrderMassCancelRequestBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + +mOrderMassCancelReport :: FIXMessageSpec +mOrderMassCancelReport = FMSpec + { msName = "OrderMassCancelReport" + , msType = C.pack "r" + , msHeader = headerFIX43 + , msBody = mOrderMassCancelReportBody + , msTrailer = trailerFIX43 } + where + mOrderMassCancelReportBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tMassCancelResponse) tMassCancelResponse $ + LT.insert (tnum tMassCancelRejectReason) tMassCancelRejectReason $ + LT.insert (tnum tTotalAffectedOrders) tTotalAffectedOrders $ + LT.insert (tnum tNoAffectedOrders) gNoAffectedOrders''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoAffectedOrders''' = FIXTag + { tName = "NoAffectedOrders" + , tnum = tnum tNoAffectedOrders + , tparser = gNoAffectedOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoAffectedOrdersSpec''' } + + gNoAffectedOrdersP''' = groupP gNoAffectedOrdersSpec''' + gNoAffectedOrdersSpec''' = FGSpec + { gsLength = tNoAffectedOrders + , gsSeperator = tOrigClOrdID + , gsBody = gNoAffectedOrdersBody''' } + where + gNoAffectedOrdersBody''' = + LT.insert (tnum tAffectedOrderID) tAffectedOrderID $ + LT.insert (tnum tAffectedSecondaryOrderID) tAffectedSecondaryOrderID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + +mNewOrderCross :: FIXMessageSpec +mNewOrderCross = FMSpec + { msName = "NewOrderCross" + , msType = C.pack "s" + , msHeader = headerFIX43 + , msBody = mNewOrderCrossBody + , msTrailer = trailerFIX43 } + where + mNewOrderCrossBody = + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tSideComplianceID) tSideComplianceID LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mCrossOrderCancelRequest :: FIXMessageSpec +mCrossOrderCancelRequest = FMSpec + { msName = "CrossOrderCancelRequest" + , msType = C.pack "u" + , msHeader = headerFIX43 + , msBody = mCrossOrderCancelRequestBody + , msTrailer = trailerFIX43 } + where + mCrossOrderCancelRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tTransactTime) tTransactTime LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + + +mCrossOrderCancelReplaceRequest :: FIXMessageSpec +mCrossOrderCancelReplaceRequest = FMSpec + { msName = "CrossOrderCancelReplaceRequest" + , msType = C.pack "t" + , msHeader = headerFIX43 + , msBody = mCrossOrderCancelReplaceRequestBody + , msTrailer = trailerFIX43 } + where + mCrossOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tSideComplianceID) tSideComplianceID LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mSecurityTypeRequest :: FIXMessageSpec +mSecurityTypeRequest = FMSpec + { msName = "SecurityTypeRequest" + , msType = C.pack "v" + , msHeader = headerFIX43 + , msBody = mSecurityTypeRequestBody + , msTrailer = trailerFIX43 } + where + mSecurityTypeRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + +mSecurityTypes :: FIXMessageSpec +mSecurityTypes = FMSpec + { msName = "SecurityTypes" + , msType = C.pack "w" + , msHeader = headerFIX43 + , msBody = mSecurityTypesBody + , msTrailer = trailerFIX43 } + where + mSecurityTypesBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tTotalNumSecurityTypes) tTotalNumSecurityTypes $ + LT.insert (tnum tNoSecurityTypes) gNoSecurityTypes''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoSecurityTypes''' = FIXTag + { tName = "NoSecurityTypes" + , tnum = tnum tNoSecurityTypes + , tparser = gNoSecurityTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityTypesSpec''' } + + gNoSecurityTypesP''' = groupP gNoSecurityTypesSpec''' + gNoSecurityTypesSpec''' = FGSpec + { gsLength = tNoSecurityTypes + , gsSeperator = tSecurityType + , gsBody = gNoSecurityTypesBody''' } + where + gNoSecurityTypesBody''' = + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode LT.new + + + +mSecurityListRequest :: FIXMessageSpec +mSecurityListRequest = FMSpec + { msName = "SecurityListRequest" + , msType = C.pack "x" + , msHeader = headerFIX43 + , msBody = mSecurityListRequestBody + , msTrailer = trailerFIX43 } + where + mSecurityListRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mSecurityList :: FIXMessageSpec +mSecurityList = FMSpec + { msName = "SecurityList" + , msType = C.pack "y" + , msHeader = headerFIX43 + , msBody = mSecurityListBody + , msTrailer = trailerFIX43 } + where + mSecurityListBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + + +mDerivativeSecurityListRequest :: FIXMessageSpec +mDerivativeSecurityListRequest = FMSpec + { msName = "DerivativeSecurityListRequest" + , msType = C.pack "z" + , msHeader = headerFIX43 + , msBody = mDerivativeSecurityListRequestBody + , msTrailer = trailerFIX43 } + where + mDerivativeSecurityListRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + +mDerivativeSecurityList :: FIXMessageSpec +mDerivativeSecurityList = FMSpec + { msName = "DerivativeSecurityList" + , msType = C.pack "AA" + , msHeader = headerFIX43 + , msBody = mDerivativeSecurityListBody + , msTrailer = trailerFIX43 } + where + mDerivativeSecurityListBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + +mNewOrderMultileg :: FIXMessageSpec +mNewOrderMultileg = FMSpec + { msName = "NewOrderMultileg" + , msType = C.pack "AB" + , msHeader = headerFIX43 + , msBody = mNewOrderMultilegBody + , msTrailer = trailerFIX43 } + where + mNewOrderMultilegBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlmntTyp) tLegSettlmntTyp $ + LT.insert (tnum tLegFutSettDate) tLegFutSettDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mMultilegOrderCancelReplaceRequest :: FIXMessageSpec +mMultilegOrderCancelReplaceRequest = FMSpec + { msName = "MultilegOrderCancelReplaceRequest" + , msType = C.pack "AC" + , msHeader = headerFIX43 + , msBody = mMultilegOrderCancelReplaceRequestBody + , msTrailer = trailerFIX43 } + where + mMultilegOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq $ + LT.insert (tnum tNetMoney) tNetMoney LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlmntTyp) tLegSettlmntTyp $ + LT.insert (tnum tLegFutSettDate) tLegFutSettDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + + +mTradeCaptureReportRequest :: FIXMessageSpec +mTradeCaptureReportRequest = FMSpec + { msName = "TradeCaptureReportRequest" + , msType = C.pack "AD" + , msHeader = headerFIX43 + , msBody = mTradeCaptureReportRequestBody + , msTrailer = trailerFIX43 } + where + mTradeCaptureReportRequestBody = + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTradeRequestType) tTradeRequestType $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tNoDates) gNoDates''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice LT.new + where + gNoDates''' = FIXTag + { tName = "NoDates" + , tnum = tnum tNoDates + , tparser = gNoDatesP''' + , arbitraryValue = arbibtraryFIXGroup gNoDatesSpec''' } + + gNoDatesP''' = groupP gNoDatesSpec''' + gNoDatesSpec''' = FGSpec + { gsLength = tNoDates + , gsSeperator = tTradeDate + , gsBody = gNoDatesBody''' } + where + gNoDatesBody''' = + LT.insert (tnum tTransactTime) tTransactTime LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +mTradeCaptureReport :: FIXMessageSpec +mTradeCaptureReport = FMSpec + { msName = "TradeCaptureReport" + , msType = C.pack "AE" + , msHeader = headerFIX43 + , msBody = mTradeCaptureReportBody + , msTrailer = trailerFIX43 } + where + mTradeCaptureReportBody = + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tTradeReportTransType) tTradeReportTransType $ + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tTradeReportRefID) tTradeReportRefID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tNoSides) gNoSides''' LT.new + where + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tOddLot) tOddLot $ + LT.insert (tnum tNoClearingInstructions) gNoClearingInstructions'''''' $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tNoContAmts) gNoContAmts'''''' $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' LT.new + where + gNoClearingInstructions'''''' = FIXTag + { tName = "NoClearingInstructions" + , tnum = tnum tNoClearingInstructions + , tparser = gNoClearingInstructionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoClearingInstructionsSpec'''''' } + + gNoClearingInstructionsP'''''' = groupP gNoClearingInstructionsSpec'''''' + gNoClearingInstructionsSpec'''''' = FGSpec + { gsLength = tNoClearingInstructions + , gsSeperator = tClearingInstruction + , gsBody = gNoClearingInstructionsBody'''''' } + where + gNoClearingInstructionsBody'''''' = + LT.new + + gNoContAmts'''''' = FIXTag + { tName = "NoContAmts" + , tnum = tnum tNoContAmts + , tparser = gNoContAmtsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoContAmtsSpec'''''' } + + gNoContAmtsP'''''' = groupP gNoContAmtsSpec'''''' + gNoContAmtsSpec'''''' = FGSpec + { gsLength = tNoContAmts + , gsSeperator = tContAmtType + , gsBody = gNoContAmtsBody'''''' } + where + gNoContAmtsBody'''''' = + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr LT.new + + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType LT.new + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + + + +mOrderMassStatusRequest :: FIXMessageSpec +mOrderMassStatusRequest = FMSpec + { msName = "OrderMassStatusRequest" + , msType = C.pack "AF" + , msHeader = headerFIX43 + , msBody = mOrderMassStatusRequestBody + , msTrailer = trailerFIX43 } + where + mOrderMassStatusRequestBody = + LT.insert (tnum tMassStatusReqID) tMassStatusReqID $ + LT.insert (tnum tMassStatusReqType) tMassStatusReqType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tSide) tSide LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + + +mQuoteRequestReject :: FIXMessageSpec +mQuoteRequestReject = FMSpec + { msName = "QuoteRequestReject" + , msType = C.pack "AG" + , msHeader = headerFIX43 + , msBody = mQuoteRequestRejectBody + , msTrailer = trailerFIX43 } + where + mQuoteRequestRejectBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tQuoteRequestRejectReason) tQuoteRequestRejectReason $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + + + +mRFQRequest :: FIXMessageSpec +mRFQRequest = FMSpec + { msName = "RFQRequest" + , msType = C.pack "AH" + , msHeader = headerFIX43 + , msBody = mRFQRequestBody + , msTrailer = trailerFIX43 } + where + mRFQRequestBody = + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + + +mQuoteStatusReport :: FIXMessageSpec +mQuoteStatusReport = FMSpec + { msName = "QuoteStatusReport" + , msType = C.pack "AI" + , msHeader = headerFIX43 + , msBody = mQuoteStatusReportBody + , msTrailer = trailerFIX43 } + where + mQuoteStatusReportBody = + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tQuoteStatus) tQuoteStatus LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tPartySubID) tPartySubID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + +fix43 :: FIXSpec +fix43 = FSpec + { fsVersion = "FIX.4.3" + , fsHeader = headerFIX43 + , fsTrailer = trailerFIX43 + , fsMessages = fix43Messages + , fsTags = fix43Tags } + where + fix43Messages = + LT.insert (msType mHeartbeat) mHeartbeat $ + LT.insert (msType mTestRequest) mTestRequest $ + LT.insert (msType mResendRequest) mResendRequest $ + LT.insert (msType mReject) mReject $ + LT.insert (msType mSequenceReset) mSequenceReset $ + LT.insert (msType mLogout) mLogout $ + LT.insert (msType mIOI) mIOI $ + LT.insert (msType mAdvertisement) mAdvertisement $ + LT.insert (msType mExecutionReport) mExecutionReport $ + LT.insert (msType mOrderCancelReject) mOrderCancelReject $ + LT.insert (msType mLogon) mLogon $ + LT.insert (msType mNews) mNews $ + LT.insert (msType mEmail) mEmail $ + LT.insert (msType mNewOrderSingle) mNewOrderSingle $ + LT.insert (msType mNewOrderList) mNewOrderList $ + LT.insert (msType mOrderCancelRequest) mOrderCancelRequest $ + LT.insert (msType mOrderCancelReplaceRequest) mOrderCancelReplaceRequest $ + LT.insert (msType mOrderStatusRequest) mOrderStatusRequest $ + LT.insert (msType mAllocation) mAllocation $ + LT.insert (msType mListCancelRequest) mListCancelRequest $ + LT.insert (msType mListExecute) mListExecute $ + LT.insert (msType mListStatusRequest) mListStatusRequest $ + LT.insert (msType mListStatus) mListStatus $ + LT.insert (msType mAllocationAck) mAllocationAck $ + LT.insert (msType mDontKnowTrade) mDontKnowTrade $ + LT.insert (msType mQuoteRequest) mQuoteRequest $ + LT.insert (msType mQuote) mQuote $ + LT.insert (msType mSettlementInstructions) mSettlementInstructions $ + LT.insert (msType mMarketDataRequest) mMarketDataRequest $ + LT.insert (msType mMarketDataSnapshotFullRefresh) mMarketDataSnapshotFullRefresh $ + LT.insert (msType mMarketDataIncrementalRefresh) mMarketDataIncrementalRefresh $ + LT.insert (msType mMarketDataRequestReject) mMarketDataRequestReject $ + LT.insert (msType mQuoteCancel) mQuoteCancel $ + LT.insert (msType mQuoteStatusRequest) mQuoteStatusRequest $ + LT.insert (msType mMassQuoteAcknowledgement) mMassQuoteAcknowledgement $ + LT.insert (msType mSecurityDefinitionRequest) mSecurityDefinitionRequest $ + LT.insert (msType mSecurityDefinition) mSecurityDefinition $ + LT.insert (msType mSecurityStatusRequest) mSecurityStatusRequest $ + LT.insert (msType mSecurityStatus) mSecurityStatus $ + LT.insert (msType mTradingSessionStatusRequest) mTradingSessionStatusRequest $ + LT.insert (msType mTradingSessionStatus) mTradingSessionStatus $ + LT.insert (msType mMassQuote) mMassQuote $ + LT.insert (msType mBusinessMessageReject) mBusinessMessageReject $ + LT.insert (msType mBidRequest) mBidRequest $ + LT.insert (msType mBidResponse) mBidResponse $ + LT.insert (msType mListStrikePrice) mListStrikePrice $ + LT.insert (msType mRegistrationInstructions) mRegistrationInstructions $ + LT.insert (msType mRegistrationInstructionsResponse) mRegistrationInstructionsResponse $ + LT.insert (msType mOrderMassCancelRequest) mOrderMassCancelRequest $ + LT.insert (msType mOrderMassCancelReport) mOrderMassCancelReport $ + LT.insert (msType mNewOrderCross) mNewOrderCross $ + LT.insert (msType mCrossOrderCancelRequest) mCrossOrderCancelRequest $ + LT.insert (msType mCrossOrderCancelReplaceRequest) mCrossOrderCancelReplaceRequest $ + LT.insert (msType mSecurityTypeRequest) mSecurityTypeRequest $ + LT.insert (msType mSecurityTypes) mSecurityTypes $ + LT.insert (msType mSecurityListRequest) mSecurityListRequest $ + LT.insert (msType mSecurityList) mSecurityList $ + LT.insert (msType mDerivativeSecurityListRequest) mDerivativeSecurityListRequest $ + LT.insert (msType mDerivativeSecurityList) mDerivativeSecurityList $ + LT.insert (msType mNewOrderMultileg) mNewOrderMultileg $ + LT.insert (msType mMultilegOrderCancelReplaceRequest) mMultilegOrderCancelReplaceRequest $ + LT.insert (msType mTradeCaptureReportRequest) mTradeCaptureReportRequest $ + LT.insert (msType mTradeCaptureReport) mTradeCaptureReport $ + LT.insert (msType mOrderMassStatusRequest) mOrderMassStatusRequest $ + LT.insert (msType mQuoteRequestReject) mQuoteRequestReject $ + LT.insert (msType mRFQRequest) mRFQRequest $ + LT.insert (msType mQuoteStatusReport) mQuoteStatusReport LT.new + fix43Tags = + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tBeginString) tBeginString $ + LT.insert (tnum tBodyLength) tBodyLength $ + LT.insert (tnum tCheckSum) tCheckSum $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tEndSeqNo) tEndSeqNo $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tIOIid) tIOIid $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tIOIQty) tIOIQty $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tLinesOfText) tLinesOfText $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tMsgType) tMsgType $ + LT.insert (tnum tNewSeqNo) tNewSeqNo $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSendingDate) tSendingDate $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tSettlmntTyp) tSettlmntTyp $ + LT.insert (tnum tFutSettDate) tFutSettDate $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) tNoOrders $ + LT.insert (tnum tAvgPrxPrecision) tAvgPrxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tNoAllocs) tNoAllocs $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tNoDlvyInst) tNoDlvyInst $ + LT.insert (tnum tDlvyInst) tDlvyInst $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tSignature) tSignature $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tTestReqID) tTestReqID $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNoExecs) tNoExecs $ + LT.insert (tnum tCxlType) tCxlType $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tNoMiscFees) tNoMiscFees $ + LT.insert (tnum tMiscFeeAmt) tMiscFeeAmt $ + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tNoRelatedSym) tNoRelatedSym $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tFutSettDate2) tFutSettDate2 $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tNoIOIQualifiers) tNoIOIQualifiers $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegDifference) tPegDifference $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tNoRoutingIDs) tNoRoutingIDs $ + LT.insert (tnum tRoutingType) tRoutingType $ + LT.insert (tnum tRoutingID) tRoutingID $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmark) tBenchmark $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tNoStipulations) tNoStipulations $ + LT.insert (tnum tStipulationType) tStipulationType $ + LT.insert (tnum tStipulationValue) tStipulationValue $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tTradedFlatSwitch) tTradedFlatSwitch $ + LT.insert (tnum tBasisFeatureDate) tBasisFeatureDate $ + LT.insert (tnum tBasisFeaturePrice) tBasisFeaturePrice $ + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tNoMDEntryTypes) tNoMDEntryTypes $ + LT.insert (tnum tNoMDEntries) tNoMDEntries $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDUpdateAction) tMDUpdateAction $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tOpenCloseSettleFlag) tOpenCloseSettleFlag $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteEntries) tNoQuoteEntries $ + LT.insert (tnum tNoQuoteSets) tNoQuoteSets $ + LT.insert (tnum tQuoteStatus) tQuoteStatus $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tQuoteSetID) tQuoteSetID $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tTotQuoteEntries) tTotQuoteEntries $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tRatioQty) tRatioQty $ + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tAdjustment) tAdjustment $ + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tOnBehalfOfSendingTime) tOnBehalfOfSendingTime $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tContraBroker) tContraBroker $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNoContraBrokers) tNoContraBrokers $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) tNoMsgTypes $ + LT.insert (tnum tMsgDirection) tMsgDirection $ + LT.insert (tnum tNoTradingSessions) tNoTradingSessions $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffset) tDiscretionOffset $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotalNumSecurities) tTotalNumSecurities $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) tNoBidDescriptors $ + LT.insert (tnum tBidDescriptorType) tBidDescriptorType $ + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tTradeType) tTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tNoBidComponents) tNoBidComponents $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tNoStrikes) tNoStrikes $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyID) tPartyID $ + LT.insert (tnum tTotalVolumeTradedDate) tTotalVolumeTradedDate $ + LT.insert (tnum tTotalVolumeTradedTime) tTotalVolumeTradedTime $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartyIDs) tNoPartyIDs $ + LT.insert (tnum tNoSecurityAltID) tNoSecurityAltID $ + LT.insert (tnum tSecurityAltID) tSecurityAltID $ + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) tNoUnderlyingSecurityAltID $ + LT.insert (tnum tUnderlyingSecurityAltID) tUnderlyingSecurityAltID $ + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tTestMessageIndicator) tTestMessageIndicator $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tBookingRefID) tBookingRefID $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tNoRegistDtls) tNoRegistDtls $ + LT.insert (tnum tMailingDtls) tMailingDtls $ + LT.insert (tnum tInvestorCountryOfResidence) tInvestorCountryOfResidence $ + LT.insert (tnum tPaymentRef) tPaymentRef $ + LT.insert (tnum tDistribPaymentMethod) tDistribPaymentMethod $ + LT.insert (tnum tCashDistribCurr) tCashDistribCurr $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tMailingInst) tMailingInst $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tExecPriceType) tExecPriceType $ + LT.insert (tnum tExecPriceAdjustment) tExecPriceAdjustment $ + LT.insert (tnum tDateOfBirth) tDateOfBirth $ + LT.insert (tnum tTradeReportTransType) tTradeReportTransType $ + LT.insert (tnum tCardHolderName) tCardHolderName $ + LT.insert (tnum tCardNumber) tCardNumber $ + LT.insert (tnum tCardExpDate) tCardExpDate $ + LT.insert (tnum tCardIssNo) tCardIssNo $ + LT.insert (tnum tPaymentMethod) tPaymentMethod $ + LT.insert (tnum tRegistAcctType) tRegistAcctType $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tTaxAdvantageType) tTaxAdvantageType $ + LT.insert (tnum tRegistRejReasonText) tRegistRejReasonText $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tCashDistribAgentName) tCashDistribAgentName $ + LT.insert (tnum tCashDistribAgentCode) tCashDistribAgentCode $ + LT.insert (tnum tCashDistribAgentAcctNumber) tCashDistribAgentAcctNumber $ + LT.insert (tnum tCashDistribPayRef) tCashDistribPayRef $ + LT.insert (tnum tCashDistribAgentAcctName) tCashDistribAgentAcctName $ + LT.insert (tnum tCardStartDate) tCardStartDate $ + LT.insert (tnum tPaymentDate) tPaymentDate $ + LT.insert (tnum tPaymentRemitterID) tPaymentRemitterID $ + LT.insert (tnum tRegistStatus) tRegistStatus $ + LT.insert (tnum tRegistRejReasonCode) tRegistRejReasonCode $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tRegistDetls) tRegistDetls $ + LT.insert (tnum tNoDistribInsts) tNoDistribInsts $ + LT.insert (tnum tRegistEmail) tRegistEmail $ + LT.insert (tnum tDistribPercentage) tDistribPercentage $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tExecValuationPoint) tExecValuationPoint $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tOwnershipType) tOwnershipType $ + LT.insert (tnum tNoContAmts) tNoContAmts $ + LT.insert (tnum tContAmtType) tContAmtType $ + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr $ + LT.insert (tnum tOwnerType) tOwnerType $ + LT.insert (tnum tPartySubID) tPartySubID $ + LT.insert (tnum tNestedPartyID) tNestedPartyID $ + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tMassCancelResponse) tMassCancelResponse $ + LT.insert (tnum tMassCancelRejectReason) tMassCancelRejectReason $ + LT.insert (tnum tTotalAffectedOrders) tTotalAffectedOrders $ + LT.insert (tnum tNoAffectedOrders) tNoAffectedOrders $ + LT.insert (tnum tAffectedOrderID) tAffectedOrderID $ + LT.insert (tnum tAffectedSecondaryOrderID) tAffectedSecondaryOrderID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartyIDs) tNoNestedPartyIDs $ + LT.insert (tnum tTotalAccruedInterestAmt) tTotalAccruedInterestAmt $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tMDImplicitDelete) tMDImplicitDelete $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tNoSides) tNoSides $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tPassword) tPassword $ + LT.insert (tnum tNoLegs) tNoLegs $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tTotalNumSecurityTypes) tTotalNumSecurityTypes $ + LT.insert (tnum tNoSecurityTypes) tNoSecurityTypes $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tTradSesStatusRejReason) tTradSesStatusRejReason $ + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTradeRequestType) tTradeRequestType $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tTradeReportRefID) tTradeReportRefID $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tOddLot) tOddLot $ + LT.insert (tnum tNoClearingInstructions) tNoClearingInstructions $ + LT.insert (tnum tClearingInstruction) tClearingInstruction $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice $ + LT.insert (tnum tNoDates) tNoDates $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tMassStatusReqID) tMassStatusReqID $ + LT.insert (tnum tMassStatusReqType) tMassStatusReqType $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tLegSettlmntTyp) tLegSettlmntTyp $ + LT.insert (tnum tLegFutSettDate) tLegFutSettDate $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegSymbol) tLegSymbol $ + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) tNoLegSecurityAltID $ + LT.insert (tnum tLegSecurityAltID) tLegSecurityAltID $ + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tAllocType) tAllocType $ + LT.insert (tnum tNoHops) tNoHops $ + LT.insert (tnum tHopCompID) tHopCompID $ + LT.insert (tnum tHopSendingTime) tHopSendingTime $ + LT.insert (tnum tHopRefID) tHopRefID $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tLegLastPx) tLegLastPx $ + LT.insert (tnum tPriorityIndicator) tPriorityIndicator $ + LT.insert (tnum tPriceImprovement) tPriceImprovement $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tLastForwardPoints2) tLastForwardPoints2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tUnderlyingLastPx) tUnderlyingLastPx $ + LT.insert (tnum tUnderlyingLastQty) tUnderlyingLastQty $ + LT.insert (tnum tSecDefStatus) tSecDefStatus $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tContraLegRefID) tContraLegRefID $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tQuoteRequestRejectReason) tQuoteRequestRejectReason $ + LT.insert (tnum tSideComplianceID) tSideComplianceID $ + LT.new diff --git a/src/Data/FIX/Spec/FIX44.hs b/src/Data/FIX/Spec/FIX44.hs new file mode 100644 --- /dev/null +++ b/src/Data/FIX/Spec/FIX44.hs @@ -0,0 +1,31002 @@ +module Data.FIX.Spec.FIX44 ( fix44 ) where +import qualified Data.ByteString.Char8 as C +import qualified Data.LookupTable as LT ( new, insert ) +import Data.FIX.Message +import Data.FIX.Parser +import Data.Functor ( (<$>) ) +import Data.FIX.Arbitrary +import Test.QuickCheck ( arbitrary ) + + +tAccount :: FIXTag +tAccount = FIXTag + { tName = "Account" + , tnum = 1 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvId :: FIXTag +tAdvId = FIXTag + { tName = "AdvId" + , tnum = 2 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvRefID :: FIXTag +tAdvRefID = FIXTag + { tName = "AdvRefID" + , tnum = 3 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdvSide :: FIXTag +tAdvSide = FIXTag + { tName = "AdvSide" + , tnum = 4 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAdvTransType :: FIXTag +tAdvTransType = FIXTag + { tName = "AdvTransType" + , tnum = 5 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAvgPx :: FIXTag +tAvgPx = FIXTag + { tName = "AvgPx" + , tnum = 6 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBeginSeqNo :: FIXTag +tBeginSeqNo = FIXTag + { tName = "BeginSeqNo" + , tnum = 7 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdID :: FIXTag +tClOrdID = FIXTag + { tName = "ClOrdID" + , tnum = 11 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCommission :: FIXTag +tCommission = FIXTag + { tName = "Commission" + , tnum = 12 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCommType :: FIXTag +tCommType = FIXTag + { tName = "CommType" + , tnum = 13 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCumQty :: FIXTag +tCumQty = FIXTag + { tName = "CumQty" + , tnum = 14 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCurrency :: FIXTag +tCurrency = FIXTag + { tName = "Currency" + , tnum = 15 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEndSeqNo :: FIXTag +tEndSeqNo = FIXTag + { tName = "EndSeqNo" + , tnum = 16 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExecID :: FIXTag +tExecID = FIXTag + { tName = "ExecID" + , tnum = 17 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecInst :: FIXTag +tExecInst = FIXTag + { tName = "ExecInst" + , tnum = 18 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tExecRefID :: FIXTag +tExecRefID = FIXTag + { tName = "ExecRefID" + , tnum = 19 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecTransType :: FIXTag +tExecTransType = FIXTag + { tName = "ExecTransType" + , tnum = 20 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tHandlInst :: FIXTag +tHandlInst = FIXTag + { tName = "HandlInst" + , tnum = 21 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityIDSource :: FIXTag +tSecurityIDSource = FIXTag + { tName = "SecurityIDSource" + , tnum = 22 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIID :: FIXTag +tIOIID = FIXTag + { tName = "IOIID" + , tnum = 23 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIOthSvc :: FIXTag +tIOIOthSvc = FIXTag + { tName = "IOIOthSvc" + , tnum = 24 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIQltyInd :: FIXTag +tIOIQltyInd = FIXTag + { tName = "IOIQltyInd" + , tnum = 25 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tIOIRefID :: FIXTag +tIOIRefID = FIXTag + { tName = "IOIRefID" + , tnum = 26 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOIQty :: FIXTag +tIOIQty = FIXTag + { tName = "IOIQty" + , tnum = 27 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOITransType :: FIXTag +tIOITransType = FIXTag + { tName = "IOITransType" + , tnum = 28 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastCapacity :: FIXTag +tLastCapacity = FIXTag + { tName = "LastCapacity" + , tnum = 29 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLastMkt :: FIXTag +tLastMkt = FIXTag + { tName = "LastMkt" + , tnum = 30 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLastPx :: FIXTag +tLastPx = FIXTag + { tName = "LastPx" + , tnum = 31 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastQty :: FIXTag +tLastQty = FIXTag + { tName = "LastQty" + , tnum = 32 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoLinesOfText :: FIXTag +tNoLinesOfText = FIXTag + { tName = "NoLinesOfText" + , tnum = 33 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgSeqNum :: FIXTag +tMsgSeqNum = FIXTag + { tName = "MsgSeqNum" + , tnum = 34 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewSeqNo :: FIXTag +tNewSeqNo = FIXTag + { tName = "NewSeqNo" + , tnum = 36 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderID :: FIXTag +tOrderID = FIXTag + { tName = "OrderID" + , tnum = 37 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderQty :: FIXTag +tOrderQty = FIXTag + { tName = "OrderQty" + , tnum = 38 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrdStatus :: FIXTag +tOrdStatus = FIXTag + { tName = "OrdStatus" + , tnum = 39 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrdType :: FIXTag +tOrdType = FIXTag + { tName = "OrdType" + , tnum = 40 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrigClOrdID :: FIXTag +tOrigClOrdID = FIXTag + { tName = "OrigClOrdID" + , tnum = 41 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrigTime :: FIXTag +tOrigTime = FIXTag + { tName = "OrigTime" + , tnum = 42 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tPossDupFlag :: FIXTag +tPossDupFlag = FIXTag + { tName = "PossDupFlag" + , tnum = 43 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tPrice :: FIXTag +tPrice = FIXTag + { tName = "Price" + , tnum = 44 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRefSeqNum :: FIXTag +tRefSeqNum = FIXTag + { tName = "RefSeqNum" + , tnum = 45 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRelatdSym :: FIXTag +tRelatdSym = FIXTag + { tName = "RelatdSym" + , tnum = 46 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRule80A :: FIXTag +tRule80A = FIXTag + { tName = "Rule80A" + , tnum = 47 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityID :: FIXTag +tSecurityID = FIXTag + { tName = "SecurityID" + , tnum = 48 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderCompID :: FIXTag +tSenderCompID = FIXTag + { tName = "SenderCompID" + , tnum = 49 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSenderSubID :: FIXTag +tSenderSubID = FIXTag + { tName = "SenderSubID" + , tnum = 50 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSendingDate :: FIXTag +tSendingDate = FIXTag + { tName = "SendingDate" + , tnum = 51 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSendingTime :: FIXTag +tSendingTime = FIXTag + { tName = "SendingTime" + , tnum = 52 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tQuantity :: FIXTag +tQuantity = FIXTag + { tName = "Quantity" + , tnum = 53 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSide :: FIXTag +tSide = FIXTag + { tName = "Side" + , tnum = 54 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSymbol :: FIXTag +tSymbol = FIXTag + { tName = "Symbol" + , tnum = 55 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetCompID :: FIXTag +tTargetCompID = FIXTag + { tName = "TargetCompID" + , tnum = 56 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetSubID :: FIXTag +tTargetSubID = FIXTag + { tName = "TargetSubID" + , tnum = 57 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tText :: FIXTag +tText = FIXTag + { tName = "Text" + , tnum = 58 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTimeInForce :: FIXTag +tTimeInForce = FIXTag + { tName = "TimeInForce" + , tnum = 59 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTransactTime :: FIXTag +tTransactTime = FIXTag + { tName = "TransactTime" + , tnum = 60 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tUrgency :: FIXTag +tUrgency = FIXTag + { tName = "Urgency" + , tnum = 61 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tValidUntilTime :: FIXTag +tValidUntilTime = FIXTag + { tName = "ValidUntilTime" + , tnum = 62 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tSettlType :: FIXTag +tSettlType = FIXTag + { tName = "SettlType" + , tnum = 63 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlDate :: FIXTag +tSettlDate = FIXTag + { tName = "SettlDate" + , tnum = 64 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSymbolSfx :: FIXTag +tSymbolSfx = FIXTag + { tName = "SymbolSfx" + , tnum = 65 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListID :: FIXTag +tListID = FIXTag + { tName = "ListID" + , tnum = 66 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListSeqNo :: FIXTag +tListSeqNo = FIXTag + { tName = "ListSeqNo" + , tnum = 67 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNoOrders :: FIXTag +tTotNoOrders = FIXTag + { tName = "TotNoOrders" + , tnum = 68 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListExecInst :: FIXTag +tListExecInst = FIXTag + { tName = "ListExecInst" + , tnum = 69 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocID :: FIXTag +tAllocID = FIXTag + { tName = "AllocID" + , tnum = 70 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocTransType :: FIXTag +tAllocTransType = FIXTag + { tName = "AllocTransType" + , tnum = 71 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRefAllocID :: FIXTag +tRefAllocID = FIXTag + { tName = "RefAllocID" + , tnum = 72 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoOrders :: FIXTag +tNoOrders = FIXTag + { tName = "NoOrders" + , tnum = 73 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAvgPxPrecision :: FIXTag +tAvgPxPrecision = FIXTag + { tName = "AvgPxPrecision" + , tnum = 74 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeDate :: FIXTag +tTradeDate = FIXTag + { tName = "TradeDate" + , tnum = 75 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExecBroker :: FIXTag +tExecBroker = FIXTag + { tName = "ExecBroker" + , tnum = 76 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPositionEffect :: FIXTag +tPositionEffect = FIXTag + { tName = "PositionEffect" + , tnum = 77 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoAllocs :: FIXTag +tNoAllocs = FIXTag + { tName = "NoAllocs" + , tnum = 78 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAccount :: FIXTag +tAllocAccount = FIXTag + { tName = "AllocAccount" + , tnum = 79 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocQty :: FIXTag +tAllocQty = FIXTag + { tName = "AllocQty" + , tnum = 80 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProcessCode :: FIXTag +tProcessCode = FIXTag + { tName = "ProcessCode" + , tnum = 81 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoRpts :: FIXTag +tNoRpts = FIXTag + { tName = "NoRpts" + , tnum = 82 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRptSeq :: FIXTag +tRptSeq = FIXTag + { tName = "RptSeq" + , tnum = 83 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlQty :: FIXTag +tCxlQty = FIXTag + { tName = "CxlQty" + , tnum = 84 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoDlvyInst :: FIXTag +tNoDlvyInst = FIXTag + { tName = "NoDlvyInst" + , tnum = 85 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDlvyInst :: FIXTag +tDlvyInst = FIXTag + { tName = "DlvyInst" + , tnum = 86 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocStatus :: FIXTag +tAllocStatus = FIXTag + { tName = "AllocStatus" + , tnum = 87 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocRejCode :: FIXTag +tAllocRejCode = FIXTag + { tName = "AllocRejCode" + , tnum = 88 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSignature :: FIXTag +tSignature = FIXTag + { tName = "Signature" + , tnum = 89 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSecureDataLen :: FIXTag +tSecureDataLen = FIXTag + { tName = "SecureDataLen" + , tnum = 90 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecureData :: FIXTag +tSecureData = FIXTag + { tName = "SecureData" + , tnum = 91 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tBrokerOfCredit :: FIXTag +tBrokerOfCredit = FIXTag + { tName = "BrokerOfCredit" + , tnum = 92 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSignatureLength :: FIXTag +tSignatureLength = FIXTag + { tName = "SignatureLength" + , tnum = 93 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEmailType :: FIXTag +tEmailType = FIXTag + { tName = "EmailType" + , tnum = 94 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRawDataLength :: FIXTag +tRawDataLength = FIXTag + { tName = "RawDataLength" + , tnum = 95 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRawData :: FIXTag +tRawData = FIXTag + { tName = "RawData" + , tnum = 96 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPossResend :: FIXTag +tPossResend = FIXTag + { tName = "PossResend" + , tnum = 97 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tEncryptMethod :: FIXTag +tEncryptMethod = FIXTag + { tName = "EncryptMethod" + , tnum = 98 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStopPx :: FIXTag +tStopPx = FIXTag + { tName = "StopPx" + , tnum = 99 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExDestination :: FIXTag +tExDestination = FIXTag + { tName = "ExDestination" + , tnum = 100 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCxlRejReason :: FIXTag +tCxlRejReason = FIXTag + { tName = "CxlRejReason" + , tnum = 102 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdRejReason :: FIXTag +tOrdRejReason = FIXTag + { tName = "OrdRejReason" + , tnum = 103 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIOIQualifier :: FIXTag +tIOIQualifier = FIXTag + { tName = "IOIQualifier" + , tnum = 104 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tWaveNo :: FIXTag +tWaveNo = FIXTag + { tName = "WaveNo" + , tnum = 105 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIssuer :: FIXTag +tIssuer = FIXTag + { tName = "Issuer" + , tnum = 106 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityDesc :: FIXTag +tSecurityDesc = FIXTag + { tName = "SecurityDesc" + , tnum = 107 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeartBtInt :: FIXTag +tHeartBtInt = FIXTag + { tName = "HeartBtInt" + , tnum = 108 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClientID :: FIXTag +tClientID = FIXTag + { tName = "ClientID" + , tnum = 109 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMinQty :: FIXTag +tMinQty = FIXTag + { tName = "MinQty" + , tnum = 110 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMaxFloor :: FIXTag +tMaxFloor = FIXTag + { tName = "MaxFloor" + , tnum = 111 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTestReqID :: FIXTag +tTestReqID = FIXTag + { tName = "TestReqID" + , tnum = 112 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tReportToExch :: FIXTag +tReportToExch = FIXTag + { tName = "ReportToExch" + , tnum = 113 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tLocateReqd :: FIXTag +tLocateReqd = FIXTag + { tName = "LocateReqd" + , tnum = 114 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOnBehalfOfCompID :: FIXTag +tOnBehalfOfCompID = FIXTag + { tName = "OnBehalfOfCompID" + , tnum = 115 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfSubID :: FIXTag +tOnBehalfOfSubID = FIXTag + { tName = "OnBehalfOfSubID" + , tnum = 116 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteID :: FIXTag +tQuoteID = FIXTag + { tName = "QuoteID" + , tnum = 117 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetMoney :: FIXTag +tNetMoney = FIXTag + { tName = "NetMoney" + , tnum = 118 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrAmt :: FIXTag +tSettlCurrAmt = FIXTag + { tName = "SettlCurrAmt" + , tnum = 119 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrency :: FIXTag +tSettlCurrency = FIXTag + { tName = "SettlCurrency" + , tnum = 120 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tForexReq :: FIXTag +tForexReq = FIXTag + { tName = "ForexReq" + , tnum = 121 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOrigSendingTime :: FIXTag +tOrigSendingTime = FIXTag + { tName = "OrigSendingTime" + , tnum = 122 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tGapFillFlag :: FIXTag +tGapFillFlag = FIXTag + { tName = "GapFillFlag" + , tnum = 123 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoExecs :: FIXTag +tNoExecs = FIXTag + { tName = "NoExecs" + , tnum = 124 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCxlType :: FIXTag +tCxlType = FIXTag + { tName = "CxlType" + , tnum = 125 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExpireTime :: FIXTag +tExpireTime = FIXTag + { tName = "ExpireTime" + , tnum = 126 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tDKReason :: FIXTag +tDKReason = FIXTag + { tName = "DKReason" + , tnum = 127 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDeliverToCompID :: FIXTag +tDeliverToCompID = FIXTag + { tName = "DeliverToCompID" + , tnum = 128 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToSubID :: FIXTag +tDeliverToSubID = FIXTag + { tName = "DeliverToSubID" + , tnum = 129 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIOINaturalFlag :: FIXTag +tIOINaturalFlag = FIXTag + { tName = "IOINaturalFlag" + , tnum = 130 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tQuoteReqID :: FIXTag +tQuoteReqID = FIXTag + { tName = "QuoteReqID" + , tnum = 131 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidPx :: FIXTag +tBidPx = FIXTag + { tName = "BidPx" + , tnum = 132 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferPx :: FIXTag +tOfferPx = FIXTag + { tName = "OfferPx" + , tnum = 133 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidSize :: FIXTag +tBidSize = FIXTag + { tName = "BidSize" + , tnum = 134 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSize :: FIXTag +tOfferSize = FIXTag + { tName = "OfferSize" + , tnum = 135 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoMiscFees :: FIXTag +tNoMiscFees = FIXTag + { tName = "NoMiscFees" + , tnum = 136 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMiscFeeAmt :: FIXTag +tMiscFeeAmt = FIXTag + { tName = "MiscFeeAmt" + , tnum = 137 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeCurr :: FIXTag +tMiscFeeCurr = FIXTag + { tName = "MiscFeeCurr" + , tnum = 138 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMiscFeeType :: FIXTag +tMiscFeeType = FIXTag + { tName = "MiscFeeType" + , tnum = 139 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPrevClosePx :: FIXTag +tPrevClosePx = FIXTag + { tName = "PrevClosePx" + , tnum = 140 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tResetSeqNumFlag :: FIXTag +tResetSeqNumFlag = FIXTag + { tName = "ResetSeqNumFlag" + , tnum = 141 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSenderLocationID :: FIXTag +tSenderLocationID = FIXTag + { tName = "SenderLocationID" + , tnum = 142 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTargetLocationID :: FIXTag +tTargetLocationID = FIXTag + { tName = "TargetLocationID" + , tnum = 143 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOnBehalfOfLocationID :: FIXTag +tOnBehalfOfLocationID = FIXTag + { tName = "OnBehalfOfLocationID" + , tnum = 144 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliverToLocationID :: FIXTag +tDeliverToLocationID = FIXTag + { tName = "DeliverToLocationID" + , tnum = 145 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRelatedSym :: FIXTag +tNoRelatedSym = FIXTag + { tName = "NoRelatedSym" + , tnum = 146 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSubject :: FIXTag +tSubject = FIXTag + { tName = "Subject" + , tnum = 147 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHeadline :: FIXTag +tHeadline = FIXTag + { tName = "Headline" + , tnum = 148 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tURLLink :: FIXTag +tURLLink = FIXTag + { tName = "URLLink" + , tnum = 149 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExecType :: FIXTag +tExecType = FIXTag + { tName = "ExecType" + , tnum = 150 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLeavesQty :: FIXTag +tLeavesQty = FIXTag + { tName = "LeavesQty" + , tnum = 151 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCashOrderQty :: FIXTag +tCashOrderQty = FIXTag + { tName = "CashOrderQty" + , tnum = 152 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocAvgPx :: FIXTag +tAllocAvgPx = FIXTag + { tName = "AllocAvgPx" + , tnum = 153 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocNetMoney :: FIXTag +tAllocNetMoney = FIXTag + { tName = "AllocNetMoney" + , tnum = 154 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRate :: FIXTag +tSettlCurrFxRate = FIXTag + { tName = "SettlCurrFxRate" + , tnum = 155 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrFxRateCalc :: FIXTag +tSettlCurrFxRateCalc = FIXTag + { tName = "SettlCurrFxRateCalc" + , tnum = 156 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNumDaysInterest :: FIXTag +tNumDaysInterest = FIXTag + { tName = "NumDaysInterest" + , tnum = 157 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccruedInterestRate :: FIXTag +tAccruedInterestRate = FIXTag + { tName = "AccruedInterestRate" + , tnum = 158 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAccruedInterestAmt :: FIXTag +tAccruedInterestAmt = FIXTag + { tName = "AccruedInterestAmt" + , tnum = 159 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlInstMode :: FIXTag +tSettlInstMode = FIXTag + { tName = "SettlInstMode" + , tnum = 160 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAllocText :: FIXTag +tAllocText = FIXTag + { tName = "AllocText" + , tnum = 161 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstID :: FIXTag +tSettlInstID = FIXTag + { tName = "SettlInstID" + , tnum = 162 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstTransType :: FIXTag +tSettlInstTransType = FIXTag + { tName = "SettlInstTransType" + , tnum = 163 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tEmailThreadID :: FIXTag +tEmailThreadID = FIXTag + { tName = "EmailThreadID" + , tnum = 164 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstSource :: FIXTag +tSettlInstSource = FIXTag + { tName = "SettlInstSource" + , tnum = 165 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlLocation :: FIXTag +tSettlLocation = FIXTag + { tName = "SettlLocation" + , tnum = 166 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityType :: FIXTag +tSecurityType = FIXTag + { tName = "SecurityType" + , tnum = 167 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEffectiveTime :: FIXTag +tEffectiveTime = FIXTag + { tName = "EffectiveTime" + , tnum = 168 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tStandInstDbType :: FIXTag +tStandInstDbType = FIXTag + { tName = "StandInstDbType" + , tnum = 169 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStandInstDbName :: FIXTag +tStandInstDbName = FIXTag + { tName = "StandInstDbName" + , tnum = 170 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStandInstDbID :: FIXTag +tStandInstDbID = FIXTag + { tName = "StandInstDbID" + , tnum = 171 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlDeliveryType :: FIXTag +tSettlDeliveryType = FIXTag + { tName = "SettlDeliveryType" + , tnum = 172 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlDepositoryCode :: FIXTag +tSettlDepositoryCode = FIXTag + { tName = "SettlDepositoryCode" + , tnum = 173 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlBrkrCode :: FIXTag +tSettlBrkrCode = FIXTag + { tName = "SettlBrkrCode" + , tnum = 174 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstCode :: FIXTag +tSettlInstCode = FIXTag + { tName = "SettlInstCode" + , tnum = 175 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentName :: FIXTag +tSecuritySettlAgentName = FIXTag + { tName = "SecuritySettlAgentName" + , tnum = 176 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentCode :: FIXTag +tSecuritySettlAgentCode = FIXTag + { tName = "SecuritySettlAgentCode" + , tnum = 177 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctNum :: FIXTag +tSecuritySettlAgentAcctNum = FIXTag + { tName = "SecuritySettlAgentAcctNum" + , tnum = 178 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentAcctName :: FIXTag +tSecuritySettlAgentAcctName = FIXTag + { tName = "SecuritySettlAgentAcctName" + , tnum = 179 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactName :: FIXTag +tSecuritySettlAgentContactName = FIXTag + { tName = "SecuritySettlAgentContactName" + , tnum = 180 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySettlAgentContactPhone :: FIXTag +tSecuritySettlAgentContactPhone = FIXTag + { tName = "SecuritySettlAgentContactPhone" + , tnum = 181 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentName :: FIXTag +tCashSettlAgentName = FIXTag + { tName = "CashSettlAgentName" + , tnum = 182 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentCode :: FIXTag +tCashSettlAgentCode = FIXTag + { tName = "CashSettlAgentCode" + , tnum = 183 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctNum :: FIXTag +tCashSettlAgentAcctNum = FIXTag + { tName = "CashSettlAgentAcctNum" + , tnum = 184 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentAcctName :: FIXTag +tCashSettlAgentAcctName = FIXTag + { tName = "CashSettlAgentAcctName" + , tnum = 185 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactName :: FIXTag +tCashSettlAgentContactName = FIXTag + { tName = "CashSettlAgentContactName" + , tnum = 186 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashSettlAgentContactPhone :: FIXTag +tCashSettlAgentContactPhone = FIXTag + { tName = "CashSettlAgentContactPhone" + , tnum = 187 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBidSpotRate :: FIXTag +tBidSpotRate = FIXTag + { tName = "BidSpotRate" + , tnum = 188 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints :: FIXTag +tBidForwardPoints = FIXTag + { tName = "BidForwardPoints" + , tnum = 189 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferSpotRate :: FIXTag +tOfferSpotRate = FIXTag + { tName = "OfferSpotRate" + , tnum = 190 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints :: FIXTag +tOfferForwardPoints = FIXTag + { tName = "OfferForwardPoints" + , tnum = 191 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrderQty2 :: FIXTag +tOrderQty2 = FIXTag + { tName = "OrderQty2" + , tnum = 192 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlDate2 :: FIXTag +tSettlDate2 = FIXTag + { tName = "SettlDate2" + , tnum = 193 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLastSpotRate :: FIXTag +tLastSpotRate = FIXTag + { tName = "LastSpotRate" + , tnum = 194 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints :: FIXTag +tLastForwardPoints = FIXTag + { tName = "LastForwardPoints" + , tnum = 195 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocLinkID :: FIXTag +tAllocLinkID = FIXTag + { tName = "AllocLinkID" + , tnum = 196 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocLinkType :: FIXTag +tAllocLinkType = FIXTag + { tName = "AllocLinkType" + , tnum = 197 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryOrderID :: FIXTag +tSecondaryOrderID = FIXTag + { tName = "SecondaryOrderID" + , tnum = 198 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoIOIQualifiers :: FIXTag +tNoIOIQualifiers = FIXTag + { tName = "NoIOIQualifiers" + , tnum = 199 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityMonthYear :: FIXTag +tMaturityMonthYear = FIXTag + { tName = "MaturityMonthYear" + , tnum = 200 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tPutOrCall :: FIXTag +tPutOrCall = FIXTag + { tName = "PutOrCall" + , tnum = 201 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStrikePrice :: FIXTag +tStrikePrice = FIXTag + { tName = "StrikePrice" + , tnum = 202 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCoveredOrUncovered :: FIXTag +tCoveredOrUncovered = FIXTag + { tName = "CoveredOrUncovered" + , tnum = 203 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustomerOrFirm :: FIXTag +tCustomerOrFirm = FIXTag + { tName = "CustomerOrFirm" + , tnum = 204 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaturityDay :: FIXTag +tMaturityDay = FIXTag + { tName = "MaturityDay" + , tnum = 205 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOptAttribute :: FIXTag +tOptAttribute = FIXTag + { tName = "OptAttribute" + , tnum = 206 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecurityExchange :: FIXTag +tSecurityExchange = FIXTag + { tName = "SecurityExchange" + , tnum = 207 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNotifyBrokerOfCredit :: FIXTag +tNotifyBrokerOfCredit = FIXTag + { tName = "NotifyBrokerOfCredit" + , tnum = 208 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAllocHandlInst :: FIXTag +tAllocHandlInst = FIXTag + { tName = "AllocHandlInst" + , tnum = 209 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxShow :: FIXTag +tMaxShow = FIXTag + { tName = "MaxShow" + , tnum = 210 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPegOffsetValue :: FIXTag +tPegOffsetValue = FIXTag + { tName = "PegOffsetValue" + , tnum = 211 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tXmlDataLen :: FIXTag +tXmlDataLen = FIXTag + { tName = "XmlDataLen" + , tnum = 212 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tXmlData :: FIXTag +tXmlData = FIXTag + { tName = "XmlData" + , tnum = 213 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tSettlInstRefID :: FIXTag +tSettlInstRefID = FIXTag + { tName = "SettlInstRefID" + , tnum = 214 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRoutingIDs :: FIXTag +tNoRoutingIDs = FIXTag + { tName = "NoRoutingIDs" + , tnum = 215 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingType :: FIXTag +tRoutingType = FIXTag + { tName = "RoutingType" + , tnum = 216 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoutingID :: FIXTag +tRoutingID = FIXTag + { tName = "RoutingID" + , tnum = 217 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSpread :: FIXTag +tSpread = FIXTag + { tName = "Spread" + , tnum = 218 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBenchmark :: FIXTag +tBenchmark = FIXTag + { tName = "Benchmark" + , tnum = 219 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBenchmarkCurveCurrency :: FIXTag +tBenchmarkCurveCurrency = FIXTag + { tName = "BenchmarkCurveCurrency" + , tnum = 220 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBenchmarkCurveName :: FIXTag +tBenchmarkCurveName = FIXTag + { tName = "BenchmarkCurveName" + , tnum = 221 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBenchmarkCurvePoint :: FIXTag +tBenchmarkCurvePoint = FIXTag + { tName = "BenchmarkCurvePoint" + , tnum = 222 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCouponRate :: FIXTag +tCouponRate = FIXTag + { tName = "CouponRate" + , tnum = 223 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCouponPaymentDate :: FIXTag +tCouponPaymentDate = FIXTag + { tName = "CouponPaymentDate" + , tnum = 224 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tIssueDate :: FIXTag +tIssueDate = FIXTag + { tName = "IssueDate" + , tnum = 225 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tRepurchaseTerm :: FIXTag +tRepurchaseTerm = FIXTag + { tName = "RepurchaseTerm" + , tnum = 226 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRepurchaseRate :: FIXTag +tRepurchaseRate = FIXTag + { tName = "RepurchaseRate" + , tnum = 227 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFactor :: FIXTag +tFactor = FIXTag + { tName = "Factor" + , tnum = 228 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTradeOriginationDate :: FIXTag +tTradeOriginationDate = FIXTag + { tName = "TradeOriginationDate" + , tnum = 229 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tExDate :: FIXTag +tExDate = FIXTag + { tName = "ExDate" + , tnum = 230 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tContractMultiplier :: FIXTag +tContractMultiplier = FIXTag + { tName = "ContractMultiplier" + , tnum = 231 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoStipulations :: FIXTag +tNoStipulations = FIXTag + { tName = "NoStipulations" + , tnum = 232 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStipulationType :: FIXTag +tStipulationType = FIXTag + { tName = "StipulationType" + , tnum = 233 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStipulationValue :: FIXTag +tStipulationValue = FIXTag + { tName = "StipulationValue" + , tnum = 234 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tYieldType :: FIXTag +tYieldType = FIXTag + { tName = "YieldType" + , tnum = 235 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tYield :: FIXTag +tYield = FIXTag + { tName = "Yield" + , tnum = 236 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTotalTakedown :: FIXTag +tTotalTakedown = FIXTag + { tName = "TotalTakedown" + , tnum = 237 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tConcession :: FIXTag +tConcession = FIXTag + { tName = "Concession" + , tnum = 238 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRepoCollateralSecurityType :: FIXTag +tRepoCollateralSecurityType = FIXTag + { tName = "RepoCollateralSecurityType" + , tnum = 239 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRedemptionDate :: FIXTag +tRedemptionDate = FIXTag + { tName = "RedemptionDate" + , tnum = 240 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingCouponPaymentDate :: FIXTag +tUnderlyingCouponPaymentDate = FIXTag + { tName = "UnderlyingCouponPaymentDate" + , tnum = 241 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingIssueDate :: FIXTag +tUnderlyingIssueDate = FIXTag + { tName = "UnderlyingIssueDate" + , tnum = 242 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingRepoCollateralSecurityType :: FIXTag +tUnderlyingRepoCollateralSecurityType = FIXTag + { tName = "UnderlyingRepoCollateralSecurityType" + , tnum = 243 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingRepurchaseTerm :: FIXTag +tUnderlyingRepurchaseTerm = FIXTag + { tName = "UnderlyingRepurchaseTerm" + , tnum = 244 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingRepurchaseRate :: FIXTag +tUnderlyingRepurchaseRate = FIXTag + { tName = "UnderlyingRepurchaseRate" + , tnum = 245 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingFactor :: FIXTag +tUnderlyingFactor = FIXTag + { tName = "UnderlyingFactor" + , tnum = 246 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingRedemptionDate :: FIXTag +tUnderlyingRedemptionDate = FIXTag + { tName = "UnderlyingRedemptionDate" + , tnum = 247 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegCouponPaymentDate :: FIXTag +tLegCouponPaymentDate = FIXTag + { tName = "LegCouponPaymentDate" + , tnum = 248 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegIssueDate :: FIXTag +tLegIssueDate = FIXTag + { tName = "LegIssueDate" + , tnum = 249 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegRepoCollateralSecurityType :: FIXTag +tLegRepoCollateralSecurityType = FIXTag + { tName = "LegRepoCollateralSecurityType" + , tnum = 250 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRepurchaseTerm :: FIXTag +tLegRepurchaseTerm = FIXTag + { tName = "LegRepurchaseTerm" + , tnum = 251 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRepurchaseRate :: FIXTag +tLegRepurchaseRate = FIXTag + { tName = "LegRepurchaseRate" + , tnum = 252 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegFactor :: FIXTag +tLegFactor = FIXTag + { tName = "LegFactor" + , tnum = 253 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegRedemptionDate :: FIXTag +tLegRedemptionDate = FIXTag + { tName = "LegRedemptionDate" + , tnum = 254 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tCreditRating :: FIXTag +tCreditRating = FIXTag + { tName = "CreditRating" + , tnum = 255 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingCreditRating :: FIXTag +tUnderlyingCreditRating = FIXTag + { tName = "UnderlyingCreditRating" + , tnum = 256 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegCreditRating :: FIXTag +tLegCreditRating = FIXTag + { tName = "LegCreditRating" + , tnum = 257 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradedFlatSwitch :: FIXTag +tTradedFlatSwitch = FIXTag + { tName = "TradedFlatSwitch" + , tnum = 258 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tBasisFeatureDate :: FIXTag +tBasisFeatureDate = FIXTag + { tName = "BasisFeatureDate" + , tnum = 259 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tBasisFeaturePrice :: FIXTag +tBasisFeaturePrice = FIXTag + { tName = "BasisFeaturePrice" + , tnum = 260 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDReqID :: FIXTag +tMDReqID = FIXTag + { tName = "MDReqID" + , tnum = 262 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSubscriptionRequestType :: FIXTag +tSubscriptionRequestType = FIXTag + { tName = "SubscriptionRequestType" + , tnum = 263 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMarketDepth :: FIXTag +tMarketDepth = FIXTag + { tName = "MarketDepth" + , tnum = 264 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDUpdateType :: FIXTag +tMDUpdateType = FIXTag + { tName = "MDUpdateType" + , tnum = 265 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAggregatedBook :: FIXTag +tAggregatedBook = FIXTag + { tName = "AggregatedBook" + , tnum = 266 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoMDEntryTypes :: FIXTag +tNoMDEntryTypes = FIXTag + { tName = "NoMDEntryTypes" + , tnum = 267 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMDEntries :: FIXTag +tNoMDEntries = FIXTag + { tName = "NoMDEntries" + , tnum = 268 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryType :: FIXTag +tMDEntryType = FIXTag + { tName = "MDEntryType" + , tnum = 269 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryPx :: FIXTag +tMDEntryPx = FIXTag + { tName = "MDEntryPx" + , tnum = 270 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntrySize :: FIXTag +tMDEntrySize = FIXTag + { tName = "MDEntrySize" + , tnum = 271 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMDEntryDate :: FIXTag +tMDEntryDate = FIXTag + { tName = "MDEntryDate" + , tnum = 272 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tMDEntryTime :: FIXTag +tMDEntryTime = FIXTag + { tName = "MDEntryTime" + , tnum = 273 + , tparser = toFIXTimeOnly + , arbitraryValue = FIXTimeOnly <$> arbitrary } + +tTickDirection :: FIXTag +tTickDirection = FIXTag + { tName = "TickDirection" + , tnum = 274 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDMkt :: FIXTag +tMDMkt = FIXTag + { tName = "MDMkt" + , tnum = 275 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteCondition :: FIXTag +tQuoteCondition = FIXTag + { tName = "QuoteCondition" + , tnum = 276 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tTradeCondition :: FIXTag +tTradeCondition = FIXTag + { tName = "TradeCondition" + , tnum = 277 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMDEntryID :: FIXTag +tMDEntryID = FIXTag + { tName = "MDEntryID" + , tnum = 278 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDUpdateAction :: FIXTag +tMDUpdateAction = FIXTag + { tName = "MDUpdateAction" + , tnum = 279 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryRefID :: FIXTag +tMDEntryRefID = FIXTag + { tName = "MDEntryRefID" + , tnum = 280 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDReqRejReason :: FIXTag +tMDReqRejReason = FIXTag + { tName = "MDReqRejReason" + , tnum = 281 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMDEntryOriginator :: FIXTag +tMDEntryOriginator = FIXTag + { tName = "MDEntryOriginator" + , tnum = 282 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLocationID :: FIXTag +tLocationID = FIXTag + { tName = "LocationID" + , tnum = 283 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeskID :: FIXTag +tDeskID = FIXTag + { tName = "DeskID" + , tnum = 284 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeleteReason :: FIXTag +tDeleteReason = FIXTag + { tName = "DeleteReason" + , tnum = 285 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOpenCloseSettlFlag :: FIXTag +tOpenCloseSettlFlag = FIXTag + { tName = "OpenCloseSettlFlag" + , tnum = 286 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tSellerDays :: FIXTag +tSellerDays = FIXTag + { tName = "SellerDays" + , tnum = 287 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMDEntryBuyer :: FIXTag +tMDEntryBuyer = FIXTag + { tName = "MDEntryBuyer" + , tnum = 288 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntrySeller :: FIXTag +tMDEntrySeller = FIXTag + { tName = "MDEntrySeller" + , tnum = 289 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMDEntryPositionNo :: FIXTag +tMDEntryPositionNo = FIXTag + { tName = "MDEntryPositionNo" + , tnum = 290 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tFinancialStatus :: FIXTag +tFinancialStatus = FIXTag + { tName = "FinancialStatus" + , tnum = 291 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tCorporateAction :: FIXTag +tCorporateAction = FIXTag + { tName = "CorporateAction" + , tnum = 292 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tDefBidSize :: FIXTag +tDefBidSize = FIXTag + { tName = "DefBidSize" + , tnum = 293 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDefOfferSize :: FIXTag +tDefOfferSize = FIXTag + { tName = "DefOfferSize" + , tnum = 294 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoQuoteEntries :: FIXTag +tNoQuoteEntries = FIXTag + { tName = "NoQuoteEntries" + , tnum = 295 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoQuoteSets :: FIXTag +tNoQuoteSets = FIXTag + { tName = "NoQuoteSets" + , tnum = 296 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteStatus :: FIXTag +tQuoteStatus = FIXTag + { tName = "QuoteStatus" + , tnum = 297 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteCancelType :: FIXTag +tQuoteCancelType = FIXTag + { tName = "QuoteCancelType" + , tnum = 298 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteEntryID :: FIXTag +tQuoteEntryID = FIXTag + { tName = "QuoteEntryID" + , tnum = 299 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRejectReason :: FIXTag +tQuoteRejectReason = FIXTag + { tName = "QuoteRejectReason" + , tnum = 300 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteResponseLevel :: FIXTag +tQuoteResponseLevel = FIXTag + { tName = "QuoteResponseLevel" + , tnum = 301 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteSetID :: FIXTag +tQuoteSetID = FIXTag + { tName = "QuoteSetID" + , tnum = 302 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRequestType :: FIXTag +tQuoteRequestType = FIXTag + { tName = "QuoteRequestType" + , tnum = 303 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNoQuoteEntries :: FIXTag +tTotNoQuoteEntries = FIXTag + { tName = "TotNoQuoteEntries" + , tnum = 304 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingSecurityIDSource :: FIXTag +tUnderlyingSecurityIDSource = FIXTag + { tName = "UnderlyingSecurityIDSource" + , tnum = 305 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingIssuer :: FIXTag +tUnderlyingIssuer = FIXTag + { tName = "UnderlyingIssuer" + , tnum = 306 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityDesc :: FIXTag +tUnderlyingSecurityDesc = FIXTag + { tName = "UnderlyingSecurityDesc" + , tnum = 307 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityExchange :: FIXTag +tUnderlyingSecurityExchange = FIXTag + { tName = "UnderlyingSecurityExchange" + , tnum = 308 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityID :: FIXTag +tUnderlyingSecurityID = FIXTag + { tName = "UnderlyingSecurityID" + , tnum = 309 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityType :: FIXTag +tUnderlyingSecurityType = FIXTag + { tName = "UnderlyingSecurityType" + , tnum = 310 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbol :: FIXTag +tUnderlyingSymbol = FIXTag + { tName = "UnderlyingSymbol" + , tnum = 311 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSymbolSfx :: FIXTag +tUnderlyingSymbolSfx = FIXTag + { tName = "UnderlyingSymbolSfx" + , tnum = 312 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingMaturityMonthYear :: FIXTag +tUnderlyingMaturityMonthYear = FIXTag + { tName = "UnderlyingMaturityMonthYear" + , tnum = 313 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tUnderlyingMaturityDay :: FIXTag +tUnderlyingMaturityDay = FIXTag + { tName = "UnderlyingMaturityDay" + , tnum = 314 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingPutOrCall :: FIXTag +tUnderlyingPutOrCall = FIXTag + { tName = "UnderlyingPutOrCall" + , tnum = 315 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingStrikePrice :: FIXTag +tUnderlyingStrikePrice = FIXTag + { tName = "UnderlyingStrikePrice" + , tnum = 316 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingOptAttribute :: FIXTag +tUnderlyingOptAttribute = FIXTag + { tName = "UnderlyingOptAttribute" + , tnum = 317 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCurrency :: FIXTag +tUnderlyingCurrency = FIXTag + { tName = "UnderlyingCurrency" + , tnum = 318 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRatioQty :: FIXTag +tRatioQty = FIXTag + { tName = "RatioQty" + , tnum = 319 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSecurityReqID :: FIXTag +tSecurityReqID = FIXTag + { tName = "SecurityReqID" + , tnum = 320 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityRequestType :: FIXTag +tSecurityRequestType = FIXTag + { tName = "SecurityRequestType" + , tnum = 321 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityResponseID :: FIXTag +tSecurityResponseID = FIXTag + { tName = "SecurityResponseID" + , tnum = 322 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityResponseType :: FIXTag +tSecurityResponseType = FIXTag + { tName = "SecurityResponseType" + , tnum = 323 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityStatusReqID :: FIXTag +tSecurityStatusReqID = FIXTag + { tName = "SecurityStatusReqID" + , tnum = 324 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnsolicitedIndicator :: FIXTag +tUnsolicitedIndicator = FIXTag + { tName = "UnsolicitedIndicator" + , tnum = 325 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tSecurityTradingStatus :: FIXTag +tSecurityTradingStatus = FIXTag + { tName = "SecurityTradingStatus" + , tnum = 326 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tHaltReasonChar :: FIXTag +tHaltReasonChar = FIXTag + { tName = "HaltReasonChar" + , tnum = 327 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tInViewOfCommon :: FIXTag +tInViewOfCommon = FIXTag + { tName = "InViewOfCommon" + , tnum = 328 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tDueToRelated :: FIXTag +tDueToRelated = FIXTag + { tName = "DueToRelated" + , tnum = 329 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tBuyVolume :: FIXTag +tBuyVolume = FIXTag + { tName = "BuyVolume" + , tnum = 330 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSellVolume :: FIXTag +tSellVolume = FIXTag + { tName = "SellVolume" + , tnum = 331 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tHighPx :: FIXTag +tHighPx = FIXTag + { tName = "HighPx" + , tnum = 332 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLowPx :: FIXTag +tLowPx = FIXTag + { tName = "LowPx" + , tnum = 333 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAdjustment :: FIXTag +tAdjustment = FIXTag + { tName = "Adjustment" + , tnum = 334 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesReqID :: FIXTag +tTradSesReqID = FIXTag + { tName = "TradSesReqID" + , tnum = 335 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradingSessionID :: FIXTag +tTradingSessionID = FIXTag + { tName = "TradingSessionID" + , tnum = 336 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tContraTrader :: FIXTag +tContraTrader = FIXTag + { tName = "ContraTrader" + , tnum = 337 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradSesMethod :: FIXTag +tTradSesMethod = FIXTag + { tName = "TradSesMethod" + , tnum = 338 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesMode :: FIXTag +tTradSesMode = FIXTag + { tName = "TradSesMode" + , tnum = 339 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStatus :: FIXTag +tTradSesStatus = FIXTag + { tName = "TradSesStatus" + , tnum = 340 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradSesStartTime :: FIXTag +tTradSesStartTime = FIXTag + { tName = "TradSesStartTime" + , tnum = 341 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesOpenTime :: FIXTag +tTradSesOpenTime = FIXTag + { tName = "TradSesOpenTime" + , tnum = 342 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesPreCloseTime :: FIXTag +tTradSesPreCloseTime = FIXTag + { tName = "TradSesPreCloseTime" + , tnum = 343 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesCloseTime :: FIXTag +tTradSesCloseTime = FIXTag + { tName = "TradSesCloseTime" + , tnum = 344 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTradSesEndTime :: FIXTag +tTradSesEndTime = FIXTag + { tName = "TradSesEndTime" + , tnum = 345 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tNumberOfOrders :: FIXTag +tNumberOfOrders = FIXTag + { tName = "NumberOfOrders" + , tnum = 346 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMessageEncoding :: FIXTag +tMessageEncoding = FIXTag + { tName = "MessageEncoding" + , tnum = 347 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedIssuerLen :: FIXTag +tEncodedIssuerLen = FIXTag + { tName = "EncodedIssuerLen" + , tnum = 348 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedIssuer :: FIXTag +tEncodedIssuer = FIXTag + { tName = "EncodedIssuer" + , tnum = 349 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSecurityDescLen :: FIXTag +tEncodedSecurityDescLen = FIXTag + { tName = "EncodedSecurityDescLen" + , tnum = 350 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSecurityDesc :: FIXTag +tEncodedSecurityDesc = FIXTag + { tName = "EncodedSecurityDesc" + , tnum = 351 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedListExecInstLen :: FIXTag +tEncodedListExecInstLen = FIXTag + { tName = "EncodedListExecInstLen" + , tnum = 352 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListExecInst :: FIXTag +tEncodedListExecInst = FIXTag + { tName = "EncodedListExecInst" + , tnum = 353 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedTextLen :: FIXTag +tEncodedTextLen = FIXTag + { tName = "EncodedTextLen" + , tnum = 354 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedText :: FIXTag +tEncodedText = FIXTag + { tName = "EncodedText" + , tnum = 355 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedSubjectLen :: FIXTag +tEncodedSubjectLen = FIXTag + { tName = "EncodedSubjectLen" + , tnum = 356 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedSubject :: FIXTag +tEncodedSubject = FIXTag + { tName = "EncodedSubject" + , tnum = 357 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedHeadlineLen :: FIXTag +tEncodedHeadlineLen = FIXTag + { tName = "EncodedHeadlineLen" + , tnum = 358 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedHeadline :: FIXTag +tEncodedHeadline = FIXTag + { tName = "EncodedHeadline" + , tnum = 359 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedAllocTextLen :: FIXTag +tEncodedAllocTextLen = FIXTag + { tName = "EncodedAllocTextLen" + , tnum = 360 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedAllocText :: FIXTag +tEncodedAllocText = FIXTag + { tName = "EncodedAllocText" + , tnum = 361 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingIssuerLen :: FIXTag +tEncodedUnderlyingIssuerLen = FIXTag + { tName = "EncodedUnderlyingIssuerLen" + , tnum = 362 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingIssuer :: FIXTag +tEncodedUnderlyingIssuer = FIXTag + { tName = "EncodedUnderlyingIssuer" + , tnum = 363 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tEncodedUnderlyingSecurityDescLen :: FIXTag +tEncodedUnderlyingSecurityDescLen = FIXTag + { tName = "EncodedUnderlyingSecurityDescLen" + , tnum = 364 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedUnderlyingSecurityDesc :: FIXTag +tEncodedUnderlyingSecurityDesc = FIXTag + { tName = "EncodedUnderlyingSecurityDesc" + , tnum = 365 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tAllocPrice :: FIXTag +tAllocPrice = FIXTag + { tName = "AllocPrice" + , tnum = 366 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteSetValidUntilTime :: FIXTag +tQuoteSetValidUntilTime = FIXTag + { tName = "QuoteSetValidUntilTime" + , tnum = 367 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tQuoteEntryRejectReason :: FIXTag +tQuoteEntryRejectReason = FIXTag + { tName = "QuoteEntryRejectReason" + , tnum = 368 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastMsgSeqNumProcessed :: FIXTag +tLastMsgSeqNumProcessed = FIXTag + { tName = "LastMsgSeqNumProcessed" + , tnum = 369 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOnBehalfOfSendingTime :: FIXTag +tOnBehalfOfSendingTime = FIXTag + { tName = "OnBehalfOfSendingTime" + , tnum = 370 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tRefTagID :: FIXTag +tRefTagID = FIXTag + { tName = "RefTagID" + , tnum = 371 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRefMsgType :: FIXTag +tRefMsgType = FIXTag + { tName = "RefMsgType" + , tnum = 372 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSessionRejectReason :: FIXTag +tSessionRejectReason = FIXTag + { tName = "SessionRejectReason" + , tnum = 373 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidRequestTransType :: FIXTag +tBidRequestTransType = FIXTag + { tName = "BidRequestTransType" + , tnum = 374 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tContraBroker :: FIXTag +tContraBroker = FIXTag + { tName = "ContraBroker" + , tnum = 375 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tComplianceID :: FIXTag +tComplianceID = FIXTag + { tName = "ComplianceID" + , tnum = 376 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSolicitedFlag :: FIXTag +tSolicitedFlag = FIXTag + { tName = "SolicitedFlag" + , tnum = 377 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tExecRestatementReason :: FIXTag +tExecRestatementReason = FIXTag + { tName = "ExecRestatementReason" + , tnum = 378 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBusinessRejectRefID :: FIXTag +tBusinessRejectRefID = FIXTag + { tName = "BusinessRejectRefID" + , tnum = 379 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBusinessRejectReason :: FIXTag +tBusinessRejectReason = FIXTag + { tName = "BusinessRejectReason" + , tnum = 380 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tGrossTradeAmt :: FIXTag +tGrossTradeAmt = FIXTag + { tName = "GrossTradeAmt" + , tnum = 381 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoContraBrokers :: FIXTag +tNoContraBrokers = FIXTag + { tName = "NoContraBrokers" + , tnum = 382 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMaxMessageSize :: FIXTag +tMaxMessageSize = FIXTag + { tName = "MaxMessageSize" + , tnum = 383 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoMsgTypes :: FIXTag +tNoMsgTypes = FIXTag + { tName = "NoMsgTypes" + , tnum = 384 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMsgDirection :: FIXTag +tMsgDirection = FIXTag + { tName = "MsgDirection" + , tnum = 385 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoTradingSessions :: FIXTag +tNoTradingSessions = FIXTag + { tName = "NoTradingSessions" + , tnum = 386 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotalVolumeTraded :: FIXTag +tTotalVolumeTraded = FIXTag + { tName = "TotalVolumeTraded" + , tnum = 387 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDiscretionInst :: FIXTag +tDiscretionInst = FIXTag + { tName = "DiscretionInst" + , tnum = 388 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tDiscretionOffsetValue :: FIXTag +tDiscretionOffsetValue = FIXTag + { tName = "DiscretionOffsetValue" + , tnum = 389 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidID :: FIXTag +tBidID = FIXTag + { tName = "BidID" + , tnum = 390 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClientBidID :: FIXTag +tClientBidID = FIXTag + { tName = "ClientBidID" + , tnum = 391 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tListName :: FIXTag +tListName = FIXTag + { tName = "ListName" + , tnum = 392 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNoRelatedSym :: FIXTag +tTotNoRelatedSym = FIXTag + { tName = "TotNoRelatedSym" + , tnum = 393 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidType :: FIXTag +tBidType = FIXTag + { tName = "BidType" + , tnum = 394 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumTickets :: FIXTag +tNumTickets = FIXTag + { tName = "NumTickets" + , tnum = 395 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideValue1 :: FIXTag +tSideValue1 = FIXTag + { tName = "SideValue1" + , tnum = 396 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSideValue2 :: FIXTag +tSideValue2 = FIXTag + { tName = "SideValue2" + , tnum = 397 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoBidDescriptors :: FIXTag +tNoBidDescriptors = FIXTag + { tName = "NoBidDescriptors" + , tnum = 398 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptorType :: FIXTag +tBidDescriptorType = FIXTag + { tName = "BidDescriptorType" + , tnum = 399 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidDescriptor :: FIXTag +tBidDescriptor = FIXTag + { tName = "BidDescriptor" + , tnum = 400 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSideValueInd :: FIXTag +tSideValueInd = FIXTag + { tName = "SideValueInd" + , tnum = 401 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLiquidityPctLow :: FIXTag +tLiquidityPctLow = FIXTag + { tName = "LiquidityPctLow" + , tnum = 402 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityPctHigh :: FIXTag +tLiquidityPctHigh = FIXTag + { tName = "LiquidityPctHigh" + , tnum = 403 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityValue :: FIXTag +tLiquidityValue = FIXTag + { tName = "LiquidityValue" + , tnum = 404 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tEFPTrackingError :: FIXTag +tEFPTrackingError = FIXTag + { tName = "EFPTrackingError" + , tnum = 405 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tFairValue :: FIXTag +tFairValue = FIXTag + { tName = "FairValue" + , tnum = 406 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOutsideIndexPct :: FIXTag +tOutsideIndexPct = FIXTag + { tName = "OutsideIndexPct" + , tnum = 407 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tValueOfFutures :: FIXTag +tValueOfFutures = FIXTag + { tName = "ValueOfFutures" + , tnum = 408 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLiquidityIndType :: FIXTag +tLiquidityIndType = FIXTag + { tName = "LiquidityIndType" + , tnum = 409 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tWtAverageLiquidity :: FIXTag +tWtAverageLiquidity = FIXTag + { tName = "WtAverageLiquidity" + , tnum = 410 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExchangeForPhysical :: FIXTag +tExchangeForPhysical = FIXTag + { tName = "ExchangeForPhysical" + , tnum = 411 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tOutMainCntryUIndex :: FIXTag +tOutMainCntryUIndex = FIXTag + { tName = "OutMainCntryUIndex" + , tnum = 412 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCrossPercent :: FIXTag +tCrossPercent = FIXTag + { tName = "CrossPercent" + , tnum = 413 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tProgRptReqs :: FIXTag +tProgRptReqs = FIXTag + { tName = "ProgRptReqs" + , tnum = 414 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tProgPeriodInterval :: FIXTag +tProgPeriodInterval = FIXTag + { tName = "ProgPeriodInterval" + , tnum = 415 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIncTaxInd :: FIXTag +tIncTaxInd = FIXTag + { tName = "IncTaxInd" + , tnum = 416 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNumBidders :: FIXTag +tNumBidders = FIXTag + { tName = "NumBidders" + , tnum = 417 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBidTradeType :: FIXTag +tBidTradeType = FIXTag + { tName = "BidTradeType" + , tnum = 418 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBasisPxType :: FIXTag +tBasisPxType = FIXTag + { tName = "BasisPxType" + , tnum = 419 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoBidComponents :: FIXTag +tNoBidComponents = FIXTag + { tName = "NoBidComponents" + , tnum = 420 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCountry :: FIXTag +tCountry = FIXTag + { tName = "Country" + , tnum = 421 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNoStrikes :: FIXTag +tTotNoStrikes = FIXTag + { tName = "TotNoStrikes" + , tnum = 422 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriceType :: FIXTag +tPriceType = FIXTag + { tName = "PriceType" + , tnum = 423 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDayOrderQty :: FIXTag +tDayOrderQty = FIXTag + { tName = "DayOrderQty" + , tnum = 424 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayCumQty :: FIXTag +tDayCumQty = FIXTag + { tName = "DayCumQty" + , tnum = 425 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDayAvgPx :: FIXTag +tDayAvgPx = FIXTag + { tName = "DayAvgPx" + , tnum = 426 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tGTBookingInst :: FIXTag +tGTBookingInst = FIXTag + { tName = "GTBookingInst" + , tnum = 427 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoStrikes :: FIXTag +tNoStrikes = FIXTag + { tName = "NoStrikes" + , tnum = 428 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListStatusType :: FIXTag +tListStatusType = FIXTag + { tName = "ListStatusType" + , tnum = 429 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNetGrossInd :: FIXTag +tNetGrossInd = FIXTag + { tName = "NetGrossInd" + , tnum = 430 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tListOrderStatus :: FIXTag +tListOrderStatus = FIXTag + { tName = "ListOrderStatus" + , tnum = 431 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExpireDate :: FIXTag +tExpireDate = FIXTag + { tName = "ExpireDate" + , tnum = 432 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tListExecInstType :: FIXTag +tListExecInstType = FIXTag + { tName = "ListExecInstType" + , tnum = 433 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCxlRejResponseTo :: FIXTag +tCxlRejResponseTo = FIXTag + { tName = "CxlRejResponseTo" + , tnum = 434 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCouponRate :: FIXTag +tUnderlyingCouponRate = FIXTag + { tName = "UnderlyingCouponRate" + , tnum = 435 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingContractMultiplier :: FIXTag +tUnderlyingContractMultiplier = FIXTag + { tName = "UnderlyingContractMultiplier" + , tnum = 436 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeQty :: FIXTag +tContraTradeQty = FIXTag + { tName = "ContraTradeQty" + , tnum = 437 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContraTradeTime :: FIXTag +tContraTradeTime = FIXTag + { tName = "ContraTradeTime" + , tnum = 438 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tClearingFirm :: FIXTag +tClearingFirm = FIXTag + { tName = "ClearingFirm" + , tnum = 439 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClearingAccount :: FIXTag +tClearingAccount = FIXTag + { tName = "ClearingAccount" + , tnum = 440 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLiquidityNumSecurities :: FIXTag +tLiquidityNumSecurities = FIXTag + { tName = "LiquidityNumSecurities" + , tnum = 441 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMultiLegReportingType :: FIXTag +tMultiLegReportingType = FIXTag + { tName = "MultiLegReportingType" + , tnum = 442 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tStrikeTime :: FIXTag +tStrikeTime = FIXTag + { tName = "StrikeTime" + , tnum = 443 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tListStatusText :: FIXTag +tListStatusText = FIXTag + { tName = "ListStatusText" + , tnum = 444 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedListStatusTextLen :: FIXTag +tEncodedListStatusTextLen = FIXTag + { tName = "EncodedListStatusTextLen" + , tnum = 445 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedListStatusText :: FIXTag +tEncodedListStatusText = FIXTag + { tName = "EncodedListStatusText" + , tnum = 446 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tPartyIDSource :: FIXTag +tPartyIDSource = FIXTag + { tName = "PartyIDSource" + , tnum = 447 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPartyID :: FIXTag +tPartyID = FIXTag + { tName = "PartyID" + , tnum = 448 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalVolumeTradedDate :: FIXTag +tTotalVolumeTradedDate = FIXTag + { tName = "TotalVolumeTradedDate" + , tnum = 449 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tTotalVolumeTradedTime :: FIXTag +tTotalVolumeTradedTime = FIXTag + { tName = "TotalVolumeTradedTime" + , tnum = 450 + , tparser = toFIXTimeOnly + , arbitraryValue = FIXTimeOnly <$> arbitrary } + +tNetChgPrevDay :: FIXTag +tNetChgPrevDay = FIXTag + { tName = "NetChgPrevDay" + , tnum = 451 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPartyRole :: FIXTag +tPartyRole = FIXTag + { tName = "PartyRole" + , tnum = 452 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoPartyIDs :: FIXTag +tNoPartyIDs = FIXTag + { tName = "NoPartyIDs" + , tnum = 453 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoSecurityAltID :: FIXTag +tNoSecurityAltID = FIXTag + { tName = "NoSecurityAltID" + , tnum = 454 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityAltID :: FIXTag +tSecurityAltID = FIXTag + { tName = "SecurityAltID" + , tnum = 455 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecurityAltIDSource :: FIXTag +tSecurityAltIDSource = FIXTag + { tName = "SecurityAltIDSource" + , tnum = 456 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoUnderlyingSecurityAltID :: FIXTag +tNoUnderlyingSecurityAltID = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = 457 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingSecurityAltID :: FIXTag +tUnderlyingSecurityAltID = FIXTag + { tName = "UnderlyingSecurityAltID" + , tnum = 458 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecurityAltIDSource :: FIXTag +tUnderlyingSecurityAltIDSource = FIXTag + { tName = "UnderlyingSecurityAltIDSource" + , tnum = 459 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tProduct :: FIXTag +tProduct = FIXTag + { tName = "Product" + , tnum = 460 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCFICode :: FIXTag +tCFICode = FIXTag + { tName = "CFICode" + , tnum = 461 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingProduct :: FIXTag +tUnderlyingProduct = FIXTag + { tName = "UnderlyingProduct" + , tnum = 462 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingCFICode :: FIXTag +tUnderlyingCFICode = FIXTag + { tName = "UnderlyingCFICode" + , tnum = 463 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTestMessageIndicator :: FIXTag +tTestMessageIndicator = FIXTag + { tName = "TestMessageIndicator" + , tnum = 464 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tQuantityType :: FIXTag +tQuantityType = FIXTag + { tName = "QuantityType" + , tnum = 465 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBookingRefID :: FIXTag +tBookingRefID = FIXTag + { tName = "BookingRefID" + , tnum = 466 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tIndividualAllocID :: FIXTag +tIndividualAllocID = FIXTag + { tName = "IndividualAllocID" + , tnum = 467 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRoundingDirection :: FIXTag +tRoundingDirection = FIXTag + { tName = "RoundingDirection" + , tnum = 468 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRoundingModulus :: FIXTag +tRoundingModulus = FIXTag + { tName = "RoundingModulus" + , tnum = 469 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCountryOfIssue :: FIXTag +tCountryOfIssue = FIXTag + { tName = "CountryOfIssue" + , tnum = 470 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStateOrProvinceOfIssue :: FIXTag +tStateOrProvinceOfIssue = FIXTag + { tName = "StateOrProvinceOfIssue" + , tnum = 471 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLocaleOfIssue :: FIXTag +tLocaleOfIssue = FIXTag + { tName = "LocaleOfIssue" + , tnum = 472 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoRegistDtls :: FIXTag +tNoRegistDtls = FIXTag + { tName = "NoRegistDtls" + , tnum = 473 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMailingDtls :: FIXTag +tMailingDtls = FIXTag + { tName = "MailingDtls" + , tnum = 474 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tInvestorCountryOfResidence :: FIXTag +tInvestorCountryOfResidence = FIXTag + { tName = "InvestorCountryOfResidence" + , tnum = 475 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPaymentRef :: FIXTag +tPaymentRef = FIXTag + { tName = "PaymentRef" + , tnum = 476 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDistribPaymentMethod :: FIXTag +tDistribPaymentMethod = FIXTag + { tName = "DistribPaymentMethod" + , tnum = 477 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCashDistribCurr :: FIXTag +tCashDistribCurr = FIXTag + { tName = "CashDistribCurr" + , tnum = 478 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCommCurrency :: FIXTag +tCommCurrency = FIXTag + { tName = "CommCurrency" + , tnum = 479 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCancellationRights :: FIXTag +tCancellationRights = FIXTag + { tName = "CancellationRights" + , tnum = 480 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMoneyLaunderingStatus :: FIXTag +tMoneyLaunderingStatus = FIXTag + { tName = "MoneyLaunderingStatus" + , tnum = 481 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMailingInst :: FIXTag +tMailingInst = FIXTag + { tName = "MailingInst" + , tnum = 482 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTransBkdTime :: FIXTag +tTransBkdTime = FIXTag + { tName = "TransBkdTime" + , tnum = 483 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tExecPriceType :: FIXTag +tExecPriceType = FIXTag + { tName = "ExecPriceType" + , tnum = 484 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecPriceAdjustment :: FIXTag +tExecPriceAdjustment = FIXTag + { tName = "ExecPriceAdjustment" + , tnum = 485 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDateOfBirth :: FIXTag +tDateOfBirth = FIXTag + { tName = "DateOfBirth" + , tnum = 486 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tTradeReportTransType :: FIXTag +tTradeReportTransType = FIXTag + { tName = "TradeReportTransType" + , tnum = 487 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCardHolderName :: FIXTag +tCardHolderName = FIXTag + { tName = "CardHolderName" + , tnum = 488 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardNumber :: FIXTag +tCardNumber = FIXTag + { tName = "CardNumber" + , tnum = 489 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardExpDate :: FIXTag +tCardExpDate = FIXTag + { tName = "CardExpDate" + , tnum = 490 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tCardIssNum :: FIXTag +tCardIssNum = FIXTag + { tName = "CardIssNum" + , tnum = 491 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPaymentMethod :: FIXTag +tPaymentMethod = FIXTag + { tName = "PaymentMethod" + , tnum = 492 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistAcctType :: FIXTag +tRegistAcctType = FIXTag + { tName = "RegistAcctType" + , tnum = 493 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDesignation :: FIXTag +tDesignation = FIXTag + { tName = "Designation" + , tnum = 494 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTaxAdvantageType :: FIXTag +tTaxAdvantageType = FIXTag + { tName = "TaxAdvantageType" + , tnum = 495 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistRejReasonText :: FIXTag +tRegistRejReasonText = FIXTag + { tName = "RegistRejReasonText" + , tnum = 496 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tFundRenewWaiv :: FIXTag +tFundRenewWaiv = FIXTag + { tName = "FundRenewWaiv" + , tnum = 497 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tCashDistribAgentName :: FIXTag +tCashDistribAgentName = FIXTag + { tName = "CashDistribAgentName" + , tnum = 498 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentCode :: FIXTag +tCashDistribAgentCode = FIXTag + { tName = "CashDistribAgentCode" + , tnum = 499 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentAcctNumber :: FIXTag +tCashDistribAgentAcctNumber = FIXTag + { tName = "CashDistribAgentAcctNumber" + , tnum = 500 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribPayRef :: FIXTag +tCashDistribPayRef = FIXTag + { tName = "CashDistribPayRef" + , tnum = 501 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashDistribAgentAcctName :: FIXTag +tCashDistribAgentAcctName = FIXTag + { tName = "CashDistribAgentAcctName" + , tnum = 502 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCardStartDate :: FIXTag +tCardStartDate = FIXTag + { tName = "CardStartDate" + , tnum = 503 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tPaymentDate :: FIXTag +tPaymentDate = FIXTag + { tName = "PaymentDate" + , tnum = 504 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tPaymentRemitterID :: FIXTag +tPaymentRemitterID = FIXTag + { tName = "PaymentRemitterID" + , tnum = 505 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistStatus :: FIXTag +tRegistStatus = FIXTag + { tName = "RegistStatus" + , tnum = 506 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tRegistRejReasonCode :: FIXTag +tRegistRejReasonCode = FIXTag + { tName = "RegistRejReasonCode" + , tnum = 507 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistRefID :: FIXTag +tRegistRefID = FIXTag + { tName = "RegistRefID" + , tnum = 508 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistDtls :: FIXTag +tRegistDtls = FIXTag + { tName = "RegistDtls" + , tnum = 509 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoDistribInsts :: FIXTag +tNoDistribInsts = FIXTag + { tName = "NoDistribInsts" + , tnum = 510 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRegistEmail :: FIXTag +tRegistEmail = FIXTag + { tName = "RegistEmail" + , tnum = 511 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDistribPercentage :: FIXTag +tDistribPercentage = FIXTag + { tName = "DistribPercentage" + , tnum = 512 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRegistID :: FIXTag +tRegistID = FIXTag + { tName = "RegistID" + , tnum = 513 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRegistTransType :: FIXTag +tRegistTransType = FIXTag + { tName = "RegistTransType" + , tnum = 514 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tExecValuationPoint :: FIXTag +tExecValuationPoint = FIXTag + { tName = "ExecValuationPoint" + , tnum = 515 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tOrderPercent :: FIXTag +tOrderPercent = FIXTag + { tName = "OrderPercent" + , tnum = 516 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOwnershipType :: FIXTag +tOwnershipType = FIXTag + { tName = "OwnershipType" + , tnum = 517 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNoContAmts :: FIXTag +tNoContAmts = FIXTag + { tName = "NoContAmts" + , tnum = 518 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContAmtType :: FIXTag +tContAmtType = FIXTag + { tName = "ContAmtType" + , tnum = 519 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContAmtValue :: FIXTag +tContAmtValue = FIXTag + { tName = "ContAmtValue" + , tnum = 520 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tContAmtCurr :: FIXTag +tContAmtCurr = FIXTag + { tName = "ContAmtCurr" + , tnum = 521 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOwnerType :: FIXTag +tOwnerType = FIXTag + { tName = "OwnerType" + , tnum = 522 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPartySubID :: FIXTag +tPartySubID = FIXTag + { tName = "PartySubID" + , tnum = 523 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNestedPartyID :: FIXTag +tNestedPartyID = FIXTag + { tName = "NestedPartyID" + , tnum = 524 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNestedPartyIDSource :: FIXTag +tNestedPartyIDSource = FIXTag + { tName = "NestedPartyIDSource" + , tnum = 525 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSecondaryClOrdID :: FIXTag +tSecondaryClOrdID = FIXTag + { tName = "SecondaryClOrdID" + , tnum = 526 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecondaryExecID :: FIXTag +tSecondaryExecID = FIXTag + { tName = "SecondaryExecID" + , tnum = 527 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderCapacity :: FIXTag +tOrderCapacity = FIXTag + { tName = "OrderCapacity" + , tnum = 528 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tOrderRestrictions :: FIXTag +tOrderRestrictions = FIXTag + { tName = "OrderRestrictions" + , tnum = 529 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMassCancelRequestType :: FIXTag +tMassCancelRequestType = FIXTag + { tName = "MassCancelRequestType" + , tnum = 530 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMassCancelResponse :: FIXTag +tMassCancelResponse = FIXTag + { tName = "MassCancelResponse" + , tnum = 531 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMassCancelRejectReason :: FIXTag +tMassCancelRejectReason = FIXTag + { tName = "MassCancelRejectReason" + , tnum = 532 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTotalAffectedOrders :: FIXTag +tTotalAffectedOrders = FIXTag + { tName = "TotalAffectedOrders" + , tnum = 533 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoAffectedOrders :: FIXTag +tNoAffectedOrders = FIXTag + { tName = "NoAffectedOrders" + , tnum = 534 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAffectedOrderID :: FIXTag +tAffectedOrderID = FIXTag + { tName = "AffectedOrderID" + , tnum = 535 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAffectedSecondaryOrderID :: FIXTag +tAffectedSecondaryOrderID = FIXTag + { tName = "AffectedSecondaryOrderID" + , tnum = 536 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteType :: FIXTag +tQuoteType = FIXTag + { tName = "QuoteType" + , tnum = 537 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNestedPartyRole :: FIXTag +tNestedPartyRole = FIXTag + { tName = "NestedPartyRole" + , tnum = 538 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoNestedPartyIDs :: FIXTag +tNoNestedPartyIDs = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = 539 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotalAccruedInterestAmt :: FIXTag +tTotalAccruedInterestAmt = FIXTag + { tName = "TotalAccruedInterestAmt" + , tnum = 540 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMaturityDate :: FIXTag +tMaturityDate = FIXTag + { tName = "MaturityDate" + , tnum = 541 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tUnderlyingMaturityDate :: FIXTag +tUnderlyingMaturityDate = FIXTag + { tName = "UnderlyingMaturityDate" + , tnum = 542 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tInstrRegistry :: FIXTag +tInstrRegistry = FIXTag + { tName = "InstrRegistry" + , tnum = 543 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCashMargin :: FIXTag +tCashMargin = FIXTag + { tName = "CashMargin" + , tnum = 544 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNestedPartySubID :: FIXTag +tNestedPartySubID = FIXTag + { tName = "NestedPartySubID" + , tnum = 545 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tScope :: FIXTag +tScope = FIXTag + { tName = "Scope" + , tnum = 546 + , tparser = toFIXMultipleValueString + , arbitraryValue = FIXMultipleValueString <$> arbitrary } + +tMDImplicitDelete :: FIXTag +tMDImplicitDelete = FIXTag + { tName = "MDImplicitDelete" + , tnum = 547 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tCrossID :: FIXTag +tCrossID = FIXTag + { tName = "CrossID" + , tnum = 548 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCrossType :: FIXTag +tCrossType = FIXTag + { tName = "CrossType" + , tnum = 549 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCrossPrioritization :: FIXTag +tCrossPrioritization = FIXTag + { tName = "CrossPrioritization" + , tnum = 550 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrigCrossID :: FIXTag +tOrigCrossID = FIXTag + { tName = "OrigCrossID" + , tnum = 551 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoSides :: FIXTag +tNoSides = FIXTag + { tName = "NoSides" + , tnum = 552 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUsername :: FIXTag +tUsername = FIXTag + { tName = "Username" + , tnum = 553 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPassword :: FIXTag +tPassword = FIXTag + { tName = "Password" + , tnum = 554 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoLegs :: FIXTag +tNoLegs = FIXTag + { tName = "NoLegs" + , tnum = 555 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegCurrency :: FIXTag +tLegCurrency = FIXTag + { tName = "LegCurrency" + , tnum = 556 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNoSecurityTypes :: FIXTag +tTotNoSecurityTypes = FIXTag + { tName = "TotNoSecurityTypes" + , tnum = 557 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoSecurityTypes :: FIXTag +tNoSecurityTypes = FIXTag + { tName = "NoSecurityTypes" + , tnum = 558 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityListRequestType :: FIXTag +tSecurityListRequestType = FIXTag + { tName = "SecurityListRequestType" + , tnum = 559 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecurityRequestResult :: FIXTag +tSecurityRequestResult = FIXTag + { tName = "SecurityRequestResult" + , tnum = 560 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tRoundLot :: FIXTag +tRoundLot = FIXTag + { tName = "RoundLot" + , tnum = 561 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinTradeVol :: FIXTag +tMinTradeVol = FIXTag + { tName = "MinTradeVol" + , tnum = 562 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMultiLegRptTypeReq :: FIXTag +tMultiLegRptTypeReq = FIXTag + { tName = "MultiLegRptTypeReq" + , tnum = 563 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegPositionEffect :: FIXTag +tLegPositionEffect = FIXTag + { tName = "LegPositionEffect" + , tnum = 564 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegCoveredOrUncovered :: FIXTag +tLegCoveredOrUncovered = FIXTag + { tName = "LegCoveredOrUncovered" + , tnum = 565 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegPrice :: FIXTag +tLegPrice = FIXTag + { tName = "LegPrice" + , tnum = 566 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTradSesStatusRejReason :: FIXTag +tTradSesStatusRejReason = FIXTag + { tName = "TradSesStatusRejReason" + , tnum = 567 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeRequestID :: FIXTag +tTradeRequestID = FIXTag + { tName = "TradeRequestID" + , tnum = 568 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeRequestType :: FIXTag +tTradeRequestType = FIXTag + { tName = "TradeRequestType" + , tnum = 569 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPreviouslyReported :: FIXTag +tPreviouslyReported = FIXTag + { tName = "PreviouslyReported" + , tnum = 570 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tTradeReportID :: FIXTag +tTradeReportID = FIXTag + { tName = "TradeReportID" + , tnum = 571 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeReportRefID :: FIXTag +tTradeReportRefID = FIXTag + { tName = "TradeReportRefID" + , tnum = 572 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMatchStatus :: FIXTag +tMatchStatus = FIXTag + { tName = "MatchStatus" + , tnum = 573 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tMatchType :: FIXTag +tMatchType = FIXTag + { tName = "MatchType" + , tnum = 574 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOddLot :: FIXTag +tOddLot = FIXTag + { tName = "OddLot" + , tnum = 575 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tNoClearingInstructions :: FIXTag +tNoClearingInstructions = FIXTag + { tName = "NoClearingInstructions" + , tnum = 576 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClearingInstruction :: FIXTag +tClearingInstruction = FIXTag + { tName = "ClearingInstruction" + , tnum = 577 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeInputSource :: FIXTag +tTradeInputSource = FIXTag + { tName = "TradeInputSource" + , tnum = 578 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeInputDevice :: FIXTag +tTradeInputDevice = FIXTag + { tName = "TradeInputDevice" + , tnum = 579 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoDates :: FIXTag +tNoDates = FIXTag + { tName = "NoDates" + , tnum = 580 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAccountType :: FIXTag +tAccountType = FIXTag + { tName = "AccountType" + , tnum = 581 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCustOrderCapacity :: FIXTag +tCustOrderCapacity = FIXTag + { tName = "CustOrderCapacity" + , tnum = 582 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tClOrdLinkID :: FIXTag +tClOrdLinkID = FIXTag + { tName = "ClOrdLinkID" + , tnum = 583 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMassStatusReqID :: FIXTag +tMassStatusReqID = FIXTag + { tName = "MassStatusReqID" + , tnum = 584 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMassStatusReqType :: FIXTag +tMassStatusReqType = FIXTag + { tName = "MassStatusReqType" + , tnum = 585 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrigOrdModTime :: FIXTag +tOrigOrdModTime = FIXTag + { tName = "OrigOrdModTime" + , tnum = 586 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tLegSettlType :: FIXTag +tLegSettlType = FIXTag + { tName = "LegSettlType" + , tnum = 587 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegSettlDate :: FIXTag +tLegSettlDate = FIXTag + { tName = "LegSettlDate" + , tnum = 588 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tDayBookingInst :: FIXTag +tDayBookingInst = FIXTag + { tName = "DayBookingInst" + , tnum = 589 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tBookingUnit :: FIXTag +tBookingUnit = FIXTag + { tName = "BookingUnit" + , tnum = 590 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tPreallocMethod :: FIXTag +tPreallocMethod = FIXTag + { tName = "PreallocMethod" + , tnum = 591 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tUnderlyingCountryOfIssue :: FIXTag +tUnderlyingCountryOfIssue = FIXTag + { tName = "UnderlyingCountryOfIssue" + , tnum = 592 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingStateOrProvinceOfIssue :: FIXTag +tUnderlyingStateOrProvinceOfIssue = FIXTag + { tName = "UnderlyingStateOrProvinceOfIssue" + , tnum = 593 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingLocaleOfIssue :: FIXTag +tUnderlyingLocaleOfIssue = FIXTag + { tName = "UnderlyingLocaleOfIssue" + , tnum = 594 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingInstrRegistry :: FIXTag +tUnderlyingInstrRegistry = FIXTag + { tName = "UnderlyingInstrRegistry" + , tnum = 595 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegCountryOfIssue :: FIXTag +tLegCountryOfIssue = FIXTag + { tName = "LegCountryOfIssue" + , tnum = 596 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegStateOrProvinceOfIssue :: FIXTag +tLegStateOrProvinceOfIssue = FIXTag + { tName = "LegStateOrProvinceOfIssue" + , tnum = 597 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegLocaleOfIssue :: FIXTag +tLegLocaleOfIssue = FIXTag + { tName = "LegLocaleOfIssue" + , tnum = 598 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegInstrRegistry :: FIXTag +tLegInstrRegistry = FIXTag + { tName = "LegInstrRegistry" + , tnum = 599 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSymbol :: FIXTag +tLegSymbol = FIXTag + { tName = "LegSymbol" + , tnum = 600 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSymbolSfx :: FIXTag +tLegSymbolSfx = FIXTag + { tName = "LegSymbolSfx" + , tnum = 601 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityID :: FIXTag +tLegSecurityID = FIXTag + { tName = "LegSecurityID" + , tnum = 602 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityIDSource :: FIXTag +tLegSecurityIDSource = FIXTag + { tName = "LegSecurityIDSource" + , tnum = 603 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoLegSecurityAltID :: FIXTag +tNoLegSecurityAltID = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = 604 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegSecurityAltID :: FIXTag +tLegSecurityAltID = FIXTag + { tName = "LegSecurityAltID" + , tnum = 605 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityAltIDSource :: FIXTag +tLegSecurityAltIDSource = FIXTag + { tName = "LegSecurityAltIDSource" + , tnum = 606 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegProduct :: FIXTag +tLegProduct = FIXTag + { tName = "LegProduct" + , tnum = 607 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegCFICode :: FIXTag +tLegCFICode = FIXTag + { tName = "LegCFICode" + , tnum = 608 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecurityType :: FIXTag +tLegSecurityType = FIXTag + { tName = "LegSecurityType" + , tnum = 609 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegMaturityMonthYear :: FIXTag +tLegMaturityMonthYear = FIXTag + { tName = "LegMaturityMonthYear" + , tnum = 610 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tLegMaturityDate :: FIXTag +tLegMaturityDate = FIXTag + { tName = "LegMaturityDate" + , tnum = 611 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegStrikePrice :: FIXTag +tLegStrikePrice = FIXTag + { tName = "LegStrikePrice" + , tnum = 612 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegOptAttribute :: FIXTag +tLegOptAttribute = FIXTag + { tName = "LegOptAttribute" + , tnum = 613 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tLegContractMultiplier :: FIXTag +tLegContractMultiplier = FIXTag + { tName = "LegContractMultiplier" + , tnum = 614 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegCouponRate :: FIXTag +tLegCouponRate = FIXTag + { tName = "LegCouponRate" + , tnum = 615 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegSecurityExchange :: FIXTag +tLegSecurityExchange = FIXTag + { tName = "LegSecurityExchange" + , tnum = 616 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegIssuer :: FIXTag +tLegIssuer = FIXTag + { tName = "LegIssuer" + , tnum = 617 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedLegIssuerLen :: FIXTag +tEncodedLegIssuerLen = FIXTag + { tName = "EncodedLegIssuerLen" + , tnum = 618 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedLegIssuer :: FIXTag +tEncodedLegIssuer = FIXTag + { tName = "EncodedLegIssuer" + , tnum = 619 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tLegSecurityDesc :: FIXTag +tLegSecurityDesc = FIXTag + { tName = "LegSecurityDesc" + , tnum = 620 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tEncodedLegSecurityDescLen :: FIXTag +tEncodedLegSecurityDescLen = FIXTag + { tName = "EncodedLegSecurityDescLen" + , tnum = 621 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEncodedLegSecurityDesc :: FIXTag +tEncodedLegSecurityDesc = FIXTag + { tName = "EncodedLegSecurityDesc" + , tnum = 622 + , tparser = toFIXData + , arbitraryValue = FIXData <$> arbitrary } + +tLegRatioQty :: FIXTag +tLegRatioQty = FIXTag + { tName = "LegRatioQty" + , tnum = 623 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegSide :: FIXTag +tLegSide = FIXTag + { tName = "LegSide" + , tnum = 624 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTradingSessionSubID :: FIXTag +tTradingSessionSubID = FIXTag + { tName = "TradingSessionSubID" + , tnum = 625 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocType :: FIXTag +tAllocType = FIXTag + { tName = "AllocType" + , tnum = 626 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoHops :: FIXTag +tNoHops = FIXTag + { tName = "NoHops" + , tnum = 627 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tHopCompID :: FIXTag +tHopCompID = FIXTag + { tName = "HopCompID" + , tnum = 628 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tHopSendingTime :: FIXTag +tHopSendingTime = FIXTag + { tName = "HopSendingTime" + , tnum = 629 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tHopRefID :: FIXTag +tHopRefID = FIXTag + { tName = "HopRefID" + , tnum = 630 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMidPx :: FIXTag +tMidPx = FIXTag + { tName = "MidPx" + , tnum = 631 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidYield :: FIXTag +tBidYield = FIXTag + { tName = "BidYield" + , tnum = 632 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMidYield :: FIXTag +tMidYield = FIXTag + { tName = "MidYield" + , tnum = 633 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferYield :: FIXTag +tOfferYield = FIXTag + { tName = "OfferYield" + , tnum = 634 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tClearingFeeIndicator :: FIXTag +tClearingFeeIndicator = FIXTag + { tName = "ClearingFeeIndicator" + , tnum = 635 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tWorkingIndicator :: FIXTag +tWorkingIndicator = FIXTag + { tName = "WorkingIndicator" + , tnum = 636 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tLegLastPx :: FIXTag +tLegLastPx = FIXTag + { tName = "LegLastPx" + , tnum = 637 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPriorityIndicator :: FIXTag +tPriorityIndicator = FIXTag + { tName = "PriorityIndicator" + , tnum = 638 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriceImprovement :: FIXTag +tPriceImprovement = FIXTag + { tName = "PriceImprovement" + , tnum = 639 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPrice2 :: FIXTag +tPrice2 = FIXTag + { tName = "Price2" + , tnum = 640 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastForwardPoints2 :: FIXTag +tLastForwardPoints2 = FIXTag + { tName = "LastForwardPoints2" + , tnum = 641 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBidForwardPoints2 :: FIXTag +tBidForwardPoints2 = FIXTag + { tName = "BidForwardPoints2" + , tnum = 642 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOfferForwardPoints2 :: FIXTag +tOfferForwardPoints2 = FIXTag + { tName = "OfferForwardPoints2" + , tnum = 643 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tRFQReqID :: FIXTag +tRFQReqID = FIXTag + { tName = "RFQReqID" + , tnum = 644 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMktBidPx :: FIXTag +tMktBidPx = FIXTag + { tName = "MktBidPx" + , tnum = 645 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMktOfferPx :: FIXTag +tMktOfferPx = FIXTag + { tName = "MktOfferPx" + , tnum = 646 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinBidSize :: FIXTag +tMinBidSize = FIXTag + { tName = "MinBidSize" + , tnum = 647 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMinOfferSize :: FIXTag +tMinOfferSize = FIXTag + { tName = "MinOfferSize" + , tnum = 648 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteStatusReqID :: FIXTag +tQuoteStatusReqID = FIXTag + { tName = "QuoteStatusReqID" + , tnum = 649 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegalConfirm :: FIXTag +tLegalConfirm = FIXTag + { tName = "LegalConfirm" + , tnum = 650 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tUnderlyingLastPx :: FIXTag +tUnderlyingLastPx = FIXTag + { tName = "UnderlyingLastPx" + , tnum = 651 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingLastQty :: FIXTag +tUnderlyingLastQty = FIXTag + { tName = "UnderlyingLastQty" + , tnum = 652 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSecDefStatus :: FIXTag +tSecDefStatus = FIXTag + { tName = "SecDefStatus" + , tnum = 653 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegRefID :: FIXTag +tLegRefID = FIXTag + { tName = "LegRefID" + , tnum = 654 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tContraLegRefID :: FIXTag +tContraLegRefID = FIXTag + { tName = "ContraLegRefID" + , tnum = 655 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlCurrBidFxRate :: FIXTag +tSettlCurrBidFxRate = FIXTag + { tName = "SettlCurrBidFxRate" + , tnum = 656 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlCurrOfferFxRate :: FIXTag +tSettlCurrOfferFxRate = FIXTag + { tName = "SettlCurrOfferFxRate" + , tnum = 657 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tQuoteRequestRejectReason :: FIXTag +tQuoteRequestRejectReason = FIXTag + { tName = "QuoteRequestRejectReason" + , tnum = 658 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideComplianceID :: FIXTag +tSideComplianceID = FIXTag + { tName = "SideComplianceID" + , tnum = 659 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAcctIDSource :: FIXTag +tAcctIDSource = FIXTag + { tName = "AcctIDSource" + , tnum = 660 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocAcctIDSource :: FIXTag +tAllocAcctIDSource = FIXTag + { tName = "AllocAcctIDSource" + , tnum = 661 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBenchmarkPrice :: FIXTag +tBenchmarkPrice = FIXTag + { tName = "BenchmarkPrice" + , tnum = 662 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tBenchmarkPriceType :: FIXTag +tBenchmarkPriceType = FIXTag + { tName = "BenchmarkPriceType" + , tnum = 663 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tConfirmID :: FIXTag +tConfirmID = FIXTag + { tName = "ConfirmID" + , tnum = 664 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tConfirmStatus :: FIXTag +tConfirmStatus = FIXTag + { tName = "ConfirmStatus" + , tnum = 665 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tConfirmTransType :: FIXTag +tConfirmTransType = FIXTag + { tName = "ConfirmTransType" + , tnum = 666 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContractSettlMonth :: FIXTag +tContractSettlMonth = FIXTag + { tName = "ContractSettlMonth" + , tnum = 667 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tDeliveryForm :: FIXTag +tDeliveryForm = FIXTag + { tName = "DeliveryForm" + , tnum = 668 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastParPx :: FIXTag +tLastParPx = FIXTag + { tName = "LastParPx" + , tnum = 669 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoLegAllocs :: FIXTag +tNoLegAllocs = FIXTag + { tName = "NoLegAllocs" + , tnum = 670 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegAllocAccount :: FIXTag +tLegAllocAccount = FIXTag + { tName = "LegAllocAccount" + , tnum = 671 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegIndividualAllocID :: FIXTag +tLegIndividualAllocID = FIXTag + { tName = "LegIndividualAllocID" + , tnum = 672 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegAllocQty :: FIXTag +tLegAllocQty = FIXTag + { tName = "LegAllocQty" + , tnum = 673 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegAllocAcctIDSource :: FIXTag +tLegAllocAcctIDSource = FIXTag + { tName = "LegAllocAcctIDSource" + , tnum = 674 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSettlCurrency :: FIXTag +tLegSettlCurrency = FIXTag + { tName = "LegSettlCurrency" + , tnum = 675 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegBenchmarkCurveCurrency :: FIXTag +tLegBenchmarkCurveCurrency = FIXTag + { tName = "LegBenchmarkCurveCurrency" + , tnum = 676 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegBenchmarkCurveName :: FIXTag +tLegBenchmarkCurveName = FIXTag + { tName = "LegBenchmarkCurveName" + , tnum = 677 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegBenchmarkCurvePoint :: FIXTag +tLegBenchmarkCurvePoint = FIXTag + { tName = "LegBenchmarkCurvePoint" + , tnum = 678 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegBenchmarkPrice :: FIXTag +tLegBenchmarkPrice = FIXTag + { tName = "LegBenchmarkPrice" + , tnum = 679 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegBenchmarkPriceType :: FIXTag +tLegBenchmarkPriceType = FIXTag + { tName = "LegBenchmarkPriceType" + , tnum = 680 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegBidPx :: FIXTag +tLegBidPx = FIXTag + { tName = "LegBidPx" + , tnum = 681 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegIOIQty :: FIXTag +tLegIOIQty = FIXTag + { tName = "LegIOIQty" + , tnum = 682 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoLegStipulations :: FIXTag +tNoLegStipulations = FIXTag + { tName = "NoLegStipulations" + , tnum = 683 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegOfferPx :: FIXTag +tLegOfferPx = FIXTag + { tName = "LegOfferPx" + , tnum = 684 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegOrderQty :: FIXTag +tLegOrderQty = FIXTag + { tName = "LegOrderQty" + , tnum = 685 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegPriceType :: FIXTag +tLegPriceType = FIXTag + { tName = "LegPriceType" + , tnum = 686 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegQty :: FIXTag +tLegQty = FIXTag + { tName = "LegQty" + , tnum = 687 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegStipulationType :: FIXTag +tLegStipulationType = FIXTag + { tName = "LegStipulationType" + , tnum = 688 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegStipulationValue :: FIXTag +tLegStipulationValue = FIXTag + { tName = "LegStipulationValue" + , tnum = 689 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSwapType :: FIXTag +tLegSwapType = FIXTag + { tName = "LegSwapType" + , tnum = 690 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPool :: FIXTag +tPool = FIXTag + { tName = "Pool" + , tnum = 691 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuotePriceType :: FIXTag +tQuotePriceType = FIXTag + { tName = "QuotePriceType" + , tnum = 692 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteRespID :: FIXTag +tQuoteRespID = FIXTag + { tName = "QuoteRespID" + , tnum = 693 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tQuoteRespType :: FIXTag +tQuoteRespType = FIXTag + { tName = "QuoteRespType" + , tnum = 694 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQuoteQualifier :: FIXTag +tQuoteQualifier = FIXTag + { tName = "QuoteQualifier" + , tnum = 695 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tYieldRedemptionDate :: FIXTag +tYieldRedemptionDate = FIXTag + { tName = "YieldRedemptionDate" + , tnum = 696 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tYieldRedemptionPrice :: FIXTag +tYieldRedemptionPrice = FIXTag + { tName = "YieldRedemptionPrice" + , tnum = 697 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tYieldRedemptionPriceType :: FIXTag +tYieldRedemptionPriceType = FIXTag + { tName = "YieldRedemptionPriceType" + , tnum = 698 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBenchmarkSecurityID :: FIXTag +tBenchmarkSecurityID = FIXTag + { tName = "BenchmarkSecurityID" + , tnum = 699 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tReversalIndicator :: FIXTag +tReversalIndicator = FIXTag + { tName = "ReversalIndicator" + , tnum = 700 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tYieldCalcDate :: FIXTag +tYieldCalcDate = FIXTag + { tName = "YieldCalcDate" + , tnum = 701 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tNoPositions :: FIXTag +tNoPositions = FIXTag + { tName = "NoPositions" + , tnum = 702 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosType :: FIXTag +tPosType = FIXTag + { tName = "PosType" + , tnum = 703 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLongQty :: FIXTag +tLongQty = FIXTag + { tName = "LongQty" + , tnum = 704 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tShortQty :: FIXTag +tShortQty = FIXTag + { tName = "ShortQty" + , tnum = 705 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPosQtyStatus :: FIXTag +tPosQtyStatus = FIXTag + { tName = "PosQtyStatus" + , tnum = 706 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosAmtType :: FIXTag +tPosAmtType = FIXTag + { tName = "PosAmtType" + , tnum = 707 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPosAmt :: FIXTag +tPosAmt = FIXTag + { tName = "PosAmt" + , tnum = 708 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPosTransType :: FIXTag +tPosTransType = FIXTag + { tName = "PosTransType" + , tnum = 709 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosReqID :: FIXTag +tPosReqID = FIXTag + { tName = "PosReqID" + , tnum = 710 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoUnderlyings :: FIXTag +tNoUnderlyings = FIXTag + { tName = "NoUnderlyings" + , tnum = 711 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosMaintAction :: FIXTag +tPosMaintAction = FIXTag + { tName = "PosMaintAction" + , tnum = 712 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrigPosReqRefID :: FIXTag +tOrigPosReqRefID = FIXTag + { tName = "OrigPosReqRefID" + , tnum = 713 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPosMaintRptRefID :: FIXTag +tPosMaintRptRefID = FIXTag + { tName = "PosMaintRptRefID" + , tnum = 714 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tClearingBusinessDate :: FIXTag +tClearingBusinessDate = FIXTag + { tName = "ClearingBusinessDate" + , tnum = 715 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tSettlSessID :: FIXTag +tSettlSessID = FIXTag + { tName = "SettlSessID" + , tnum = 716 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlSessSubID :: FIXTag +tSettlSessSubID = FIXTag + { tName = "SettlSessSubID" + , tnum = 717 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAdjustmentType :: FIXTag +tAdjustmentType = FIXTag + { tName = "AdjustmentType" + , tnum = 718 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tContraryInstructionIndicator :: FIXTag +tContraryInstructionIndicator = FIXTag + { tName = "ContraryInstructionIndicator" + , tnum = 719 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tPriorSpreadIndicator :: FIXTag +tPriorSpreadIndicator = FIXTag + { tName = "PriorSpreadIndicator" + , tnum = 720 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tPosMaintRptID :: FIXTag +tPosMaintRptID = FIXTag + { tName = "PosMaintRptID" + , tnum = 721 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPosMaintStatus :: FIXTag +tPosMaintStatus = FIXTag + { tName = "PosMaintStatus" + , tnum = 722 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosMaintResult :: FIXTag +tPosMaintResult = FIXTag + { tName = "PosMaintResult" + , tnum = 723 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosReqType :: FIXTag +tPosReqType = FIXTag + { tName = "PosReqType" + , tnum = 724 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tResponseTransportType :: FIXTag +tResponseTransportType = FIXTag + { tName = "ResponseTransportType" + , tnum = 725 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tResponseDestination :: FIXTag +tResponseDestination = FIXTag + { tName = "ResponseDestination" + , tnum = 726 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotalNumPosReports :: FIXTag +tTotalNumPosReports = FIXTag + { tName = "TotalNumPosReports" + , tnum = 727 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosReqResult :: FIXTag +tPosReqResult = FIXTag + { tName = "PosReqResult" + , tnum = 728 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPosReqStatus :: FIXTag +tPosReqStatus = FIXTag + { tName = "PosReqStatus" + , tnum = 729 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlPrice :: FIXTag +tSettlPrice = FIXTag + { tName = "SettlPrice" + , tnum = 730 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tSettlPriceType :: FIXTag +tSettlPriceType = FIXTag + { tName = "SettlPriceType" + , tnum = 731 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingSettlPrice :: FIXTag +tUnderlyingSettlPrice = FIXTag + { tName = "UnderlyingSettlPrice" + , tnum = 732 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingSettlPriceType :: FIXTag +tUnderlyingSettlPriceType = FIXTag + { tName = "UnderlyingSettlPriceType" + , tnum = 733 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPriorSettlPrice :: FIXTag +tPriorSettlPrice = FIXTag + { tName = "PriorSettlPrice" + , tnum = 734 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoQuoteQualifiers :: FIXTag +tNoQuoteQualifiers = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = 735 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocSettlCurrency :: FIXTag +tAllocSettlCurrency = FIXTag + { tName = "AllocSettlCurrency" + , tnum = 736 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocSettlCurrAmt :: FIXTag +tAllocSettlCurrAmt = FIXTag + { tName = "AllocSettlCurrAmt" + , tnum = 737 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tInterestAtMaturity :: FIXTag +tInterestAtMaturity = FIXTag + { tName = "InterestAtMaturity" + , tnum = 738 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLegDatedDate :: FIXTag +tLegDatedDate = FIXTag + { tName = "LegDatedDate" + , tnum = 739 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tLegPool :: FIXTag +tLegPool = FIXTag + { tName = "LegPool" + , tnum = 740 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocInterestAtMaturity :: FIXTag +tAllocInterestAtMaturity = FIXTag + { tName = "AllocInterestAtMaturity" + , tnum = 741 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllocAccruedInterestAmt :: FIXTag +tAllocAccruedInterestAmt = FIXTag + { tName = "AllocAccruedInterestAmt" + , tnum = 742 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDeliveryDate :: FIXTag +tDeliveryDate = FIXTag + { tName = "DeliveryDate" + , tnum = 743 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tAssignmentMethod :: FIXTag +tAssignmentMethod = FIXTag + { tName = "AssignmentMethod" + , tnum = 744 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tAssignmentUnit :: FIXTag +tAssignmentUnit = FIXTag + { tName = "AssignmentUnit" + , tnum = 745 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOpenInterest :: FIXTag +tOpenInterest = FIXTag + { tName = "OpenInterest" + , tnum = 746 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tExerciseMethod :: FIXTag +tExerciseMethod = FIXTag + { tName = "ExerciseMethod" + , tnum = 747 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTotNumTradeReports :: FIXTag +tTotNumTradeReports = FIXTag + { tName = "TotNumTradeReports" + , tnum = 748 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeRequestResult :: FIXTag +tTradeRequestResult = FIXTag + { tName = "TradeRequestResult" + , tnum = 749 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeRequestStatus :: FIXTag +tTradeRequestStatus = FIXTag + { tName = "TradeRequestStatus" + , tnum = 750 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeReportRejectReason :: FIXTag +tTradeReportRejectReason = FIXTag + { tName = "TradeReportRejectReason" + , tnum = 751 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSideMultiLegReportingType :: FIXTag +tSideMultiLegReportingType = FIXTag + { tName = "SideMultiLegReportingType" + , tnum = 752 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoPosAmt :: FIXTag +tNoPosAmt = FIXTag + { tName = "NoPosAmt" + , tnum = 753 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAutoAcceptIndicator :: FIXTag +tAutoAcceptIndicator = FIXTag + { tName = "AutoAcceptIndicator" + , tnum = 754 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAllocReportID :: FIXTag +tAllocReportID = FIXTag + { tName = "AllocReportID" + , tnum = 755 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoNested2PartyIDs :: FIXTag +tNoNested2PartyIDs = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = 756 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNested2PartyID :: FIXTag +tNested2PartyID = FIXTag + { tName = "Nested2PartyID" + , tnum = 757 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNested2PartyIDSource :: FIXTag +tNested2PartyIDSource = FIXTag + { tName = "Nested2PartyIDSource" + , tnum = 758 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNested2PartyRole :: FIXTag +tNested2PartyRole = FIXTag + { tName = "Nested2PartyRole" + , tnum = 759 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNested2PartySubID :: FIXTag +tNested2PartySubID = FIXTag + { tName = "Nested2PartySubID" + , tnum = 760 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tBenchmarkSecurityIDSource :: FIXTag +tBenchmarkSecurityIDSource = FIXTag + { tName = "BenchmarkSecurityIDSource" + , tnum = 761 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecuritySubType :: FIXTag +tSecuritySubType = FIXTag + { tName = "SecuritySubType" + , tnum = 762 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingSecuritySubType :: FIXTag +tUnderlyingSecuritySubType = FIXTag + { tName = "UnderlyingSecuritySubType" + , tnum = 763 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegSecuritySubType :: FIXTag +tLegSecuritySubType = FIXTag + { tName = "LegSecuritySubType" + , tnum = 764 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllowableOneSidednessPct :: FIXTag +tAllowableOneSidednessPct = FIXTag + { tName = "AllowableOneSidednessPct" + , tnum = 765 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllowableOneSidednessValue :: FIXTag +tAllowableOneSidednessValue = FIXTag + { tName = "AllowableOneSidednessValue" + , tnum = 766 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tAllowableOneSidednessCurr :: FIXTag +tAllowableOneSidednessCurr = FIXTag + { tName = "AllowableOneSidednessCurr" + , tnum = 767 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoTrdRegTimestamps :: FIXTag +tNoTrdRegTimestamps = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = 768 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTrdRegTimestamp :: FIXTag +tTrdRegTimestamp = FIXTag + { tName = "TrdRegTimestamp" + , tnum = 769 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tTrdRegTimestampType :: FIXTag +tTrdRegTimestampType = FIXTag + { tName = "TrdRegTimestampType" + , tnum = 770 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTrdRegTimestampOrigin :: FIXTag +tTrdRegTimestampOrigin = FIXTag + { tName = "TrdRegTimestampOrigin" + , tnum = 771 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tConfirmRefID :: FIXTag +tConfirmRefID = FIXTag + { tName = "ConfirmRefID" + , tnum = 772 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tConfirmType :: FIXTag +tConfirmType = FIXTag + { tName = "ConfirmType" + , tnum = 773 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tConfirmRejReason :: FIXTag +tConfirmRejReason = FIXTag + { tName = "ConfirmRejReason" + , tnum = 774 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tBookingType :: FIXTag +tBookingType = FIXTag + { tName = "BookingType" + , tnum = 775 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tIndividualAllocRejCode :: FIXTag +tIndividualAllocRejCode = FIXTag + { tName = "IndividualAllocRejCode" + , tnum = 776 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlInstMsgID :: FIXTag +tSettlInstMsgID = FIXTag + { tName = "SettlInstMsgID" + , tnum = 777 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoSettlInst :: FIXTag +tNoSettlInst = FIXTag + { tName = "NoSettlInst" + , tnum = 778 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastUpdateTime :: FIXTag +tLastUpdateTime = FIXTag + { tName = "LastUpdateTime" + , tnum = 779 + , tparser = toFIXTimestamp + , arbitraryValue = FIXTimestamp <$> arbitrary } + +tAllocSettlInstType :: FIXTag +tAllocSettlInstType = FIXTag + { tName = "AllocSettlInstType" + , tnum = 780 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoSettlPartyIDs :: FIXTag +tNoSettlPartyIDs = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = 781 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlPartyID :: FIXTag +tSettlPartyID = FIXTag + { tName = "SettlPartyID" + , tnum = 782 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlPartyIDSource :: FIXTag +tSettlPartyIDSource = FIXTag + { tName = "SettlPartyIDSource" + , tnum = 783 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tSettlPartyRole :: FIXTag +tSettlPartyRole = FIXTag + { tName = "SettlPartyRole" + , tnum = 784 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSettlPartySubID :: FIXTag +tSettlPartySubID = FIXTag + { tName = "SettlPartySubID" + , tnum = 785 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlPartySubIDType :: FIXTag +tSettlPartySubIDType = FIXTag + { tName = "SettlPartySubIDType" + , tnum = 786 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDlvyInstType :: FIXTag +tDlvyInstType = FIXTag + { tName = "DlvyInstType" + , tnum = 787 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tTerminationType :: FIXTag +tTerminationType = FIXTag + { tName = "TerminationType" + , tnum = 788 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNextExpectedMsgSeqNum :: FIXTag +tNextExpectedMsgSeqNum = FIXTag + { tName = "NextExpectedMsgSeqNum" + , tnum = 789 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrdStatusReqID :: FIXTag +tOrdStatusReqID = FIXTag + { tName = "OrdStatusReqID" + , tnum = 790 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstReqID :: FIXTag +tSettlInstReqID = FIXTag + { tName = "SettlInstReqID" + , tnum = 791 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSettlInstReqRejCode :: FIXTag +tSettlInstReqRejCode = FIXTag + { tName = "SettlInstReqRejCode" + , tnum = 792 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryAllocID :: FIXTag +tSecondaryAllocID = FIXTag + { tName = "SecondaryAllocID" + , tnum = 793 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocReportType :: FIXTag +tAllocReportType = FIXTag + { tName = "AllocReportType" + , tnum = 794 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocReportRefID :: FIXTag +tAllocReportRefID = FIXTag + { tName = "AllocReportRefID" + , tnum = 795 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAllocCancReplaceReason :: FIXTag +tAllocCancReplaceReason = FIXTag + { tName = "AllocCancReplaceReason" + , tnum = 796 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCopyMsgIndicator :: FIXTag +tCopyMsgIndicator = FIXTag + { tName = "CopyMsgIndicator" + , tnum = 797 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAllocAccountType :: FIXTag +tAllocAccountType = FIXTag + { tName = "AllocAccountType" + , tnum = 798 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderAvgPx :: FIXTag +tOrderAvgPx = FIXTag + { tName = "OrderAvgPx" + , tnum = 799 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tOrderBookingQty :: FIXTag +tOrderBookingQty = FIXTag + { tName = "OrderBookingQty" + , tnum = 800 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoSettlPartySubIDs :: FIXTag +tNoSettlPartySubIDs = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = 801 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoPartySubIDs :: FIXTag +tNoPartySubIDs = FIXTag + { tName = "NoPartySubIDs" + , tnum = 802 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPartySubIDType :: FIXTag +tPartySubIDType = FIXTag + { tName = "PartySubIDType" + , tnum = 803 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoNestedPartySubIDs :: FIXTag +tNoNestedPartySubIDs = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = 804 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNestedPartySubIDType :: FIXTag +tNestedPartySubIDType = FIXTag + { tName = "NestedPartySubIDType" + , tnum = 805 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoNested2PartySubIDs :: FIXTag +tNoNested2PartySubIDs = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = 806 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNested2PartySubIDType :: FIXTag +tNested2PartySubIDType = FIXTag + { tName = "Nested2PartySubIDType" + , tnum = 807 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocIntermedReqType :: FIXTag +tAllocIntermedReqType = FIXTag + { tName = "AllocIntermedReqType" + , tnum = 808 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingPx :: FIXTag +tUnderlyingPx = FIXTag + { tName = "UnderlyingPx" + , tnum = 810 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPriceDelta :: FIXTag +tPriceDelta = FIXTag + { tName = "PriceDelta" + , tnum = 811 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tApplQueueMax :: FIXTag +tApplQueueMax = FIXTag + { tName = "ApplQueueMax" + , tnum = 812 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tApplQueueDepth :: FIXTag +tApplQueueDepth = FIXTag + { tName = "ApplQueueDepth" + , tnum = 813 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tApplQueueResolution :: FIXTag +tApplQueueResolution = FIXTag + { tName = "ApplQueueResolution" + , tnum = 814 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tApplQueueAction :: FIXTag +tApplQueueAction = FIXTag + { tName = "ApplQueueAction" + , tnum = 815 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoAltMDSource :: FIXTag +tNoAltMDSource = FIXTag + { tName = "NoAltMDSource" + , tnum = 816 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAltMDSourceID :: FIXTag +tAltMDSourceID = FIXTag + { tName = "AltMDSourceID" + , tnum = 817 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecondaryTradeReportID :: FIXTag +tSecondaryTradeReportID = FIXTag + { tName = "SecondaryTradeReportID" + , tnum = 818 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAvgPxIndicator :: FIXTag +tAvgPxIndicator = FIXTag + { tName = "AvgPxIndicator" + , tnum = 819 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeLinkID :: FIXTag +tTradeLinkID = FIXTag + { tName = "TradeLinkID" + , tnum = 820 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tOrderInputDevice :: FIXTag +tOrderInputDevice = FIXTag + { tName = "OrderInputDevice" + , tnum = 821 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingTradingSessionID :: FIXTag +tUnderlyingTradingSessionID = FIXTag + { tName = "UnderlyingTradingSessionID" + , tnum = 822 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingTradingSessionSubID :: FIXTag +tUnderlyingTradingSessionSubID = FIXTag + { tName = "UnderlyingTradingSessionSubID" + , tnum = 823 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeLegRefID :: FIXTag +tTradeLegRefID = FIXTag + { tName = "TradeLegRefID" + , tnum = 824 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tExchangeRule :: FIXTag +tExchangeRule = FIXTag + { tName = "ExchangeRule" + , tnum = 825 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTradeAllocIndicator :: FIXTag +tTradeAllocIndicator = FIXTag + { tName = "TradeAllocIndicator" + , tnum = 826 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tExpirationCycle :: FIXTag +tExpirationCycle = FIXTag + { tName = "ExpirationCycle" + , tnum = 827 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTrdType :: FIXTag +tTrdType = FIXTag + { tName = "TrdType" + , tnum = 828 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTrdSubType :: FIXTag +tTrdSubType = FIXTag + { tName = "TrdSubType" + , tnum = 829 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTransferReason :: FIXTag +tTransferReason = FIXTag + { tName = "TransferReason" + , tnum = 830 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAsgnReqID :: FIXTag +tAsgnReqID = FIXTag + { tName = "AsgnReqID" + , tnum = 831 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTotNumAssignmentReports :: FIXTag +tTotNumAssignmentReports = FIXTag + { tName = "TotNumAssignmentReports" + , tnum = 832 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAsgnRptID :: FIXTag +tAsgnRptID = FIXTag + { tName = "AsgnRptID" + , tnum = 833 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tThresholdAmount :: FIXTag +tThresholdAmount = FIXTag + { tName = "ThresholdAmount" + , tnum = 834 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPegMoveType :: FIXTag +tPegMoveType = FIXTag + { tName = "PegMoveType" + , tnum = 835 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPegOffsetType :: FIXTag +tPegOffsetType = FIXTag + { tName = "PegOffsetType" + , tnum = 836 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPegLimitType :: FIXTag +tPegLimitType = FIXTag + { tName = "PegLimitType" + , tnum = 837 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPegRoundDirection :: FIXTag +tPegRoundDirection = FIXTag + { tName = "PegRoundDirection" + , tnum = 838 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPeggedPrice :: FIXTag +tPeggedPrice = FIXTag + { tName = "PeggedPrice" + , tnum = 839 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tPegScope :: FIXTag +tPegScope = FIXTag + { tName = "PegScope" + , tnum = 840 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDiscretionMoveType :: FIXTag +tDiscretionMoveType = FIXTag + { tName = "DiscretionMoveType" + , tnum = 841 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDiscretionOffsetType :: FIXTag +tDiscretionOffsetType = FIXTag + { tName = "DiscretionOffsetType" + , tnum = 842 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDiscretionLimitType :: FIXTag +tDiscretionLimitType = FIXTag + { tName = "DiscretionLimitType" + , tnum = 843 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDiscretionRoundDirection :: FIXTag +tDiscretionRoundDirection = FIXTag + { tName = "DiscretionRoundDirection" + , tnum = 844 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tDiscretionPrice :: FIXTag +tDiscretionPrice = FIXTag + { tName = "DiscretionPrice" + , tnum = 845 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tDiscretionScope :: FIXTag +tDiscretionScope = FIXTag + { tName = "DiscretionScope" + , tnum = 846 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTargetStrategy :: FIXTag +tTargetStrategy = FIXTag + { tName = "TargetStrategy" + , tnum = 847 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTargetStrategyParameters :: FIXTag +tTargetStrategyParameters = FIXTag + { tName = "TargetStrategyParameters" + , tnum = 848 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tParticipationRate :: FIXTag +tParticipationRate = FIXTag + { tName = "ParticipationRate" + , tnum = 849 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTargetStrategyPerformance :: FIXTag +tTargetStrategyPerformance = FIXTag + { tName = "TargetStrategyPerformance" + , tnum = 850 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tLastLiquidityInd :: FIXTag +tLastLiquidityInd = FIXTag + { tName = "LastLiquidityInd" + , tnum = 851 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tPublishTrdIndicator :: FIXTag +tPublishTrdIndicator = FIXTag + { tName = "PublishTrdIndicator" + , tnum = 852 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tShortSaleReason :: FIXTag +tShortSaleReason = FIXTag + { tName = "ShortSaleReason" + , tnum = 853 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tQtyType :: FIXTag +tQtyType = FIXTag + { tName = "QtyType" + , tnum = 854 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSecondaryTrdType :: FIXTag +tSecondaryTrdType = FIXTag + { tName = "SecondaryTrdType" + , tnum = 855 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTradeReportType :: FIXTag +tTradeReportType = FIXTag + { tName = "TradeReportType" + , tnum = 856 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAllocNoOrdersType :: FIXTag +tAllocNoOrdersType = FIXTag + { tName = "AllocNoOrdersType" + , tnum = 857 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tSharedCommission :: FIXTag +tSharedCommission = FIXTag + { tName = "SharedCommission" + , tnum = 858 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tConfirmReqID :: FIXTag +tConfirmReqID = FIXTag + { tName = "ConfirmReqID" + , tnum = 859 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAvgParPx :: FIXTag +tAvgParPx = FIXTag + { tName = "AvgParPx" + , tnum = 860 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tReportedPx :: FIXTag +tReportedPx = FIXTag + { tName = "ReportedPx" + , tnum = 861 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoCapacities :: FIXTag +tNoCapacities = FIXTag + { tName = "NoCapacities" + , tnum = 862 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tOrderCapacityQty :: FIXTag +tOrderCapacityQty = FIXTag + { tName = "OrderCapacityQty" + , tnum = 863 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoEvents :: FIXTag +tNoEvents = FIXTag + { tName = "NoEvents" + , tnum = 864 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEventType :: FIXTag +tEventType = FIXTag + { tName = "EventType" + , tnum = 865 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEventDate :: FIXTag +tEventDate = FIXTag + { tName = "EventDate" + , tnum = 866 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tEventPx :: FIXTag +tEventPx = FIXTag + { tName = "EventPx" + , tnum = 867 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tEventText :: FIXTag +tEventText = FIXTag + { tName = "EventText" + , tnum = 868 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tPctAtRisk :: FIXTag +tPctAtRisk = FIXTag + { tName = "PctAtRisk" + , tnum = 869 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoInstrAttrib :: FIXTag +tNoInstrAttrib = FIXTag + { tName = "NoInstrAttrib" + , tnum = 870 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tInstrAttribType :: FIXTag +tInstrAttribType = FIXTag + { tName = "InstrAttribType" + , tnum = 871 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tInstrAttribValue :: FIXTag +tInstrAttribValue = FIXTag + { tName = "InstrAttribValue" + , tnum = 872 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDatedDate :: FIXTag +tDatedDate = FIXTag + { tName = "DatedDate" + , tnum = 873 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tInterestAccrualDate :: FIXTag +tInterestAccrualDate = FIXTag + { tName = "InterestAccrualDate" + , tnum = 874 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tCPProgram :: FIXTag +tCPProgram = FIXTag + { tName = "CPProgram" + , tnum = 875 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCPRegType :: FIXTag +tCPRegType = FIXTag + { tName = "CPRegType" + , tnum = 876 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingCPProgram :: FIXTag +tUnderlyingCPProgram = FIXTag + { tName = "UnderlyingCPProgram" + , tnum = 877 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingCPRegType :: FIXTag +tUnderlyingCPRegType = FIXTag + { tName = "UnderlyingCPRegType" + , tnum = 878 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingQty :: FIXTag +tUnderlyingQty = FIXTag + { tName = "UnderlyingQty" + , tnum = 879 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTrdMatchID :: FIXTag +tTrdMatchID = FIXTag + { tName = "TrdMatchID" + , tnum = 880 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tSecondaryTradeReportRefID :: FIXTag +tSecondaryTradeReportRefID = FIXTag + { tName = "SecondaryTradeReportRefID" + , tnum = 881 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingDirtyPrice :: FIXTag +tUnderlyingDirtyPrice = FIXTag + { tName = "UnderlyingDirtyPrice" + , tnum = 882 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingEndPrice :: FIXTag +tUnderlyingEndPrice = FIXTag + { tName = "UnderlyingEndPrice" + , tnum = 883 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingStartValue :: FIXTag +tUnderlyingStartValue = FIXTag + { tName = "UnderlyingStartValue" + , tnum = 884 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingCurrentValue :: FIXTag +tUnderlyingCurrentValue = FIXTag + { tName = "UnderlyingCurrentValue" + , tnum = 885 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUnderlyingEndValue :: FIXTag +tUnderlyingEndValue = FIXTag + { tName = "UnderlyingEndValue" + , tnum = 886 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tNoUnderlyingStips :: FIXTag +tNoUnderlyingStips = FIXTag + { tName = "NoUnderlyingStips" + , tnum = 887 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingStipType :: FIXTag +tUnderlyingStipType = FIXTag + { tName = "UnderlyingStipType" + , tnum = 888 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUnderlyingStipValue :: FIXTag +tUnderlyingStipValue = FIXTag + { tName = "UnderlyingStipValue" + , tnum = 889 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tMaturityNetMoney :: FIXTag +tMaturityNetMoney = FIXTag + { tName = "MaturityNetMoney" + , tnum = 890 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMiscFeeBasis :: FIXTag +tMiscFeeBasis = FIXTag + { tName = "MiscFeeBasis" + , tnum = 891 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNoAllocs :: FIXTag +tTotNoAllocs = FIXTag + { tName = "TotNoAllocs" + , tnum = 892 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastFragment :: FIXTag +tLastFragment = FIXTag + { tName = "LastFragment" + , tnum = 893 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tCollReqID :: FIXTag +tCollReqID = FIXTag + { tName = "CollReqID" + , tnum = 894 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollAsgnReason :: FIXTag +tCollAsgnReason = FIXTag + { tName = "CollAsgnReason" + , tnum = 895 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollInquiryQualifier :: FIXTag +tCollInquiryQualifier = FIXTag + { tName = "CollInquiryQualifier" + , tnum = 896 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoTrades :: FIXTag +tNoTrades = FIXTag + { tName = "NoTrades" + , tnum = 897 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tMarginRatio :: FIXTag +tMarginRatio = FIXTag + { tName = "MarginRatio" + , tnum = 898 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tMarginExcess :: FIXTag +tMarginExcess = FIXTag + { tName = "MarginExcess" + , tnum = 899 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tTotalNetValue :: FIXTag +tTotalNetValue = FIXTag + { tName = "TotalNetValue" + , tnum = 900 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCashOutstanding :: FIXTag +tCashOutstanding = FIXTag + { tName = "CashOutstanding" + , tnum = 901 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tCollAsgnID :: FIXTag +tCollAsgnID = FIXTag + { tName = "CollAsgnID" + , tnum = 902 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollAsgnTransType :: FIXTag +tCollAsgnTransType = FIXTag + { tName = "CollAsgnTransType" + , tnum = 903 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollRespID :: FIXTag +tCollRespID = FIXTag + { tName = "CollRespID" + , tnum = 904 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollAsgnRespType :: FIXTag +tCollAsgnRespType = FIXTag + { tName = "CollAsgnRespType" + , tnum = 905 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollAsgnRejectReason :: FIXTag +tCollAsgnRejectReason = FIXTag + { tName = "CollAsgnRejectReason" + , tnum = 906 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollAsgnRefID :: FIXTag +tCollAsgnRefID = FIXTag + { tName = "CollAsgnRefID" + , tnum = 907 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollRptID :: FIXTag +tCollRptID = FIXTag + { tName = "CollRptID" + , tnum = 908 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollInquiryID :: FIXTag +tCollInquiryID = FIXTag + { tName = "CollInquiryID" + , tnum = 909 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollStatus :: FIXTag +tCollStatus = FIXTag + { tName = "CollStatus" + , tnum = 910 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTotNumReports :: FIXTag +tTotNumReports = FIXTag + { tName = "TotNumReports" + , tnum = 911 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLastRptRequested :: FIXTag +tLastRptRequested = FIXTag + { tName = "LastRptRequested" + , tnum = 912 + , tparser = toFIXBool + , arbitraryValue = FIXBool <$> arbitrary } + +tAgreementDesc :: FIXTag +tAgreementDesc = FIXTag + { tName = "AgreementDesc" + , tnum = 913 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAgreementID :: FIXTag +tAgreementID = FIXTag + { tName = "AgreementID" + , tnum = 914 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tAgreementDate :: FIXTag +tAgreementDate = FIXTag + { tName = "AgreementDate" + , tnum = 915 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tStartDate :: FIXTag +tStartDate = FIXTag + { tName = "StartDate" + , tnum = 916 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tEndDate :: FIXTag +tEndDate = FIXTag + { tName = "EndDate" + , tnum = 917 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +tAgreementCurrency :: FIXTag +tAgreementCurrency = FIXTag + { tName = "AgreementCurrency" + , tnum = 918 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tDeliveryType :: FIXTag +tDeliveryType = FIXTag + { tName = "DeliveryType" + , tnum = 919 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tEndAccruedInterestAmt :: FIXTag +tEndAccruedInterestAmt = FIXTag + { tName = "EndAccruedInterestAmt" + , tnum = 920 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tStartCash :: FIXTag +tStartCash = FIXTag + { tName = "StartCash" + , tnum = 921 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tEndCash :: FIXTag +tEndCash = FIXTag + { tName = "EndCash" + , tnum = 922 + , tparser = toFIXDouble + , arbitraryValue = FIXDouble <$> (return (-2.112 :: Double)) } + +tUserRequestID :: FIXTag +tUserRequestID = FIXTag + { tName = "UserRequestID" + , tnum = 923 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUserRequestType :: FIXTag +tUserRequestType = FIXTag + { tName = "UserRequestType" + , tnum = 924 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNewPassword :: FIXTag +tNewPassword = FIXTag + { tName = "NewPassword" + , tnum = 925 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tUserStatus :: FIXTag +tUserStatus = FIXTag + { tName = "UserStatus" + , tnum = 926 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUserStatusText :: FIXTag +tUserStatusText = FIXTag + { tName = "UserStatusText" + , tnum = 927 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tStatusValue :: FIXTag +tStatusValue = FIXTag + { tName = "StatusValue" + , tnum = 928 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStatusText :: FIXTag +tStatusText = FIXTag + { tName = "StatusText" + , tnum = 929 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRefCompID :: FIXTag +tRefCompID = FIXTag + { tName = "RefCompID" + , tnum = 930 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tRefSubID :: FIXTag +tRefSubID = FIXTag + { tName = "RefSubID" + , tnum = 931 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetworkResponseID :: FIXTag +tNetworkResponseID = FIXTag + { tName = "NetworkResponseID" + , tnum = 932 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetworkRequestID :: FIXTag +tNetworkRequestID = FIXTag + { tName = "NetworkRequestID" + , tnum = 933 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLastNetworkResponseID :: FIXTag +tLastNetworkResponseID = FIXTag + { tName = "LastNetworkResponseID" + , tnum = 934 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNetworkRequestType :: FIXTag +tNetworkRequestType = FIXTag + { tName = "NetworkRequestType" + , tnum = 935 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoCompIDs :: FIXTag +tNoCompIDs = FIXTag + { tName = "NoCompIDs" + , tnum = 936 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNetworkStatusResponseType :: FIXTag +tNetworkStatusResponseType = FIXTag + { tName = "NetworkStatusResponseType" + , tnum = 937 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoCollInquiryQualifier :: FIXTag +tNoCollInquiryQualifier = FIXTag + { tName = "NoCollInquiryQualifier" + , tnum = 938 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tTrdRptStatus :: FIXTag +tTrdRptStatus = FIXTag + { tName = "TrdRptStatus" + , tnum = 939 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tAffirmStatus :: FIXTag +tAffirmStatus = FIXTag + { tName = "AffirmStatus" + , tnum = 940 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tUnderlyingStrikeCurrency :: FIXTag +tUnderlyingStrikeCurrency = FIXTag + { tName = "UnderlyingStrikeCurrency" + , tnum = 941 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tLegStrikeCurrency :: FIXTag +tLegStrikeCurrency = FIXTag + { tName = "LegStrikeCurrency" + , tnum = 942 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tTimeBracket :: FIXTag +tTimeBracket = FIXTag + { tName = "TimeBracket" + , tnum = 943 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tCollAction :: FIXTag +tCollAction = FIXTag + { tName = "CollAction" + , tnum = 944 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollInquiryStatus :: FIXTag +tCollInquiryStatus = FIXTag + { tName = "CollInquiryStatus" + , tnum = 945 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tCollInquiryResult :: FIXTag +tCollInquiryResult = FIXTag + { tName = "CollInquiryResult" + , tnum = 946 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tStrikeCurrency :: FIXTag +tStrikeCurrency = FIXTag + { tName = "StrikeCurrency" + , tnum = 947 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNoNested3PartyIDs :: FIXTag +tNoNested3PartyIDs = FIXTag + { tName = "NoNested3PartyIDs" + , tnum = 948 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNested3PartyID :: FIXTag +tNested3PartyID = FIXTag + { tName = "Nested3PartyID" + , tnum = 949 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNested3PartyIDSource :: FIXTag +tNested3PartyIDSource = FIXTag + { tName = "Nested3PartyIDSource" + , tnum = 950 + , tparser = toFIXChar + , arbitraryValue = FIXChar <$> (return 'A') } + +tNested3PartyRole :: FIXTag +tNested3PartyRole = FIXTag + { tName = "Nested3PartyRole" + , tnum = 951 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNoNested3PartySubIDs :: FIXTag +tNoNested3PartySubIDs = FIXTag + { tName = "NoNested3PartySubIDs" + , tnum = 952 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tNested3PartySubID :: FIXTag +tNested3PartySubID = FIXTag + { tName = "Nested3PartySubID" + , tnum = 953 + , tparser = toFIXString + , arbitraryValue = FIXString <$> arbitrary } + +tNested3PartySubIDType :: FIXTag +tNested3PartySubIDType = FIXTag + { tName = "Nested3PartySubIDType" + , tnum = 954 + , tparser = toFIXInt + , arbitraryValue = FIXInt <$> arbitrary } + +tLegContractSettlMonth :: FIXTag +tLegContractSettlMonth = FIXTag + { tName = "LegContractSettlMonth" + , tnum = 955 + , tparser = toFIXMonthYear + , arbitraryValue = FIXMonthYear <$> arbitrary } + +tLegInterestAccrualDate :: FIXTag +tLegInterestAccrualDate = FIXTag + { tName = "LegInterestAccrualDate" + , tnum = 956 + , tparser = toFIXDateOnly + , arbitraryValue = FIXDateOnly <$> arbitrary } + +headerFIX44 :: FIXTags +headerFIX44 = + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tNoHops) gNoHops'' LT.new + where + gNoHops'' = FIXTag + { tName = "NoHops" + , tnum = tnum tNoHops + , tparser = gNoHopsP'' + , arbitraryValue = arbibtraryFIXGroup gNoHopsSpec'' } + + gNoHopsP'' = groupP gNoHopsSpec'' + gNoHopsSpec'' = FGSpec + { gsLength = tNoHops + , gsSeperator = tHopCompID + , gsBody = gNoHopsBody'' } + where + gNoHopsBody'' = + LT.insert (tnum tHopSendingTime) tHopSendingTime $ + LT.insert (tnum tHopRefID) tHopRefID LT.new + + + +trailerFIX44 :: FIXTags +trailerFIX44 = + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tSignature) tSignature LT.new + + +mHeartbeat :: FIXMessageSpec +mHeartbeat = FMSpec + { msName = "Heartbeat" + , msType = C.pack "0" + , msHeader = headerFIX44 + , msBody = mHeartbeatBody + , msTrailer = trailerFIX44 } + where + mHeartbeatBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mTestRequest :: FIXMessageSpec +mTestRequest = FMSpec + { msName = "TestRequest" + , msType = C.pack "1" + , msHeader = headerFIX44 + , msBody = mTestRequestBody + , msTrailer = trailerFIX44 } + where + mTestRequestBody = + LT.insert (tnum tTestReqID) tTestReqID LT.new + + +mResendRequest :: FIXMessageSpec +mResendRequest = FMSpec + { msName = "ResendRequest" + , msType = C.pack "2" + , msHeader = headerFIX44 + , msBody = mResendRequestBody + , msTrailer = trailerFIX44 } + where + mResendRequestBody = + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tEndSeqNo) tEndSeqNo LT.new + + +mReject :: FIXMessageSpec +mReject = FMSpec + { msName = "Reject" + , msType = C.pack "3" + , msHeader = headerFIX44 + , msBody = mRejectBody + , msTrailer = trailerFIX44 } + where + mRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mSequenceReset :: FIXMessageSpec +mSequenceReset = FMSpec + { msName = "SequenceReset" + , msType = C.pack "4" + , msHeader = headerFIX44 + , msBody = mSequenceResetBody + , msTrailer = trailerFIX44 } + where + mSequenceResetBody = + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNewSeqNo) tNewSeqNo LT.new + + +mLogout :: FIXMessageSpec +mLogout = FMSpec + { msName = "Logout" + , msType = C.pack "5" + , msHeader = headerFIX44 + , msBody = mLogoutBody + , msTrailer = trailerFIX44 } + where + mLogoutBody = + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mIOI :: FIXMessageSpec +mIOI = FMSpec + { msName = "IOI" + , msType = C.pack "6" + , msHeader = headerFIX44 + , msBody = mIOIBody + , msTrailer = trailerFIX44 } + where + mIOIBody = + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tIOIQty) tIOIQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tNoIOIQualifiers) gNoIOIQualifiers''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoIOIQualifiers''' = FIXTag + { tName = "NoIOIQualifiers" + , tnum = tnum tNoIOIQualifiers + , tparser = gNoIOIQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoIOIQualifiersSpec''' } + + gNoIOIQualifiersP''' = groupP gNoIOIQualifiersSpec''' + gNoIOIQualifiersSpec''' = FGSpec + { gsLength = tNoIOIQualifiers + , gsSeperator = tIOIQualifier + , gsBody = gNoIOIQualifiersBody''' } + where + gNoIOIQualifiersBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegIOIQty) tLegIOIQty $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mAdvertisement :: FIXMessageSpec +mAdvertisement = FMSpec + { msName = "Advertisement" + , msType = C.pack "7" + , msHeader = headerFIX44 + , msBody = mAdvertisementBody + , msTrailer = trailerFIX44 } + where + mAdvertisementBody = + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mExecutionReport :: FIXMessageSpec +mExecutionReport = FMSpec + { msName = "ExecutionReport" + , msType = C.pack "8" + , msHeader = headerFIX44 + , msBody = mExecutionReportBody + , msTrailer = trailerFIX44 } + where + mExecutionReportBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tQuoteRespID) tQuoteRespID $ + LT.insert (tnum tOrdStatusReqID) tOrdStatusReqID $ + LT.insert (tnum tMassStatusReqID) tMassStatusReqID $ + LT.insert (tnum tTotNumReports) tTotNumReports $ + LT.insert (tnum tLastRptRequested) tLastRptRequested $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tNoContraBrokers) gNoContraBrokers''' $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tPeggedPrice) tPeggedPrice $ + LT.insert (tnum tDiscretionPrice) tDiscretionPrice $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tTargetStrategyPerformance) tTargetStrategyPerformance $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tUnderlyingLastQty) tUnderlyingLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tUnderlyingLastPx) tUnderlyingLastPx $ + LT.insert (tnum tLastParPx) tLastParPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTimeBracket) tTimeBracket $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tTradedFlatSwitch) tTradedFlatSwitch $ + LT.insert (tnum tBasisFeatureDate) tBasisFeatureDate $ + LT.insert (tnum tBasisFeaturePrice) tBasisFeaturePrice $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tLastForwardPoints2) tLastForwardPoints2 $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tExecValuationPoint) tExecValuationPoint $ + LT.insert (tnum tExecPriceType) tExecPriceType $ + LT.insert (tnum tExecPriceAdjustment) tExecPriceAdjustment $ + LT.insert (tnum tPriorityIndicator) tPriorityIndicator $ + LT.insert (tnum tPriceImprovement) tPriceImprovement $ + LT.insert (tnum tLastLiquidityInd) tLastLiquidityInd $ + LT.insert (tnum tNoContAmts) gNoContAmts''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tCopyMsgIndicator) tCopyMsgIndicator $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' LT.new + where + gNoContAmts''' = FIXTag + { tName = "NoContAmts" + , tnum = tnum tNoContAmts + , tparser = gNoContAmtsP''' + , arbitraryValue = arbibtraryFIXGroup gNoContAmtsSpec''' } + + gNoContAmtsP''' = groupP gNoContAmtsSpec''' + gNoContAmtsSpec''' = FGSpec + { gsLength = tNoContAmts + , gsSeperator = tContAmtType + , gsBody = gNoContAmtsBody''' } + where + gNoContAmtsBody''' = + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr LT.new + + gNoContraBrokers''' = FIXTag + { tName = "NoContraBrokers" + , tnum = tnum tNoContraBrokers + , tparser = gNoContraBrokersP''' + , arbitraryValue = arbibtraryFIXGroup gNoContraBrokersSpec''' } + + gNoContraBrokersP''' = groupP gNoContraBrokersSpec''' + gNoContraBrokersSpec''' = FGSpec + { gsLength = tNoContraBrokers + , gsSeperator = tContraBroker + , gsBody = gNoContraBrokersBody''' } + where + gNoContraBrokersBody''' = + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime $ + LT.insert (tnum tContraLegRefID) tContraLegRefID LT.new + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tLegLastPx) tLegLastPx LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mOrderCancelReject :: FIXMessageSpec +mOrderCancelReject = FMSpec + { msName = "OrderCancelReject" + , msType = C.pack "9" + , msHeader = headerFIX44 + , msBody = mOrderCancelRejectBody + , msTrailer = trailerFIX44 } + where + mOrderCancelRejectBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mLogon :: FIXMessageSpec +mLogon = FMSpec + { msName = "Logon" + , msType = C.pack "A" + , msHeader = headerFIX44 + , msBody = mLogonBody + , msTrailer = trailerFIX44 } + where + mLogonBody = + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tNextExpectedMsgSeqNum) tNextExpectedMsgSeqNum $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) gNoMsgTypes''' $ + LT.insert (tnum tTestMessageIndicator) tTestMessageIndicator $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tPassword) tPassword LT.new + where + gNoMsgTypes''' = FIXTag + { tName = "NoMsgTypes" + , tnum = tnum tNoMsgTypes + , tparser = gNoMsgTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMsgTypesSpec''' } + + gNoMsgTypesP''' = groupP gNoMsgTypesSpec''' + gNoMsgTypesSpec''' = FGSpec + { gsLength = tNoMsgTypes + , gsSeperator = tRefMsgType + , gsBody = gNoMsgTypesBody''' } + where + gNoMsgTypesBody''' = + LT.insert (tnum tMsgDirection) tMsgDirection LT.new + + + +mNews :: FIXMessageSpec +mNews = FMSpec + { msName = "News" + , msType = C.pack "B" + , msHeader = headerFIX44 + , msBody = mNewsBody + , msTrailer = trailerFIX44 } + where + mNewsBody = + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLinesOfText) gNoLinesOfText''' $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoLinesOfText''' = FIXTag + { tName = "NoLinesOfText" + , tnum = tnum tNoLinesOfText + , tparser = gNoLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gNoLinesOfTextSpec''' } + + gNoLinesOfTextP''' = groupP gNoLinesOfTextSpec''' + gNoLinesOfTextSpec''' = FGSpec + { gsLength = tNoLinesOfText + , gsSeperator = tText + , gsBody = gNoLinesOfTextBody''' } + where + gNoLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mEmail :: FIXMessageSpec +mEmail = FMSpec + { msName = "Email" + , msType = C.pack "C" + , msHeader = headerFIX44 + , msBody = mEmailBody + , msTrailer = trailerFIX44 } + where + mEmailBody = + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tNoRoutingIDs) gNoRoutingIDs''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoLinesOfText) gNoLinesOfText''' $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + where + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoLinesOfText''' = FIXTag + { tName = "NoLinesOfText" + , tnum = tnum tNoLinesOfText + , tparser = gNoLinesOfTextP''' + , arbitraryValue = arbibtraryFIXGroup gNoLinesOfTextSpec''' } + + gNoLinesOfTextP''' = groupP gNoLinesOfTextSpec''' + gNoLinesOfTextSpec''' = FGSpec + { gsLength = tNoLinesOfText + , gsSeperator = tText + , gsBody = gNoLinesOfTextBody''' } + where + gNoLinesOfTextBody''' = + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoRoutingIDs''' = FIXTag + { tName = "NoRoutingIDs" + , tnum = tnum tNoRoutingIDs + , tparser = gNoRoutingIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRoutingIDsSpec''' } + + gNoRoutingIDsP''' = groupP gNoRoutingIDsSpec''' + gNoRoutingIDsSpec''' = FGSpec + { gsLength = tNoRoutingIDs + , gsSeperator = tRoutingType + , gsBody = gNoRoutingIDsBody''' } + where + gNoRoutingIDsBody''' = + LT.insert (tnum tRoutingID) tRoutingID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mNewOrderSingle :: FIXMessageSpec +mNewOrderSingle = FMSpec + { msName = "NewOrderSingle" + , msType = C.pack "D" + , msHeader = headerFIX44 + , msBody = mNewOrderSingleBody + , msTrailer = trailerFIX44 } + where + mNewOrderSingleBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mNewOrderList :: FIXMessageSpec +mNewOrderList = FMSpec + { msName = "NewOrderList" + , msType = C.pack "E" + , msHeader = headerFIX44 + , msBody = mNewOrderListBody + , msTrailer = trailerFIX44 } + where + mNewOrderListBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tAllowableOneSidednessPct) tAllowableOneSidednessPct $ + LT.insert (tnum tAllowableOneSidednessValue) tAllowableOneSidednessValue $ + LT.insert (tnum tAllowableOneSidednessCurr) tAllowableOneSidednessCurr $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions'''''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tDesignation) tDesignation LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs'''''''''''' LT.new + where + gNoNestedPartySubIDs'''''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec'''''''''''' } + + gNoNestedPartySubIDsP'''''''''''' = groupP gNoNestedPartySubIDsSpec'''''''''''' + gNoNestedPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody'''''''''''' } + where + gNoNestedPartySubIDsBody'''''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions'''''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec'''''' } + + gNoTradingSessionsP'''''' = groupP gNoTradingSessionsSpec'''''' + gNoTradingSessionsSpec'''''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody'''''' } + where + gNoTradingSessionsBody'''''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mOrderCancelRequest :: FIXMessageSpec +mOrderCancelRequest = FMSpec + { msName = "OrderCancelRequest" + , msType = C.pack "F" + , msHeader = headerFIX44 + , msBody = mOrderCancelRequestBody + , msTrailer = trailerFIX44 } + where + mOrderCancelRequestBody = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mOrderCancelReplaceRequest :: FIXMessageSpec +mOrderCancelReplaceRequest = FMSpec + { msName = "OrderCancelReplaceRequest" + , msType = C.pack "G" + , msHeader = headerFIX44 + , msBody = mOrderCancelReplaceRequestBody + , msTrailer = trailerFIX44 } + where + mOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mOrderStatusRequest :: FIXMessageSpec +mOrderStatusRequest = FMSpec + { msName = "OrderStatusRequest" + , msType = C.pack "H" + , msHeader = headerFIX44 + , msBody = mOrderStatusRequestBody + , msTrailer = trailerFIX44 } + where + mOrderStatusRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tOrdStatusReqID) tOrdStatusReqID $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mAllocationInstruction :: FIXMessageSpec +mAllocationInstruction = FMSpec + { msName = "AllocationInstruction" + , msType = C.pack "J" + , msHeader = headerFIX44 + , msBody = mAllocationInstructionBody + , msTrailer = trailerFIX44 } + where + mAllocationInstructionBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tAllocType) tAllocType $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tAllocCancReplaceReason) tAllocCancReplaceReason $ + LT.insert (tnum tAllocIntermedReqType) tAllocIntermedReqType $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tBookingRefID) tBookingRefID $ + LT.insert (tnum tAllocNoOrdersType) tAllocNoOrdersType $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tReversalIndicator) tReversalIndicator $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tAvgParPx) tAvgParPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPxPrecision) tAvgPxPrecision $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tAutoAcceptIndicator) tAutoAcceptIndicator $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tTotalAccruedInterestAmt) tTotalAccruedInterestAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tTotNoAllocs) tTotNoAllocs $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tAllocSettlCurrAmt) tAllocSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tAllocAccruedInterestAmt) tAllocAccruedInterestAmt $ + LT.insert (tnum tAllocInterestAtMaturity) tAllocInterestAtMaturity $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' $ + LT.insert (tnum tNoClearingInstructions) gNoClearingInstructions'''''' $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tAllocSettlInstType) tAllocSettlInstType $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst'''''' LT.new + where + gNoClearingInstructions'''''' = FIXTag + { tName = "NoClearingInstructions" + , tnum = tnum tNoClearingInstructions + , tparser = gNoClearingInstructionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoClearingInstructionsSpec'''''' } + + gNoClearingInstructionsP'''''' = groupP gNoClearingInstructionsSpec'''''' + gNoClearingInstructionsSpec'''''' = FGSpec + { gsLength = tNoClearingInstructions + , gsSeperator = tClearingInstruction + , gsBody = gNoClearingInstructionsBody'''''' } + where + gNoClearingInstructionsBody'''''' = + LT.new + + gNoDlvyInst'''''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec'''''' } + + gNoDlvyInstP'''''' = groupP gNoDlvyInstSpec'''''' + gNoDlvyInstSpec'''''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody'''''' } + where + gNoDlvyInstBody'''''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs''''''''' LT.new + where + gNoSettlPartyIDs''''''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec''''''''' } + + gNoSettlPartyIDsP''''''''' = groupP gNoSettlPartyIDsSpec''''''''' + gNoSettlPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody''''''''' } + where + gNoSettlPartyIDsBody''''''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs'''''''''''' LT.new + where + gNoSettlPartySubIDs'''''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec'''''''''''' } + + gNoSettlPartySubIDsP'''''''''''' = groupP gNoSettlPartySubIDsSpec'''''''''''' + gNoSettlPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody'''''''''''' } + where + gNoSettlPartySubIDsBody'''''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tLastQty + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastParPx) tLastParPx $ + LT.insert (tnum tLastCapacity) tLastCapacity LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs'''''' $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrderAvgPx) tOrderAvgPx $ + LT.insert (tnum tOrderBookingQty) tOrderBookingQty LT.new + where + gNoNested2PartyIDs'''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec'''''' } + + gNoNested2PartyIDsP'''''' = groupP gNoNested2PartyIDsSpec'''''' + gNoNested2PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody'''''' } + where + gNoNested2PartyIDsBody'''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs''''''''' LT.new + where + gNoNested2PartySubIDs''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec''''''''' } + + gNoNested2PartySubIDsP''''''''' = groupP gNoNested2PartySubIDsSpec''''''''' + gNoNested2PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody''''''''' } + where + gNoNested2PartySubIDsBody''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mListCancelRequest :: FIXMessageSpec +mListCancelRequest = FMSpec + { msName = "ListCancelRequest" + , msType = C.pack "K" + , msHeader = headerFIX44 + , msBody = mListCancelRequestBody + , msTrailer = trailerFIX44 } + where + mListCancelRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListExecute :: FIXMessageSpec +mListExecute = FMSpec + { msName = "ListExecute" + , msType = C.pack "L" + , msHeader = headerFIX44 + , msBody = mListExecuteBody + , msTrailer = trailerFIX44 } + where + mListExecuteBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatusRequest :: FIXMessageSpec +mListStatusRequest = FMSpec + { msName = "ListStatusRequest" + , msType = C.pack "M" + , msHeader = headerFIX44 + , msBody = mListStatusRequestBody + , msTrailer = trailerFIX44 } + where + mListStatusRequestBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mListStatus :: FIXMessageSpec +mListStatus = FMSpec + { msName = "ListStatus" + , msType = C.pack "N" + , msHeader = headerFIX44 + , msBody = mListStatusBody + , msTrailer = trailerFIX44 } + where + mListStatusBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoOrders) gNoOrders''' LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mAllocationInstructionAck :: FIXMessageSpec +mAllocationInstructionAck = FMSpec + { msName = "AllocationInstructionAck" + , msType = C.pack "P" + , msHeader = headerFIX44 + , msBody = mAllocationInstructionAckBody + , msTrailer = trailerFIX44 } + where + mAllocationInstructionAckBody = + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tAllocType) tAllocType $ + LT.insert (tnum tAllocIntermedReqType) tAllocIntermedReqType $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tIndividualAllocRejCode) tIndividualAllocRejCode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + +mDontKnowTrade :: FIXMessageSpec +mDontKnowTrade = FMSpec + { msName = "DontKnowTrade" + , msType = C.pack "Q" + , msHeader = headerFIX44 + , msBody = mDontKnowTradeBody + , msTrailer = trailerFIX44 } + where + mDontKnowTradeBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mQuoteRequest :: FIXMessageSpec +mQuoteRequest = FMSpec + { msName = "QuoteRequest" + , msType = C.pack "R" + , msHeader = headerFIX44 + , msBody = mQuoteRequestBody + , msTrailer = trailerFIX44 } + where + mQuoteRequestBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tNoQuoteQualifiers) gNoQuoteQualifiers'''''' $ + LT.insert (tnum tQuotePriceType) tQuotePriceType $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations''''''''' $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations''''''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec''''''''' } + + gNoLegStipulationsP''''''''' = groupP gNoLegStipulationsSpec''''''''' + gNoLegStipulationsSpec''''''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody''''''''' } + where + gNoLegStipulationsBody''''''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs'''''''''''' LT.new + where + gNoNestedPartySubIDs'''''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec'''''''''''' } + + gNoNestedPartySubIDsP'''''''''''' = groupP gNoNestedPartySubIDsSpec'''''''''''' + gNoNestedPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody'''''''''''' } + where + gNoNestedPartySubIDsBody'''''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteQualifiers'''''' = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = tnum tNoQuoteQualifiers + , tparser = gNoQuoteQualifiersP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteQualifiersSpec'''''' } + + gNoQuoteQualifiersP'''''' = groupP gNoQuoteQualifiersSpec'''''' + gNoQuoteQualifiersSpec'''''' = FGSpec + { gsLength = tNoQuoteQualifiers + , gsSeperator = tQuoteQualifier + , gsBody = gNoQuoteQualifiersBody'''''' } + where + gNoQuoteQualifiersBody'''''' = + LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mQuote :: FIXMessageSpec +mQuote = FMSpec + { msName = "Quote" + , msType = C.pack "S" + , msHeader = headerFIX44 + , msBody = mQuoteBody + , msTrailer = trailerFIX44 } + where + mQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteRespID) tQuoteRespID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoQuoteQualifiers) gNoQuoteQualifiers''' $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegPriceType) tLegPriceType $ + LT.insert (tnum tLegBidPx) tLegBidPx $ + LT.insert (tnum tLegOfferPx) tLegOfferPx $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteQualifiers''' = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = tnum tNoQuoteQualifiers + , tparser = gNoQuoteQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteQualifiersSpec''' } + + gNoQuoteQualifiersP''' = groupP gNoQuoteQualifiersSpec''' + gNoQuoteQualifiersSpec''' = FGSpec + { gsLength = tNoQuoteQualifiers + , gsSeperator = tQuoteQualifier + , gsBody = gNoQuoteQualifiersBody''' } + where + gNoQuoteQualifiersBody''' = + LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSettlementInstructions :: FIXMessageSpec +mSettlementInstructions = FMSpec + { msName = "SettlementInstructions" + , msType = C.pack "T" + , msHeader = headerFIX44 + , msBody = mSettlementInstructionsBody + , msTrailer = trailerFIX44 } + where + mSettlementInstructionsBody = + LT.insert (tnum tSettlInstMsgID) tSettlInstMsgID $ + LT.insert (tnum tSettlInstReqID) tSettlInstReqID $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tSettlInstReqRejCode) tSettlInstReqRejCode $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoSettlInst) gNoSettlInst''' LT.new + where + gNoSettlInst''' = FIXTag + { tName = "NoSettlInst" + , tnum = tnum tNoSettlInst + , tparser = gNoSettlInstP''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlInstSpec''' } + + gNoSettlInstP''' = groupP gNoSettlInstSpec''' + gNoSettlInstSpec''' = FGSpec + { gsLength = tNoSettlInst + , gsSeperator = tSettlInstID + , gsBody = gNoSettlInstBody''' } + where + gNoSettlInstBody''' = + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tLastUpdateTime) tLastUpdateTime $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst'''''' $ + LT.insert (tnum tPaymentMethod) tPaymentMethod $ + LT.insert (tnum tPaymentRef) tPaymentRef $ + LT.insert (tnum tCardHolderName) tCardHolderName $ + LT.insert (tnum tCardNumber) tCardNumber $ + LT.insert (tnum tCardStartDate) tCardStartDate $ + LT.insert (tnum tCardExpDate) tCardExpDate $ + LT.insert (tnum tCardIssNum) tCardIssNum $ + LT.insert (tnum tPaymentDate) tPaymentDate $ + LT.insert (tnum tPaymentRemitterID) tPaymentRemitterID LT.new + where + gNoDlvyInst'''''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec'''''' } + + gNoDlvyInstP'''''' = groupP gNoDlvyInstSpec'''''' + gNoDlvyInstSpec'''''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody'''''' } + where + gNoDlvyInstBody'''''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs''''''''' LT.new + where + gNoSettlPartyIDs''''''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec''''''''' } + + gNoSettlPartyIDsP''''''''' = groupP gNoSettlPartyIDsSpec''''''''' + gNoSettlPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody''''''''' } + where + gNoSettlPartyIDsBody''''''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs'''''''''''' LT.new + where + gNoSettlPartySubIDs'''''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec'''''''''''' } + + gNoSettlPartySubIDsP'''''''''''' = groupP gNoSettlPartySubIDsSpec'''''''''''' + gNoSettlPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody'''''''''''' } + where + gNoSettlPartySubIDsBody'''''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + + +mMarketDataRequest :: FIXMessageSpec +mMarketDataRequest = FMSpec + { msName = "MarketDataRequest" + , msType = C.pack "V" + , msHeader = headerFIX44 + , msBody = mMarketDataRequestBody + , msTrailer = trailerFIX44 } + where + mMarketDataRequestBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tOpenCloseSettlFlag) tOpenCloseSettlFlag $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tMDImplicitDelete) tMDImplicitDelete $ + LT.insert (tnum tNoMDEntryTypes) gNoMDEntryTypes''' $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoMDEntryTypes''' = FIXTag + { tName = "NoMDEntryTypes" + , tnum = tnum tNoMDEntryTypes + , tparser = gNoMDEntryTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntryTypesSpec''' } + + gNoMDEntryTypesP''' = groupP gNoMDEntryTypesSpec''' + gNoMDEntryTypesSpec''' = FGSpec + { gsLength = tNoMDEntryTypes + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntryTypesBody''' } + where + gNoMDEntryTypesBody''' = + LT.new + + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions'''''' $ + LT.insert (tnum tApplQueueAction) tApplQueueAction $ + LT.insert (tnum tApplQueueMax) tApplQueueMax LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions'''''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec'''''' } + + gNoTradingSessionsP'''''' = groupP gNoTradingSessionsSpec'''''' + gNoTradingSessionsSpec'''''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody'''''' } + where + gNoTradingSessionsBody'''''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mMarketDataSnapshotFullRefresh :: FIXMessageSpec +mMarketDataSnapshotFullRefresh = FMSpec + { msName = "MarketDataSnapshotFullRefresh" + , msType = C.pack "W" + , msHeader = headerFIX44 + , msBody = mMarketDataSnapshotFullRefreshBody + , msTrailer = trailerFIX44 } + where + mMarketDataSnapshotFullRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' $ + LT.insert (tnum tApplQueueDepth) tApplQueueDepth $ + LT.insert (tnum tApplQueueResolution) tApplQueueResolution LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDEntryType + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettlFlag) tOpenCloseSettlFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tPriceDelta) tPriceDelta $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mMarketDataIncrementalRefresh :: FIXMessageSpec +mMarketDataIncrementalRefresh = FMSpec + { msName = "MarketDataIncrementalRefresh" + , msType = C.pack "X" + , msHeader = headerFIX44 + , msBody = mMarketDataIncrementalRefreshBody + , msTrailer = trailerFIX44 } + where + mMarketDataIncrementalRefreshBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tNoMDEntries) gNoMDEntries''' $ + LT.insert (tnum tApplQueueDepth) tApplQueueDepth $ + LT.insert (tnum tApplQueueResolution) tApplQueueResolution LT.new + where + gNoMDEntries''' = FIXTag + { tName = "NoMDEntries" + , tnum = tnum tNoMDEntries + , tparser = gNoMDEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMDEntriesSpec''' } + + gNoMDEntriesP''' = groupP gNoMDEntriesSpec''' + gNoMDEntriesSpec''' = FGSpec + { gsLength = tNoMDEntries + , gsSeperator = tMDUpdateAction + , gsBody = gNoMDEntriesBody''' } + where + gNoMDEntriesBody''' = + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tOpenCloseSettlFlag) tOpenCloseSettlFlag $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tPriceDelta) tPriceDelta $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mMarketDataRequestReject :: FIXMessageSpec +mMarketDataRequestReject = FMSpec + { msName = "MarketDataRequestReject" + , msType = C.pack "Y" + , msHeader = headerFIX44 + , msBody = mMarketDataRequestRejectBody + , msTrailer = trailerFIX44 } + where + mMarketDataRequestRejectBody = + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tNoAltMDSource) gNoAltMDSource''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoAltMDSource''' = FIXTag + { tName = "NoAltMDSource" + , tnum = tnum tNoAltMDSource + , tparser = gNoAltMDSourceP''' + , arbitraryValue = arbibtraryFIXGroup gNoAltMDSourceSpec''' } + + gNoAltMDSourceP''' = groupP gNoAltMDSourceSpec''' + gNoAltMDSourceSpec''' = FGSpec + { gsLength = tNoAltMDSource + , gsSeperator = tAltMDSourceID + , gsBody = gNoAltMDSourceBody''' } + where + gNoAltMDSourceBody''' = + LT.new + + + +mQuoteCancel :: FIXMessageSpec +mQuoteCancel = FMSpec + { msName = "QuoteCancel" + , msType = C.pack "Z" + , msHeader = headerFIX44 + , msBody = mQuoteCancelBody + , msTrailer = trailerFIX44 } + where + mQuoteCancelBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteEntries''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec''' } + + gNoQuoteEntriesP''' = groupP gNoQuoteEntriesSpec''' + gNoQuoteEntriesSpec''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tSymbol + , gsBody = gNoQuoteEntriesBody''' } + where + gNoQuoteEntriesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mQuoteStatusRequest :: FIXMessageSpec +mQuoteStatusRequest = FMSpec + { msName = "QuoteStatusRequest" + , msType = C.pack "a" + , msHeader = headerFIX44 + , msBody = mQuoteStatusRequestBody + , msTrailer = trailerFIX44 } + where + mQuoteStatusRequestBody = + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mMassQuoteAcknowledgement :: FIXMessageSpec +mMassQuoteAcknowledgement = FMSpec + { msName = "MassQuoteAcknowledgement" + , msType = C.pack "b" + , msHeader = headerFIX44 + , msBody = mMassQuoteAcknowledgementBody + , msTrailer = trailerFIX44 } + where + mMassQuoteAcknowledgementBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteStatus) tQuoteStatus $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tTotNoQuoteEntries) tTotNoQuoteEntries $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''''''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''''''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoLegs) gNoLegs''''''''' $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason LT.new + where + gNoEvents''''''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''''''''' } + + gNoEventsP''''''''' = groupP gNoEventsSpec''''''''' + gNoEventsSpec''''''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''''''''' } + where + gNoEventsBody''''''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''''''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''''''''' } + + gNoLegsP''''''''' = groupP gNoLegsSpec''''''''' + gNoLegsSpec''''''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''''''''' } + where + gNoLegsBody''''''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''''''''' } + + gNoLegSecurityAltIDP'''''''''''' = groupP gNoLegSecurityAltIDSpec'''''''''''' + gNoLegSecurityAltIDSpec'''''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''''''''' } + where + gNoLegSecurityAltIDBody'''''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''''''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''''''''' } + + gNoSecurityAltIDP''''''''' = groupP gNoSecurityAltIDSpec''''''''' + gNoSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''''''''' } + where + gNoSecurityAltIDBody''''''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityDefinitionRequest :: FIXMessageSpec +mSecurityDefinitionRequest = FMSpec + { msName = "SecurityDefinitionRequest" + , msType = C.pack "c" + , msHeader = headerFIX44 + , msBody = mSecurityDefinitionRequestBody + , msTrailer = trailerFIX44 } + where + mSecurityDefinitionRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tExpirationCycle) tExpirationCycle $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityDefinition :: FIXMessageSpec +mSecurityDefinition = FMSpec + { msName = "SecurityDefinition" + , msType = C.pack "d" + , msHeader = headerFIX44 + , msBody = mSecurityDefinitionBody + , msTrailer = trailerFIX44 } + where + mSecurityDefinitionBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tExpirationCycle) tExpirationCycle $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityStatusRequest :: FIXMessageSpec +mSecurityStatusRequest = FMSpec + { msName = "SecurityStatusRequest" + , msType = C.pack "e" + , msHeader = headerFIX44 + , msBody = mSecurityStatusRequestBody + , msTrailer = trailerFIX44 } + where + mSecurityStatusRequestBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityStatus :: FIXMessageSpec +mSecurityStatus = FMSpec + { msName = "SecurityStatus" + , msType = C.pack "f" + , msHeader = headerFIX44 + , msBody = mSecurityStatusBody + , msTrailer = trailerFIX44 } + where + mSecurityStatusBody = + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAdjustment) tAdjustment $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mTradingSessionStatusRequest :: FIXMessageSpec +mTradingSessionStatusRequest = FMSpec + { msName = "TradingSessionStatusRequest" + , msType = C.pack "g" + , msHeader = headerFIX44 + , msBody = mTradingSessionStatusRequestBody + , msTrailer = trailerFIX44 } + where + mTradingSessionStatusRequestBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + + +mTradingSessionStatus :: FIXMessageSpec +mTradingSessionStatus = FMSpec + { msName = "TradingSessionStatus" + , msType = C.pack "h" + , msHeader = headerFIX44 + , msBody = mTradingSessionStatusBody + , msTrailer = trailerFIX44 } + where + mTradingSessionStatusBody = + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStatusRejReason) tTradSesStatusRejReason $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mMassQuote :: FIXMessageSpec +mMassQuote = FMSpec + { msName = "MassQuote" + , msType = C.pack "i" + , msHeader = headerFIX44 + , msBody = mMassQuoteBody + , msTrailer = trailerFIX44 } + where + mMassQuoteBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteSets) gNoQuoteSets''' LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteSets''' = FIXTag + { tName = "NoQuoteSets" + , tnum = tnum tNoQuoteSets + , tparser = gNoQuoteSetsP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteSetsSpec''' } + + gNoQuoteSetsP''' = groupP gNoQuoteSetsSpec''' + gNoQuoteSetsSpec''' = FGSpec + { gsLength = tNoQuoteSets + , gsSeperator = tQuoteSetID + , gsBody = gNoQuoteSetsBody''' } + where + gNoQuoteSetsBody''' = + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tTotNoQuoteEntries) tTotNoQuoteEntries $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoQuoteEntries) gNoQuoteEntries'''''' LT.new + where + gNoQuoteEntries'''''' = FIXTag + { tName = "NoQuoteEntries" + , tnum = tnum tNoQuoteEntries + , tparser = gNoQuoteEntriesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteEntriesSpec'''''' } + + gNoQuoteEntriesP'''''' = groupP gNoQuoteEntriesSpec'''''' + gNoQuoteEntriesSpec'''''' = FGSpec + { gsLength = tNoQuoteEntries + , gsSeperator = tQuoteEntryID + , gsBody = gNoQuoteEntriesBody'''''' } + where + gNoQuoteEntriesBody'''''' = + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''''''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''''''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoLegs) gNoLegs''''''''' $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tCurrency) tCurrency LT.new + where + gNoEvents''''''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''''''''' } + + gNoEventsP''''''''' = groupP gNoEventsSpec''''''''' + gNoEventsSpec''''''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''''''''' } + where + gNoEventsBody''''''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''''''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''''''''' } + + gNoLegsP''''''''' = groupP gNoLegsSpec''''''''' + gNoLegsSpec''''''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''''''''' } + where + gNoLegsBody''''''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''''''''' } + + gNoLegSecurityAltIDP'''''''''''' = groupP gNoLegSecurityAltIDSpec'''''''''''' + gNoLegSecurityAltIDSpec'''''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''''''''' } + where + gNoLegSecurityAltIDBody'''''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''''''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''''''''' } + + gNoSecurityAltIDP''''''''' = groupP gNoSecurityAltIDSpec''''''''' + gNoSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''''''''' } + where + gNoSecurityAltIDBody''''''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mBusinessMessageReject :: FIXMessageSpec +mBusinessMessageReject = FMSpec + { msName = "BusinessMessageReject" + , msType = C.pack "j" + , msHeader = headerFIX44 + , msBody = mBusinessMessageRejectBody + , msTrailer = trailerFIX44 } + where + mBusinessMessageRejectBody = + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mBidRequest :: FIXMessageSpec +mBidRequest = FMSpec + { msName = "BidRequest" + , msType = C.pack "k" + , msHeader = headerFIX44 + , msBody = mBidRequestBody + , msTrailer = trailerFIX44 } + where + mBidRequestBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotNoRelatedSym) tTotNoRelatedSym $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) gNoBidDescriptors''' $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tBidTradeType) tBidTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tListID + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource LT.new + + gNoBidDescriptors''' = FIXTag + { tName = "NoBidDescriptors" + , tnum = tnum tNoBidDescriptors + , tparser = gNoBidDescriptorsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidDescriptorsSpec''' } + + gNoBidDescriptorsP''' = groupP gNoBidDescriptorsSpec''' + gNoBidDescriptorsSpec''' = FGSpec + { gsLength = tNoBidDescriptors + , gsSeperator = tBidDescriptorType + , gsBody = gNoBidDescriptorsBody''' } + where + gNoBidDescriptorsBody''' = + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures LT.new + + + +mBidResponse :: FIXMessageSpec +mBidResponse = FMSpec + { msName = "BidResponse" + , msType = C.pack "l" + , msHeader = headerFIX44 + , msBody = mBidResponseBody + , msTrailer = trailerFIX44 } + where + mBidResponseBody = + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tNoBidComponents) gNoBidComponents''' LT.new + where + gNoBidComponents''' = FIXTag + { tName = "NoBidComponents" + , tnum = tnum tNoBidComponents + , tparser = gNoBidComponentsP''' + , arbitraryValue = arbibtraryFIXGroup gNoBidComponentsSpec''' } + + gNoBidComponentsP''' = groupP gNoBidComponentsSpec''' + gNoBidComponentsSpec''' = FGSpec + { gsLength = tNoBidComponents + , gsSeperator = tCommission + , gsBody = gNoBidComponentsBody''' } + where + gNoBidComponentsBody''' = + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + + +mListStrikePrice :: FIXMessageSpec +mListStrikePrice = FMSpec + { msName = "ListStrikePrice" + , msType = C.pack "m" + , msHeader = headerFIX44 + , msBody = mListStrikePriceBody + , msTrailer = trailerFIX44 } + where + mListStrikePriceBody = + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoStrikes) gNoStrikes''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' LT.new + where + gNoStrikes''' = FIXTag + { tName = "NoStrikes" + , tnum = tnum tNoStrikes + , tparser = gNoStrikesP''' + , arbitraryValue = arbibtraryFIXGroup gNoStrikesSpec''' } + + gNoStrikesP''' = groupP gNoStrikesSpec''' + gNoStrikesSpec''' = FGSpec + { gsLength = tNoStrikes + , gsSeperator = tSymbol + , gsBody = gNoStrikesBody''' } + where + gNoStrikesBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mRegistrationInstructions :: FIXMessageSpec +mRegistrationInstructions = FMSpec + { msName = "RegistrationInstructions" + , msType = C.pack "o" + , msHeader = headerFIX44 + , msBody = mRegistrationInstructionsBody + , msTrailer = trailerFIX44 } + where + mRegistrationInstructionsBody = + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tRegistAcctType) tRegistAcctType $ + LT.insert (tnum tTaxAdvantageType) tTaxAdvantageType $ + LT.insert (tnum tOwnershipType) tOwnershipType $ + LT.insert (tnum tNoRegistDtls) gNoRegistDtls''' $ + LT.insert (tnum tNoDistribInsts) gNoDistribInsts''' LT.new + where + gNoDistribInsts''' = FIXTag + { tName = "NoDistribInsts" + , tnum = tnum tNoDistribInsts + , tparser = gNoDistribInstsP''' + , arbitraryValue = arbibtraryFIXGroup gNoDistribInstsSpec''' } + + gNoDistribInstsP''' = groupP gNoDistribInstsSpec''' + gNoDistribInstsSpec''' = FGSpec + { gsLength = tNoDistribInsts + , gsSeperator = tDistribPaymentMethod + , gsBody = gNoDistribInstsBody''' } + where + gNoDistribInstsBody''' = + LT.insert (tnum tDistribPercentage) tDistribPercentage $ + LT.insert (tnum tCashDistribCurr) tCashDistribCurr $ + LT.insert (tnum tCashDistribAgentName) tCashDistribAgentName $ + LT.insert (tnum tCashDistribAgentCode) tCashDistribAgentCode $ + LT.insert (tnum tCashDistribAgentAcctNumber) tCashDistribAgentAcctNumber $ + LT.insert (tnum tCashDistribPayRef) tCashDistribPayRef $ + LT.insert (tnum tCashDistribAgentAcctName) tCashDistribAgentAcctName LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoRegistDtls''' = FIXTag + { tName = "NoRegistDtls" + , tnum = tnum tNoRegistDtls + , tparser = gNoRegistDtlsP''' + , arbitraryValue = arbibtraryFIXGroup gNoRegistDtlsSpec''' } + + gNoRegistDtlsP''' = groupP gNoRegistDtlsSpec''' + gNoRegistDtlsSpec''' = FGSpec + { gsLength = tNoRegistDtls + , gsSeperator = tRegistDtls + , gsBody = gNoRegistDtlsBody''' } + where + gNoRegistDtlsBody''' = + LT.insert (tnum tRegistEmail) tRegistEmail $ + LT.insert (tnum tMailingDtls) tMailingDtls $ + LT.insert (tnum tMailingInst) tMailingInst $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tOwnerType) tOwnerType $ + LT.insert (tnum tDateOfBirth) tDateOfBirth $ + LT.insert (tnum tInvestorCountryOfResidence) tInvestorCountryOfResidence LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + + +mRegistrationInstructionsResponse :: FIXMessageSpec +mRegistrationInstructionsResponse = FMSpec + { msName = "RegistrationInstructionsResponse" + , msType = C.pack "p" + , msHeader = headerFIX44 + , msBody = mRegistrationInstructionsResponseBody + , msTrailer = trailerFIX44 } + where + mRegistrationInstructionsResponseBody = + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tRegistStatus) tRegistStatus $ + LT.insert (tnum tRegistRejReasonCode) tRegistRejReasonCode $ + LT.insert (tnum tRegistRejReasonText) tRegistRejReasonText LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + +mOrderMassCancelRequest :: FIXMessageSpec +mOrderMassCancelRequest = FMSpec + { msName = "OrderMassCancelRequest" + , msType = C.pack "q" + , msHeader = headerFIX44 + , msBody = mOrderMassCancelRequestBody + , msTrailer = trailerFIX44 } + where + mOrderMassCancelRequestBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''' } + + gNoUnderlyingStipsP''' = groupP gNoUnderlyingStipsSpec''' + gNoUnderlyingStipsSpec''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''' } + where + gNoUnderlyingStipsBody''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + +mOrderMassCancelReport :: FIXMessageSpec +mOrderMassCancelReport = FMSpec + { msName = "OrderMassCancelReport" + , msType = C.pack "r" + , msHeader = headerFIX44 + , msBody = mOrderMassCancelReportBody + , msTrailer = trailerFIX44 } + where + mOrderMassCancelReportBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tMassCancelResponse) tMassCancelResponse $ + LT.insert (tnum tMassCancelRejectReason) tMassCancelRejectReason $ + LT.insert (tnum tTotalAffectedOrders) tTotalAffectedOrders $ + LT.insert (tnum tNoAffectedOrders) gNoAffectedOrders''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoAffectedOrders''' = FIXTag + { tName = "NoAffectedOrders" + , tnum = tnum tNoAffectedOrders + , tparser = gNoAffectedOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoAffectedOrdersSpec''' } + + gNoAffectedOrdersP''' = groupP gNoAffectedOrdersSpec''' + gNoAffectedOrdersSpec''' = FGSpec + { gsLength = tNoAffectedOrders + , gsSeperator = tOrigClOrdID + , gsBody = gNoAffectedOrdersBody''' } + where + gNoAffectedOrdersBody''' = + LT.insert (tnum tAffectedOrderID) tAffectedOrderID $ + LT.insert (tnum tAffectedSecondaryOrderID) tAffectedSecondaryOrderID LT.new + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''' } + + gNoUnderlyingStipsP''' = groupP gNoUnderlyingStipsSpec''' + gNoUnderlyingStipsSpec''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''' } + where + gNoUnderlyingStipsBody''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + +mNewOrderCross :: FIXMessageSpec +mNewOrderCross = FMSpec + { msName = "NewOrderCross" + , msType = C.pack "s" + , msHeader = headerFIX44 + , msBody = mNewOrderCrossBody + , msTrailer = trailerFIX44 } + where + mNewOrderCrossBody = + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tSideComplianceID) tSideComplianceID LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs'''''''''''' LT.new + where + gNoNestedPartySubIDs'''''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec'''''''''''' } + + gNoNestedPartySubIDsP'''''''''''' = groupP gNoNestedPartySubIDsSpec'''''''''''' + gNoNestedPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody'''''''''''' } + where + gNoNestedPartySubIDsBody'''''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCrossOrderCancelReplaceRequest :: FIXMessageSpec +mCrossOrderCancelReplaceRequest = FMSpec + { msName = "CrossOrderCancelReplaceRequest" + , msType = C.pack "t" + , msHeader = headerFIX44 + , msBody = mCrossOrderCancelReplaceRequestBody + , msTrailer = trailerFIX44 } + where + mCrossOrderCancelReplaceRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tSideComplianceID) tSideComplianceID LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs'''''''''''' LT.new + where + gNoNestedPartySubIDs'''''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec'''''''''''' } + + gNoNestedPartySubIDsP'''''''''''' = groupP gNoNestedPartySubIDsSpec'''''''''''' + gNoNestedPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody'''''''''''' } + where + gNoNestedPartySubIDsBody'''''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCrossOrderCancelRequest :: FIXMessageSpec +mCrossOrderCancelRequest = FMSpec + { msName = "CrossOrderCancelRequest" + , msType = C.pack "u" + , msHeader = headerFIX44 + , msBody = mCrossOrderCancelRequestBody + , msTrailer = trailerFIX44 } + where + mCrossOrderCancelRequestBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tNoSides) gNoSides''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tTransactTime) tTransactTime LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityTypeRequest :: FIXMessageSpec +mSecurityTypeRequest = FMSpec + { msName = "SecurityTypeRequest" + , msType = C.pack "v" + , msHeader = headerFIX44 + , msBody = mSecurityTypeRequestBody + , msTrailer = trailerFIX44 } + where + mSecurityTypeRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType LT.new + + +mSecurityTypes :: FIXMessageSpec +mSecurityTypes = FMSpec + { msName = "SecurityTypes" + , msType = C.pack "w" + , msHeader = headerFIX44 + , msBody = mSecurityTypesBody + , msTrailer = trailerFIX44 } + where + mSecurityTypesBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tTotNoSecurityTypes) tTotNoSecurityTypes $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoSecurityTypes) gNoSecurityTypes''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoSecurityTypes''' = FIXTag + { tName = "NoSecurityTypes" + , tnum = tnum tNoSecurityTypes + , tparser = gNoSecurityTypesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityTypesSpec''' } + + gNoSecurityTypesP''' = groupP gNoSecurityTypesSpec''' + gNoSecurityTypesSpec''' = FGSpec + { gsLength = tNoSecurityTypes + , gsSeperator = tSecurityType + , gsBody = gNoSecurityTypesBody''' } + where + gNoSecurityTypesBody''' = + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode LT.new + + + +mSecurityListRequest :: FIXMessageSpec +mSecurityListRequest = FMSpec + { msName = "SecurityListRequest" + , msType = C.pack "x" + , msHeader = headerFIX44 + , msBody = mSecurityListRequestBody + , msTrailer = trailerFIX44 } + where + mSecurityListRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mSecurityList :: FIXMessageSpec +mSecurityList = FMSpec + { msName = "SecurityList" + , msType = C.pack "y" + , msHeader = headerFIX44 + , msBody = mSecurityListBody + , msTrailer = trailerFIX44 } + where + mSecurityListBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tTotNoRelatedSym) tTotNoRelatedSym $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib'''''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tExpirationCycle) tExpirationCycle $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib'''''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec'''''' } + + gNoInstrAttribP'''''' = groupP gNoInstrAttribSpec'''''' + gNoInstrAttribSpec'''''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody'''''' } + where + gNoInstrAttribBody'''''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations''''''''' $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations''''''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec''''''''' } + + gNoLegStipulationsP''''''''' = groupP gNoLegStipulationsSpec''''''''' + gNoLegStipulationsSpec''''''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody''''''''' } + where + gNoLegStipulationsBody''''''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mDerivativeSecurityListRequest :: FIXMessageSpec +mDerivativeSecurityListRequest = FMSpec + { msName = "DerivativeSecurityListRequest" + , msType = C.pack "z" + , msHeader = headerFIX44 + , msBody = mDerivativeSecurityListRequestBody + , msTrailer = trailerFIX44 } + where + mDerivativeSecurityListRequestBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''' $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''' } + + gNoUnderlyingStipsP''' = groupP gNoUnderlyingStipsSpec''' + gNoUnderlyingStipsSpec''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''' } + where + gNoUnderlyingStipsBody''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + +mDerivativeSecurityList :: FIXMessageSpec +mDerivativeSecurityList = FMSpec + { msName = "DerivativeSecurityList" + , msType = C.pack "AA" + , msHeader = headerFIX44 + , msBody = mDerivativeSecurityListBody + , msTrailer = trailerFIX44 } + where + mDerivativeSecurityListBody = + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''' $ + LT.insert (tnum tTotNoRelatedSym) tTotNoRelatedSym $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tExpirationCycle) tExpirationCycle $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib'''''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec'''''' } + + gNoInstrAttribP'''''' = groupP gNoInstrAttribSpec'''''' + gNoInstrAttribSpec'''''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody'''''' } + where + gNoInstrAttribBody'''''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''' } + + gNoUnderlyingStipsP''' = groupP gNoUnderlyingStipsSpec''' + gNoUnderlyingStipsSpec''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''' } + where + gNoUnderlyingStipsBody''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + +mNewOrderMultileg :: FIXMessageSpec +mNewOrderMultileg = FMSpec + { msName = "NewOrderMultileg" + , msType = C.pack "AB" + , msHeader = headerFIX44 + , msBody = mNewOrderMultilegBody + , msTrailer = trailerFIX44 } + where + mNewOrderMultilegBody = + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNested3PartyIDs) gNoNested3PartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNested3PartyIDs'''''' = FIXTag + { tName = "NoNested3PartyIDs" + , tnum = tnum tNoNested3PartyIDs + , tparser = gNoNested3PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested3PartyIDsSpec'''''' } + + gNoNested3PartyIDsP'''''' = groupP gNoNested3PartyIDsSpec'''''' + gNoNested3PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested3PartyIDs + , gsSeperator = tNested3PartyID + , gsBody = gNoNested3PartyIDsBody'''''' } + where + gNoNested3PartyIDsBody'''''' = + LT.insert (tnum tNested3PartyIDSource) tNested3PartyIDSource $ + LT.insert (tnum tNested3PartyRole) tNested3PartyRole $ + LT.insert (tnum tNoNested3PartySubIDs) gNoNested3PartySubIDs''''''''' LT.new + where + gNoNested3PartySubIDs''''''''' = FIXTag + { tName = "NoNested3PartySubIDs" + , tnum = tnum tNoNested3PartySubIDs + , tparser = gNoNested3PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested3PartySubIDsSpec''''''''' } + + gNoNested3PartySubIDsP''''''''' = groupP gNoNested3PartySubIDsSpec''''''''' + gNoNested3PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested3PartySubIDs + , gsSeperator = tNested3PartySubID + , gsBody = gNoNested3PartySubIDsBody''''''''' } + where + gNoNested3PartySubIDsBody''''''''' = + LT.insert (tnum tNested3PartySubIDType) tNested3PartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tNoLegAllocs) gNoLegAllocs'''''' $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate LT.new + where + gNoLegAllocs'''''' = FIXTag + { tName = "NoLegAllocs" + , tnum = tnum tNoLegAllocs + , tparser = gNoLegAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegAllocsSpec'''''' } + + gNoLegAllocsP'''''' = groupP gNoLegAllocsSpec'''''' + gNoLegAllocsSpec'''''' = FGSpec + { gsLength = tNoLegAllocs + , gsSeperator = tLegAllocAccount + , gsBody = gNoLegAllocsBody'''''' } + where + gNoLegAllocsBody'''''' = + LT.insert (tnum tLegIndividualAllocID) tLegIndividualAllocID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs''''''''' $ + LT.insert (tnum tLegAllocQty) tLegAllocQty $ + LT.insert (tnum tLegAllocAcctIDSource) tLegAllocAcctIDSource $ + LT.insert (tnum tLegSettlCurrency) tLegSettlCurrency LT.new + where + gNoNested2PartyIDs''''''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec''''''''' } + + gNoNested2PartyIDsP''''''''' = groupP gNoNested2PartyIDsSpec''''''''' + gNoNested2PartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody''''''''' } + where + gNoNested2PartyIDsBody''''''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs'''''''''''' LT.new + where + gNoNested2PartySubIDs'''''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec'''''''''''' } + + gNoNested2PartySubIDsP'''''''''''' = groupP gNoNested2PartySubIDsSpec'''''''''''' + gNoNested2PartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody'''''''''''' } + where + gNoNested2PartySubIDsBody'''''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mMultilegOrderCancelReplace :: FIXMessageSpec +mMultilegOrderCancelReplace = FMSpec + { msName = "MultilegOrderCancelReplace" + , msType = C.pack "AC" + , msHeader = headerFIX44 + , msBody = mMultilegOrderCancelReplaceBody + , msTrailer = trailerFIX44 } + where + mMultilegOrderCancelReplaceBody = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNested3PartyIDs) gNoNested3PartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNested3PartyIDs'''''' = FIXTag + { tName = "NoNested3PartyIDs" + , tnum = tnum tNoNested3PartyIDs + , tparser = gNoNested3PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested3PartyIDsSpec'''''' } + + gNoNested3PartyIDsP'''''' = groupP gNoNested3PartyIDsSpec'''''' + gNoNested3PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested3PartyIDs + , gsSeperator = tNested3PartyID + , gsBody = gNoNested3PartyIDsBody'''''' } + where + gNoNested3PartyIDsBody'''''' = + LT.insert (tnum tNested3PartyIDSource) tNested3PartyIDSource $ + LT.insert (tnum tNested3PartyRole) tNested3PartyRole $ + LT.insert (tnum tNoNested3PartySubIDs) gNoNested3PartySubIDs''''''''' LT.new + where + gNoNested3PartySubIDs''''''''' = FIXTag + { tName = "NoNested3PartySubIDs" + , tnum = tnum tNoNested3PartySubIDs + , tparser = gNoNested3PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested3PartySubIDsSpec''''''''' } + + gNoNested3PartySubIDsP''''''''' = groupP gNoNested3PartySubIDsSpec''''''''' + gNoNested3PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested3PartySubIDs + , gsSeperator = tNested3PartySubID + , gsBody = gNoNested3PartySubIDsBody''''''''' } + where + gNoNested3PartySubIDsBody''''''''' = + LT.insert (tnum tNested3PartySubIDType) tNested3PartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tNoLegAllocs) gNoLegAllocs'''''' $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate LT.new + where + gNoLegAllocs'''''' = FIXTag + { tName = "NoLegAllocs" + , tnum = tnum tNoLegAllocs + , tparser = gNoLegAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegAllocsSpec'''''' } + + gNoLegAllocsP'''''' = groupP gNoLegAllocsSpec'''''' + gNoLegAllocsSpec'''''' = FGSpec + { gsLength = tNoLegAllocs + , gsSeperator = tLegAllocAccount + , gsBody = gNoLegAllocsBody'''''' } + where + gNoLegAllocsBody'''''' = + LT.insert (tnum tLegIndividualAllocID) tLegIndividualAllocID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs''''''''' $ + LT.insert (tnum tLegAllocQty) tLegAllocQty $ + LT.insert (tnum tLegAllocAcctIDSource) tLegAllocAcctIDSource $ + LT.insert (tnum tLegSettlCurrency) tLegSettlCurrency LT.new + where + gNoNested2PartyIDs''''''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec''''''''' } + + gNoNested2PartyIDsP''''''''' = groupP gNoNested2PartyIDsSpec''''''''' + gNoNested2PartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody''''''''' } + where + gNoNested2PartyIDsBody''''''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs'''''''''''' LT.new + where + gNoNested2PartySubIDs'''''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec'''''''''''' } + + gNoNested2PartySubIDsP'''''''''''' = groupP gNoNested2PartySubIDsSpec'''''''''''' + gNoNested2PartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody'''''''''''' } + where + gNoNested2PartySubIDsBody'''''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mTradeCaptureReportRequest :: FIXMessageSpec +mTradeCaptureReportRequest = FMSpec + { msName = "TradeCaptureReportRequest" + , msType = C.pack "AD" + , msHeader = headerFIX44 + , msBody = mTradeCaptureReportRequestBody + , msTrailer = trailerFIX44 } + where + mTradeCaptureReportRequestBody = + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTradeRequestType) tTradeRequestType $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tTrdType) tTrdType $ + LT.insert (tnum tTrdSubType) tTrdSubType $ + LT.insert (tnum tTransferReason) tTransferReason $ + LT.insert (tnum tSecondaryTrdType) tSecondaryTrdType $ + LT.insert (tnum tTradeLinkID) tTradeLinkID $ + LT.insert (tnum tTrdMatchID) tTrdMatchID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoDates) gNoDates''' $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTimeBracket) tTimeBracket $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoDates''' = FIXTag + { tName = "NoDates" + , tnum = tnum tNoDates + , tparser = gNoDatesP''' + , arbitraryValue = arbibtraryFIXGroup gNoDatesSpec''' } + + gNoDatesP''' = groupP gNoDatesSpec''' + gNoDatesSpec''' = FGSpec + { gsLength = tNoDates + , gsSeperator = tTradeDate + , gsBody = gNoDatesBody''' } + where + gNoDatesBody''' = + LT.insert (tnum tTransactTime) tTransactTime LT.new + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mTradeCaptureReport :: FIXMessageSpec +mTradeCaptureReport = FMSpec + { msName = "TradeCaptureReport" + , msType = C.pack "AE" + , msHeader = headerFIX44 + , msBody = mTradeCaptureReportBody + , msTrailer = trailerFIX44 } + where + mTradeCaptureReportBody = + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tTradeReportTransType) tTradeReportTransType $ + LT.insert (tnum tTradeReportType) tTradeReportType $ + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTrdType) tTrdType $ + LT.insert (tnum tTrdSubType) tTrdSubType $ + LT.insert (tnum tSecondaryTrdType) tSecondaryTrdType $ + LT.insert (tnum tTransferReason) tTransferReason $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tTotNumTradeReports) tTotNumTradeReports $ + LT.insert (tnum tLastRptRequested) tLastRptRequested $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradeReportRefID) tTradeReportRefID $ + LT.insert (tnum tSecondaryTradeReportRefID) tSecondaryTradeReportRefID $ + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID $ + LT.insert (tnum tTradeLinkID) tTradeLinkID $ + LT.insert (tnum tTrdMatchID) tTrdMatchID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tUnderlyingTradingSessionID) tUnderlyingTradingSessionID $ + LT.insert (tnum tUnderlyingTradingSessionSubID) tUnderlyingTradingSessionSubID $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastParPx) tLastParPx $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tAvgPxIndicator) tAvgPxIndicator $ + LT.insert (tnum tNoPosAmt) gNoPosAmt''' $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tTradeLegRefID) tTradeLegRefID $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tNoSides) gNoSides''' LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tLegLastPx) tLegLastPx LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPosAmt''' = FIXTag + { tName = "NoPosAmt" + , tnum = tnum tNoPosAmt + , tparser = gNoPosAmtP''' + , arbitraryValue = arbibtraryFIXGroup gNoPosAmtSpec''' } + + gNoPosAmtP''' = groupP gNoPosAmtSpec''' + gNoPosAmtSpec''' = FGSpec + { gsLength = tNoPosAmt + , gsSeperator = tPosAmtType + , gsBody = gNoPosAmtBody''' } + where + gNoPosAmtBody''' = + LT.insert (tnum tPosAmt) tPosAmt LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoSides''' = FIXTag + { tName = "NoSides" + , tnum = tnum tNoSides + , tparser = gNoSidesP''' + , arbitraryValue = arbibtraryFIXGroup gNoSidesSpec''' } + + gNoSidesP''' = groupP gNoSidesSpec''' + gNoSidesSpec''' = FGSpec + { gsLength = tNoSides + , gsSeperator = tSide + , gsBody = gNoSidesBody''' } + where + gNoSidesBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tOddLot) tOddLot $ + LT.insert (tnum tNoClearingInstructions) gNoClearingInstructions'''''' $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice $ + LT.insert (tnum tOrderInputDevice) tOrderInputDevice $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTimeBracket) tTimeBracket $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tSideMultiLegReportingType) tSideMultiLegReportingType $ + LT.insert (tnum tNoContAmts) gNoContAmts'''''' $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' $ + LT.insert (tnum tExchangeRule) tExchangeRule $ + LT.insert (tnum tTradeAllocIndicator) tTradeAllocIndicator $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoAllocs) gNoAllocs'''''' $ + LT.insert (tnum tCopyMsgIndicator) tCopyMsgIndicator $ + LT.insert (tnum tPublishTrdIndicator) tPublishTrdIndicator $ + LT.insert (tnum tShortSaleReason) tShortSaleReason LT.new + where + gNoAllocs'''''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec'''''' } + + gNoAllocsP'''''' = groupP gNoAllocsSpec'''''' + gNoAllocsSpec'''''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody'''''' } + where + gNoAllocsBody'''''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs''''''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNested2PartyIDs''''''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec''''''''' } + + gNoNested2PartyIDsP''''''''' = groupP gNoNested2PartyIDsSpec''''''''' + gNoNested2PartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody''''''''' } + where + gNoNested2PartyIDsBody''''''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs'''''''''''' LT.new + where + gNoNested2PartySubIDs'''''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec'''''''''''' } + + gNoNested2PartySubIDsP'''''''''''' = groupP gNoNested2PartySubIDsSpec'''''''''''' + gNoNested2PartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody'''''''''''' } + where + gNoNested2PartySubIDsBody'''''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoClearingInstructions'''''' = FIXTag + { tName = "NoClearingInstructions" + , tnum = tnum tNoClearingInstructions + , tparser = gNoClearingInstructionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoClearingInstructionsSpec'''''' } + + gNoClearingInstructionsP'''''' = groupP gNoClearingInstructionsSpec'''''' + gNoClearingInstructionsSpec'''''' = FGSpec + { gsLength = tNoClearingInstructions + , gsSeperator = tClearingInstruction + , gsBody = gNoClearingInstructionsBody'''''' } + where + gNoClearingInstructionsBody'''''' = + LT.new + + gNoContAmts'''''' = FIXTag + { tName = "NoContAmts" + , tnum = tnum tNoContAmts + , tparser = gNoContAmtsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoContAmtsSpec'''''' } + + gNoContAmtsP'''''' = groupP gNoContAmtsSpec'''''' + gNoContAmtsSpec'''''' = FGSpec + { gsLength = tNoContAmts + , gsSeperator = tContAmtType + , gsBody = gNoContAmtsBody'''''' } + where + gNoContAmtsBody'''''' = + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr LT.new + + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mOrderMassStatusRequest :: FIXMessageSpec +mOrderMassStatusRequest = FMSpec + { msName = "OrderMassStatusRequest" + , msType = C.pack "AF" + , msHeader = headerFIX44 + , msBody = mOrderMassStatusRequestBody + , msTrailer = trailerFIX44 } + where + mOrderMassStatusRequestBody = + LT.insert (tnum tMassStatusReqID) tMassStatusReqID $ + LT.insert (tnum tMassStatusReqType) tMassStatusReqType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''' $ + LT.insert (tnum tSide) tSide LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyingSecurityAltID''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''' } + + gNoUnderlyingSecurityAltIDP''' = groupP gNoUnderlyingSecurityAltIDSpec''' + gNoUnderlyingSecurityAltIDSpec''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''' } + where + gNoUnderlyingSecurityAltIDBody''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''' } + + gNoUnderlyingStipsP''' = groupP gNoUnderlyingStipsSpec''' + gNoUnderlyingStipsSpec''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''' } + where + gNoUnderlyingStipsBody''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + +mQuoteRequestReject :: FIXMessageSpec +mQuoteRequestReject = FMSpec + { msName = "QuoteRequestReject" + , msType = C.pack "AG" + , msHeader = headerFIX44 + , msBody = mQuoteRequestRejectBody + , msTrailer = trailerFIX44 } + where + mQuoteRequestRejectBody = + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tQuoteRequestRejectReason) tQuoteRequestRejectReason $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations'''''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tNoQuoteQualifiers) gNoQuoteQualifiers'''''' $ + LT.insert (tnum tQuotePriceType) tQuotePriceType $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs'''''' LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations''''''''' $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs''''''''' $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations''''''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec''''''''' } + + gNoLegStipulationsP''''''''' = groupP gNoLegStipulationsSpec''''''''' + gNoLegStipulationsSpec''''''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody''''''''' } + where + gNoLegStipulationsBody''''''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs''''''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec''''''''' } + + gNoNestedPartyIDsP''''''''' = groupP gNoNestedPartyIDsSpec''''''''' + gNoNestedPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody''''''''' } + where + gNoNestedPartyIDsBody''''''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs'''''''''''' LT.new + where + gNoNestedPartySubIDs'''''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec'''''''''''' } + + gNoNestedPartySubIDsP'''''''''''' = groupP gNoNestedPartySubIDsSpec'''''''''''' + gNoNestedPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody'''''''''''' } + where + gNoNestedPartySubIDsBody'''''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs'''''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec'''''' } + + gNoPartyIDsP'''''' = groupP gNoPartyIDsSpec'''''' + gNoPartyIDsSpec'''''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody'''''' } + where + gNoPartyIDsBody'''''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs''''''''' LT.new + where + gNoPartySubIDs''''''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec''''''''' } + + gNoPartySubIDsP''''''''' = groupP gNoPartySubIDsSpec''''''''' + gNoPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody''''''''' } + where + gNoPartySubIDsBody''''''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteQualifiers'''''' = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = tnum tNoQuoteQualifiers + , tparser = gNoQuoteQualifiersP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteQualifiersSpec'''''' } + + gNoQuoteQualifiersP'''''' = groupP gNoQuoteQualifiersSpec'''''' + gNoQuoteQualifiersSpec'''''' = FGSpec + { gsLength = tNoQuoteQualifiers + , gsSeperator = tQuoteQualifier + , gsBody = gNoQuoteQualifiersBody'''''' } + where + gNoQuoteQualifiersBody'''''' = + LT.new + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations'''''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec'''''' } + + gNoStipulationsP'''''' = groupP gNoStipulationsSpec'''''' + gNoStipulationsSpec'''''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody'''''' } + where + gNoStipulationsBody'''''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mRFQRequest :: FIXMessageSpec +mRFQRequest = FMSpec + { msName = "RFQRequest" + , msType = C.pack "AH" + , msHeader = headerFIX44 + , msBody = mRFQRequestBody + , msTrailer = trailerFIX44 } + where + mRFQRequestBody = + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tNoRelatedSym) gNoRelatedSym''' $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType LT.new + where + gNoRelatedSym''' = FIXTag + { tName = "NoRelatedSym" + , tnum = tnum tNoRelatedSym + , tparser = gNoRelatedSymP''' + , arbitraryValue = arbibtraryFIXGroup gNoRelatedSymSpec''' } + + gNoRelatedSymP''' = groupP gNoRelatedSymSpec''' + gNoRelatedSymSpec''' = FGSpec + { gsLength = tNoRelatedSym + , gsSeperator = tSymbol + , gsBody = gNoRelatedSymBody''' } + where + gNoRelatedSymBody''' = + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID'''''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents'''''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings'''''' $ + LT.insert (tnum tNoLegs) gNoLegs'''''' $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + where + gNoEvents'''''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec'''''' } + + gNoEventsP'''''' = groupP gNoEventsSpec'''''' + gNoEventsSpec'''''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody'''''' } + where + gNoEventsBody'''''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs'''''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec'''''' } + + gNoLegsP'''''' = groupP gNoLegsSpec'''''' + gNoLegsSpec'''''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody'''''' } + where + gNoLegsBody'''''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID''''''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID''''''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec''''''''' } + + gNoLegSecurityAltIDP''''''''' = groupP gNoLegSecurityAltIDSpec''''''''' + gNoLegSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody''''''''' } + where + gNoLegSecurityAltIDBody''''''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID'''''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec'''''' } + + gNoSecurityAltIDP'''''' = groupP gNoSecurityAltIDSpec'''''' + gNoSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody'''''' } + where + gNoSecurityAltIDBody'''''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings'''''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec'''''' } + + gNoUnderlyingsP'''''' = groupP gNoUnderlyingsSpec'''''' + gNoUnderlyingsSpec'''''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody'''''' } + where + gNoUnderlyingsBody'''''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID''''''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips''''''''' LT.new + where + gNoUnderlyingSecurityAltID''''''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec''''''''' } + + gNoUnderlyingSecurityAltIDP''''''''' = groupP gNoUnderlyingSecurityAltIDSpec''''''''' + gNoUnderlyingSecurityAltIDSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody''''''''' } + where + gNoUnderlyingSecurityAltIDBody''''''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips''''''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec''''''''' } + + gNoUnderlyingStipsP''''''''' = groupP gNoUnderlyingStipsSpec''''''''' + gNoUnderlyingStipsSpec''''''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody''''''''' } + where + gNoUnderlyingStipsBody''''''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + + +mQuoteStatusReport :: FIXMessageSpec +mQuoteStatusReport = FMSpec + { msName = "QuoteStatusReport" + , msType = C.pack "AI" + , msHeader = headerFIX44 + , msBody = mQuoteStatusReportBody + , msTrailer = trailerFIX44 } + where + mQuoteStatusReportBody = + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteRespID) tQuoteRespID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoQuoteQualifiers) gNoQuoteQualifiers''' $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tQuoteStatus) tQuoteStatus $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteQualifiers''' = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = tnum tNoQuoteQualifiers + , tparser = gNoQuoteQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteQualifiersSpec''' } + + gNoQuoteQualifiersP''' = groupP gNoQuoteQualifiersSpec''' + gNoQuoteQualifiersSpec''' = FGSpec + { gsLength = tNoQuoteQualifiers + , gsSeperator = tQuoteQualifier + , gsBody = gNoQuoteQualifiersBody''' } + where + gNoQuoteQualifiersBody''' = + LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mQuoteResponse :: FIXMessageSpec +mQuoteResponse = FMSpec + { msName = "QuoteResponse" + , msType = C.pack "AJ" + , msHeader = headerFIX44 + , msBody = mQuoteResponseBody + , msTrailer = trailerFIX44 } + where + mQuoteResponseBody = + LT.insert (tnum tQuoteRespID) tQuoteRespID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tQuoteRespType) tQuoteRespType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNoQuoteQualifiers) gNoQuoteQualifiers''' $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegPriceType) tLegPriceType $ + LT.insert (tnum tLegBidPx) tLegBidPx $ + LT.insert (tnum tLegOfferPx) tLegOfferPx $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoQuoteQualifiers''' = FIXTag + { tName = "NoQuoteQualifiers" + , tnum = tnum tNoQuoteQualifiers + , tparser = gNoQuoteQualifiersP''' + , arbitraryValue = arbibtraryFIXGroup gNoQuoteQualifiersSpec''' } + + gNoQuoteQualifiersP''' = groupP gNoQuoteQualifiersSpec''' + gNoQuoteQualifiersSpec''' = FGSpec + { gsLength = tNoQuoteQualifiers + , gsSeperator = tQuoteQualifier + , gsBody = gNoQuoteQualifiersBody''' } + where + gNoQuoteQualifiersBody''' = + LT.new + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mConfirmation :: FIXMessageSpec +mConfirmation = FMSpec + { msName = "Confirmation" + , msType = C.pack "AK" + , msHeader = headerFIX44 + , msBody = mConfirmationBody + , msTrailer = trailerFIX44 } + where + mConfirmationBody = + LT.insert (tnum tConfirmID) tConfirmID $ + LT.insert (tnum tConfirmRefID) tConfirmRefID $ + LT.insert (tnum tConfirmReqID) tConfirmReqID $ + LT.insert (tnum tConfirmTransType) tConfirmTransType $ + LT.insert (tnum tConfirmType) tConfirmType $ + LT.insert (tnum tCopyMsgIndicator) tCopyMsgIndicator $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tConfirmStatus) tConfirmStatus $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tNoCapacities) gNoCapacities''' $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocAccountType) tAllocAccountType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tAvgPxPrecision) tAvgPxPrecision $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAvgParPx) tAvgParPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tReportedPx) tReportedPx $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tMaturityNetMoney) tMaturityNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst''' $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tSharedCommission) tSharedCommission $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' LT.new + where + gNoCapacities''' = FIXTag + { tName = "NoCapacities" + , tnum = tnum tNoCapacities + , tparser = gNoCapacitiesP''' + , arbitraryValue = arbibtraryFIXGroup gNoCapacitiesSpec''' } + + gNoCapacitiesP''' = groupP gNoCapacitiesSpec''' + gNoCapacitiesSpec''' = FGSpec + { gsLength = tNoCapacities + , gsSeperator = tOrderCapacity + , gsBody = gNoCapacitiesBody''' } + where + gNoCapacitiesBody''' = + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tOrderCapacityQty) tOrderCapacityQty LT.new + + gNoDlvyInst''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec''' } + + gNoDlvyInstP''' = groupP gNoDlvyInstSpec''' + gNoDlvyInstSpec''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody''' } + where + gNoDlvyInstBody''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs'''''' LT.new + where + gNoSettlPartyIDs'''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec'''''' } + + gNoSettlPartyIDsP'''''' = groupP gNoSettlPartyIDsSpec'''''' + gNoSettlPartyIDsSpec'''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody'''''' } + where + gNoSettlPartyIDsBody'''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs''''''''' LT.new + where + gNoSettlPartySubIDs''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec''''''''' } + + gNoSettlPartySubIDsP''''''''' = groupP gNoSettlPartySubIDsSpec''''''''' + gNoSettlPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody''''''''' } + where + gNoSettlPartySubIDsBody''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs'''''' $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrderAvgPx) tOrderAvgPx $ + LT.insert (tnum tOrderBookingQty) tOrderBookingQty LT.new + where + gNoNested2PartyIDs'''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec'''''' } + + gNoNested2PartyIDsP'''''' = groupP gNoNested2PartyIDsSpec'''''' + gNoNested2PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody'''''' } + where + gNoNested2PartyIDsBody'''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs''''''''' LT.new + where + gNoNested2PartySubIDs''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec''''''''' } + + gNoNested2PartySubIDsP''''''''' = groupP gNoNested2PartySubIDsSpec''''''''' + gNoNested2PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody''''''''' } + where + gNoNested2PartySubIDsBody''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mPositionMaintenanceRequest :: FIXMessageSpec +mPositionMaintenanceRequest = FMSpec + { msName = "PositionMaintenanceRequest" + , msType = C.pack "AL" + , msHeader = headerFIX44 + , msBody = mPositionMaintenanceRequestBody + , msTrailer = trailerFIX44 } + where + mPositionMaintenanceRequestBody = + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tPosTransType) tPosTransType $ + LT.insert (tnum tPosMaintAction) tPosMaintAction $ + LT.insert (tnum tOrigPosReqRefID) tOrigPosReqRefID $ + LT.insert (tnum tPosMaintRptRefID) tPosMaintRptRefID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoPositions) gNoPositions''' $ + LT.insert (tnum tAdjustmentType) tAdjustmentType $ + LT.insert (tnum tContraryInstructionIndicator) tContraryInstructionIndicator $ + LT.insert (tnum tPriorSpreadIndicator) tPriorSpreadIndicator $ + LT.insert (tnum tThresholdAmount) tThresholdAmount $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoPositions''' = FIXTag + { tName = "NoPositions" + , tnum = tnum tNoPositions + , tparser = gNoPositionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPositionsSpec''' } + + gNoPositionsP''' = groupP gNoPositionsSpec''' + gNoPositionsSpec''' = FGSpec + { gsLength = tNoPositions + , gsSeperator = tPosType + , gsBody = gNoPositionsBody''' } + where + gNoPositionsBody''' = + LT.insert (tnum tLongQty) tLongQty $ + LT.insert (tnum tShortQty) tShortQty $ + LT.insert (tnum tPosQtyStatus) tPosQtyStatus $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mPositionMaintenanceReport :: FIXMessageSpec +mPositionMaintenanceReport = FMSpec + { msName = "PositionMaintenanceReport" + , msType = C.pack "AM" + , msHeader = headerFIX44 + , msBody = mPositionMaintenanceReportBody + , msTrailer = trailerFIX44 } + where + mPositionMaintenanceReportBody = + LT.insert (tnum tPosMaintRptID) tPosMaintRptID $ + LT.insert (tnum tPosTransType) tPosTransType $ + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tPosMaintAction) tPosMaintAction $ + LT.insert (tnum tOrigPosReqRefID) tOrigPosReqRefID $ + LT.insert (tnum tPosMaintStatus) tPosMaintStatus $ + LT.insert (tnum tPosMaintResult) tPosMaintResult $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoPositions) gNoPositions''' $ + LT.insert (tnum tNoPosAmt) gNoPosAmt''' $ + LT.insert (tnum tAdjustmentType) tAdjustmentType $ + LT.insert (tnum tThresholdAmount) tThresholdAmount $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoPosAmt''' = FIXTag + { tName = "NoPosAmt" + , tnum = tnum tNoPosAmt + , tparser = gNoPosAmtP''' + , arbitraryValue = arbibtraryFIXGroup gNoPosAmtSpec''' } + + gNoPosAmtP''' = groupP gNoPosAmtSpec''' + gNoPosAmtSpec''' = FGSpec + { gsLength = tNoPosAmt + , gsSeperator = tPosAmtType + , gsBody = gNoPosAmtBody''' } + where + gNoPosAmtBody''' = + LT.insert (tnum tPosAmt) tPosAmt LT.new + + gNoPositions''' = FIXTag + { tName = "NoPositions" + , tnum = tnum tNoPositions + , tparser = gNoPositionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPositionsSpec''' } + + gNoPositionsP''' = groupP gNoPositionsSpec''' + gNoPositionsSpec''' = FGSpec + { gsLength = tNoPositions + , gsSeperator = tPosType + , gsBody = gNoPositionsBody''' } + where + gNoPositionsBody''' = + LT.insert (tnum tLongQty) tLongQty $ + LT.insert (tnum tShortQty) tShortQty $ + LT.insert (tnum tPosQtyStatus) tPosQtyStatus $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mRequestForPositions :: FIXMessageSpec +mRequestForPositions = FMSpec + { msName = "RequestForPositions" + , msType = C.pack "AN" + , msHeader = headerFIX44 + , msBody = mRequestForPositionsBody + , msTrailer = trailerFIX44 } + where + mRequestForPositionsBody = + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tPosReqType) tPosReqType $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tNoTradingSessions) gNoTradingSessions''' $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTradingSessions''' = FIXTag + { tName = "NoTradingSessions" + , tnum = tnum tNoTradingSessions + , tparser = gNoTradingSessionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradingSessionsSpec''' } + + gNoTradingSessionsP''' = groupP gNoTradingSessionsSpec''' + gNoTradingSessionsSpec''' = FGSpec + { gsLength = tNoTradingSessions + , gsSeperator = tTradingSessionID + , gsBody = gNoTradingSessionsBody''' } + where + gNoTradingSessionsBody''' = + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mRequestForPositionsAck :: FIXMessageSpec +mRequestForPositionsAck = FMSpec + { msName = "RequestForPositionsAck" + , msType = C.pack "AO" + , msHeader = headerFIX44 + , msBody = mRequestForPositionsAckBody + , msTrailer = trailerFIX44 } + where + mRequestForPositionsAckBody = + LT.insert (tnum tPosMaintRptID) tPosMaintRptID $ + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tTotalNumPosReports) tTotalNumPosReports $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tPosReqResult) tPosReqResult $ + LT.insert (tnum tPosReqStatus) tPosReqStatus $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mPositionReport :: FIXMessageSpec +mPositionReport = FMSpec + { msName = "PositionReport" + , msType = C.pack "AP" + , msHeader = headerFIX44 + , msBody = mPositionReportBody + , msTrailer = trailerFIX44 } + where + mPositionReportBody = + LT.insert (tnum tPosMaintRptID) tPosMaintRptID $ + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tPosReqType) tPosReqType $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTotalNumPosReports) tTotalNumPosReports $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tPosReqResult) tPosReqResult $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tSettlPrice) tSettlPrice $ + LT.insert (tnum tSettlPriceType) tSettlPriceType $ + LT.insert (tnum tPriorSettlPrice) tPriorSettlPrice $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoPositions) gNoPositions''' $ + LT.insert (tnum tNoPosAmt) gNoPosAmt''' $ + LT.insert (tnum tRegistStatus) tRegistStatus $ + LT.insert (tnum tDeliveryDate) tDeliveryDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoPosAmt''' = FIXTag + { tName = "NoPosAmt" + , tnum = tnum tNoPosAmt + , tparser = gNoPosAmtP''' + , arbitraryValue = arbibtraryFIXGroup gNoPosAmtSpec''' } + + gNoPosAmtP''' = groupP gNoPosAmtSpec''' + gNoPosAmtSpec''' = FGSpec + { gsLength = tNoPosAmt + , gsSeperator = tPosAmtType + , gsBody = gNoPosAmtBody''' } + where + gNoPosAmtBody''' = + LT.insert (tnum tPosAmt) tPosAmt LT.new + + gNoPositions''' = FIXTag + { tName = "NoPositions" + , tnum = tnum tNoPositions + , tparser = gNoPositionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPositionsSpec''' } + + gNoPositionsP''' = groupP gNoPositionsSpec''' + gNoPositionsSpec''' = FGSpec + { gsLength = tNoPositions + , gsSeperator = tPosType + , gsBody = gNoPositionsBody''' } + where + gNoPositionsBody''' = + LT.insert (tnum tLongQty) tLongQty $ + LT.insert (tnum tShortQty) tShortQty $ + LT.insert (tnum tPosQtyStatus) tPosQtyStatus $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tUnderlyingSettlPrice) tUnderlyingSettlPrice $ + LT.insert (tnum tUnderlyingSettlPriceType) tUnderlyingSettlPriceType LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mTradeCaptureReportRequestAck :: FIXMessageSpec +mTradeCaptureReportRequestAck = FMSpec + { msName = "TradeCaptureReportRequestAck" + , msType = C.pack "AQ" + , msHeader = headerFIX44 + , msBody = mTradeCaptureReportRequestAckBody + , msTrailer = trailerFIX44 } + where + mTradeCaptureReportRequestAckBody = + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTradeRequestType) tTradeRequestType $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTotNumTradeReports) tTotNumTradeReports $ + LT.insert (tnum tTradeRequestResult) tTradeRequestResult $ + LT.insert (tnum tTradeRequestStatus) tTradeRequestStatus $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mTradeCaptureReportAck :: FIXMessageSpec +mTradeCaptureReportAck = FMSpec + { msName = "TradeCaptureReportAck" + , msType = C.pack "AR" + , msHeader = headerFIX44 + , msBody = mTradeCaptureReportAckBody + , msTrailer = trailerFIX44 } + where + mTradeCaptureReportAckBody = + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tTradeReportTransType) tTradeReportTransType $ + LT.insert (tnum tTradeReportType) tTradeReportType $ + LT.insert (tnum tTrdType) tTrdType $ + LT.insert (tnum tTrdSubType) tTrdSubType $ + LT.insert (tnum tSecondaryTrdType) tSecondaryTrdType $ + LT.insert (tnum tTransferReason) tTransferReason $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tTradeReportRefID) tTradeReportRefID $ + LT.insert (tnum tSecondaryTradeReportRefID) tSecondaryTradeReportRefID $ + LT.insert (tnum tTrdRptStatus) tTrdRptStatus $ + LT.insert (tnum tTradeReportRejectReason) tTradeReportRejectReason $ + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tTradeLinkID) tTradeLinkID $ + LT.insert (tnum tTrdMatchID) tTrdMatchID $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs'''''' $ + LT.insert (tnum tAllocQty) tAllocQty LT.new + where + gNoNested2PartyIDs'''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec'''''' } + + gNoNested2PartyIDsP'''''' = groupP gNoNested2PartyIDsSpec'''''' + gNoNested2PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody'''''' } + where + gNoNested2PartyIDsBody'''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs''''''''' LT.new + where + gNoNested2PartySubIDs''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec''''''''' } + + gNoNested2PartySubIDsP''''''''' = groupP gNoNested2PartySubIDsSpec''''''''' + gNoNested2PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody''''''''' } + where + gNoNested2PartySubIDsBody''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tNoLegStipulations) gNoLegStipulations'''''' $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tLegLastPx) tLegLastPx LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + gNoLegStipulations'''''' = FIXTag + { tName = "NoLegStipulations" + , tnum = tnum tNoLegStipulations + , tparser = gNoLegStipulationsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegStipulationsSpec'''''' } + + gNoLegStipulationsP'''''' = groupP gNoLegStipulationsSpec'''''' + gNoLegStipulationsSpec'''''' = FGSpec + { gsLength = tNoLegStipulations + , gsSeperator = tLegStipulationType + , gsBody = gNoLegStipulationsBody'''''' } + where + gNoLegStipulationsBody'''''' = + LT.insert (tnum tLegStipulationValue) tLegStipulationValue LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + + +mAllocationReport :: FIXMessageSpec +mAllocationReport = FMSpec + { msName = "AllocationReport" + , msType = C.pack "AS" + , msHeader = headerFIX44 + , msBody = mAllocationReportBody + , msTrailer = trailerFIX44 } + where + mAllocationReportBody = + LT.insert (tnum tAllocReportID) tAllocReportID $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tAllocReportRefID) tAllocReportRefID $ + LT.insert (tnum tAllocCancReplaceReason) tAllocCancReplaceReason $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tAllocReportType) tAllocReportType $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tAllocIntermedReqType) tAllocIntermedReqType $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tBookingRefID) tBookingRefID $ + LT.insert (tnum tAllocNoOrdersType) tAllocNoOrdersType $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tReversalIndicator) tReversalIndicator $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) gNoInstrAttrib''' $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tAvgParPx) tAvgParPx $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tAvgPxPrecision) tAvgPxPrecision $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tAutoAcceptIndicator) tAutoAcceptIndicator $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tTotalAccruedInterestAmt) tTotalAccruedInterestAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tTotNoAllocs) tTotNoAllocs $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tAllocSettlCurrAmt) tAllocSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tAllocAccruedInterestAmt) tAllocAccruedInterestAmt $ + LT.insert (tnum tAllocInterestAtMaturity) tAllocInterestAtMaturity $ + LT.insert (tnum tNoMiscFees) gNoMiscFees'''''' $ + LT.insert (tnum tNoClearingInstructions) gNoClearingInstructions'''''' $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tAllocSettlInstType) tAllocSettlInstType $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst'''''' LT.new + where + gNoClearingInstructions'''''' = FIXTag + { tName = "NoClearingInstructions" + , tnum = tnum tNoClearingInstructions + , tparser = gNoClearingInstructionsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoClearingInstructionsSpec'''''' } + + gNoClearingInstructionsP'''''' = groupP gNoClearingInstructionsSpec'''''' + gNoClearingInstructionsSpec'''''' = FGSpec + { gsLength = tNoClearingInstructions + , gsSeperator = tClearingInstruction + , gsBody = gNoClearingInstructionsBody'''''' } + where + gNoClearingInstructionsBody'''''' = + LT.new + + gNoDlvyInst'''''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec'''''' } + + gNoDlvyInstP'''''' = groupP gNoDlvyInstSpec'''''' + gNoDlvyInstSpec'''''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody'''''' } + where + gNoDlvyInstBody'''''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs''''''''' LT.new + where + gNoSettlPartyIDs''''''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec''''''''' } + + gNoSettlPartyIDsP''''''''' = groupP gNoSettlPartyIDsSpec''''''''' + gNoSettlPartyIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody''''''''' } + where + gNoSettlPartyIDsBody''''''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs'''''''''''' LT.new + where + gNoSettlPartySubIDs'''''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP'''''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec'''''''''''' } + + gNoSettlPartySubIDsP'''''''''''' = groupP gNoSettlPartySubIDsSpec'''''''''''' + gNoSettlPartySubIDsSpec'''''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody'''''''''''' } + where + gNoSettlPartySubIDsBody'''''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoMiscFees'''''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec'''''' } + + gNoMiscFeesP'''''' = groupP gNoMiscFeesSpec'''''' + gNoMiscFeesSpec'''''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody'''''' } + where + gNoMiscFeesBody'''''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tLastQty + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastParPx) tLastParPx $ + LT.insert (tnum tLastCapacity) tLastCapacity LT.new + + gNoInstrAttrib''' = FIXTag + { tName = "NoInstrAttrib" + , tnum = tnum tNoInstrAttrib + , tparser = gNoInstrAttribP''' + , arbitraryValue = arbibtraryFIXGroup gNoInstrAttribSpec''' } + + gNoInstrAttribP''' = groupP gNoInstrAttribSpec''' + gNoInstrAttribSpec''' = FGSpec + { gsLength = tNoInstrAttrib + , gsSeperator = tInstrAttribType + , gsBody = gNoInstrAttribBody''' } + where + gNoInstrAttribBody''' = + LT.insert (tnum tInstrAttribValue) tInstrAttribValue LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs'''''' $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrderAvgPx) tOrderAvgPx $ + LT.insert (tnum tOrderBookingQty) tOrderBookingQty LT.new + where + gNoNested2PartyIDs'''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec'''''' } + + gNoNested2PartyIDsP'''''' = groupP gNoNested2PartyIDsSpec'''''' + gNoNested2PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody'''''' } + where + gNoNested2PartyIDsBody'''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs''''''''' LT.new + where + gNoNested2PartySubIDs''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec''''''''' } + + gNoNested2PartySubIDsP''''''''' = groupP gNoNested2PartySubIDsSpec''''''''' + gNoNested2PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody''''''''' } + where + gNoNested2PartySubIDsBody''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mAllocationReportAck :: FIXMessageSpec +mAllocationReportAck = FMSpec + { msName = "AllocationReportAck" + , msType = C.pack "AT" + , msHeader = headerFIX44 + , msBody = mAllocationReportAckBody + , msTrailer = trailerFIX44 } + where + mAllocationReportAckBody = + LT.insert (tnum tAllocReportID) tAllocReportID $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tAllocReportType) tAllocReportType $ + LT.insert (tnum tAllocIntermedReqType) tAllocIntermedReqType $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tNoAllocs) gNoAllocs''' LT.new + where + gNoAllocs''' = FIXTag + { tName = "NoAllocs" + , tnum = tnum tNoAllocs + , tparser = gNoAllocsP''' + , arbitraryValue = arbibtraryFIXGroup gNoAllocsSpec''' } + + gNoAllocsP''' = groupP gNoAllocsSpec''' + gNoAllocsSpec''' = FGSpec + { gsLength = tNoAllocs + , gsSeperator = tAllocAccount + , gsBody = gNoAllocsBody''' } + where + gNoAllocsBody''' = + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tIndividualAllocRejCode) tIndividualAllocRejCode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + +mConfirmationAck :: FIXMessageSpec +mConfirmationAck = FMSpec + { msName = "ConfirmationAck" + , msType = C.pack "AU" + , msHeader = headerFIX44 + , msBody = mConfirmationAckBody + , msTrailer = trailerFIX44 } + where + mConfirmationAckBody = + LT.insert (tnum tConfirmID) tConfirmID $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAffirmStatus) tAffirmStatus $ + LT.insert (tnum tConfirmRejReason) tConfirmRejReason $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + + +mSettlementInstructionRequest :: FIXMessageSpec +mSettlementInstructionRequest = FMSpec + { msName = "SettlementInstructionRequest" + , msType = C.pack "AV" + , msHeader = headerFIX44 + , msBody = mSettlementInstructionRequestBody + , msTrailer = trailerFIX44 } + where + mSettlementInstructionRequestBody = + LT.insert (tnum tSettlInstReqID) tSettlInstReqID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tLastUpdateTime) tLastUpdateTime $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID LT.new + where + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + + +mAssignmentReport :: FIXMessageSpec +mAssignmentReport = FMSpec + { msName = "AssignmentReport" + , msType = C.pack "AW" + , msHeader = headerFIX44 + , msBody = mAssignmentReportBody + , msTrailer = trailerFIX44 } + where + mAssignmentReportBody = + LT.insert (tnum tAsgnRptID) tAsgnRptID $ + LT.insert (tnum tTotNumAssignmentReports) tTotNumAssignmentReports $ + LT.insert (tnum tLastRptRequested) tLastRptRequested $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tNoPositions) gNoPositions''' $ + LT.insert (tnum tNoPosAmt) gNoPosAmt''' $ + LT.insert (tnum tThresholdAmount) tThresholdAmount $ + LT.insert (tnum tSettlPrice) tSettlPrice $ + LT.insert (tnum tSettlPriceType) tSettlPriceType $ + LT.insert (tnum tUnderlyingSettlPrice) tUnderlyingSettlPrice $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tAssignmentMethod) tAssignmentMethod $ + LT.insert (tnum tAssignmentUnit) tAssignmentUnit $ + LT.insert (tnum tOpenInterest) tOpenInterest $ + LT.insert (tnum tExerciseMethod) tExerciseMethod $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoPosAmt''' = FIXTag + { tName = "NoPosAmt" + , tnum = tnum tNoPosAmt + , tparser = gNoPosAmtP''' + , arbitraryValue = arbibtraryFIXGroup gNoPosAmtSpec''' } + + gNoPosAmtP''' = groupP gNoPosAmtSpec''' + gNoPosAmtSpec''' = FGSpec + { gsLength = tNoPosAmt + , gsSeperator = tPosAmtType + , gsBody = gNoPosAmtBody''' } + where + gNoPosAmtBody''' = + LT.insert (tnum tPosAmt) tPosAmt LT.new + + gNoPositions''' = FIXTag + { tName = "NoPositions" + , tnum = tnum tNoPositions + , tparser = gNoPositionsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPositionsSpec''' } + + gNoPositionsP''' = groupP gNoPositionsSpec''' + gNoPositionsSpec''' = FGSpec + { gsLength = tNoPositions + , gsSeperator = tPosType + , gsBody = gNoPositionsBody''' } + where + gNoPositionsBody''' = + LT.insert (tnum tLongQty) tLongQty $ + LT.insert (tnum tShortQty) tShortQty $ + LT.insert (tnum tPosQtyStatus) tPosQtyStatus $ + LT.insert (tnum tNoNestedPartyIDs) gNoNestedPartyIDs'''''' LT.new + where + gNoNestedPartyIDs'''''' = FIXTag + { tName = "NoNestedPartyIDs" + , tnum = tnum tNoNestedPartyIDs + , tparser = gNoNestedPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartyIDsSpec'''''' } + + gNoNestedPartyIDsP'''''' = groupP gNoNestedPartyIDsSpec'''''' + gNoNestedPartyIDsSpec'''''' = FGSpec + { gsLength = tNoNestedPartyIDs + , gsSeperator = tNestedPartyID + , gsBody = gNoNestedPartyIDsBody'''''' } + where + gNoNestedPartyIDsBody'''''' = + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartySubIDs) gNoNestedPartySubIDs''''''''' LT.new + where + gNoNestedPartySubIDs''''''''' = FIXTag + { tName = "NoNestedPartySubIDs" + , tnum = tnum tNoNestedPartySubIDs + , tparser = gNoNestedPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNestedPartySubIDsSpec''''''''' } + + gNoNestedPartySubIDsP''''''''' = groupP gNoNestedPartySubIDsSpec''''''''' + gNoNestedPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNestedPartySubIDs + , gsSeperator = tNestedPartySubID + , gsBody = gNoNestedPartySubIDsBody''''''''' } + where + gNoNestedPartySubIDsBody''''''''' = + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType LT.new + + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCollateralRequest :: FIXMessageSpec +mCollateralRequest = FMSpec + { msName = "CollateralRequest" + , msType = C.pack "AX" + , msHeader = headerFIX44 + , msBody = mCollateralRequestBody + , msTrailer = trailerFIX44 } + where + mCollateralRequestBody = + LT.insert (tnum tCollReqID) tCollReqID $ + LT.insert (tnum tCollAsgnReason) tCollAsgnReason $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tCollAction) tCollAction LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCollateralAssignment :: FIXMessageSpec +mCollateralAssignment = FMSpec + { msName = "CollateralAssignment" + , msType = C.pack "AY" + , msHeader = headerFIX44 + , msBody = mCollateralAssignmentBody + , msTrailer = trailerFIX44 } + where + mCollateralAssignmentBody = + LT.insert (tnum tCollAsgnID) tCollAsgnID $ + LT.insert (tnum tCollReqID) tCollReqID $ + LT.insert (tnum tCollAsgnReason) tCollAsgnReason $ + LT.insert (tnum tCollAsgnTransType) tCollAsgnTransType $ + LT.insert (tnum tCollAsgnRefID) tCollAsgnRefID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoDlvyInst''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec''' } + + gNoDlvyInstP''' = groupP gNoDlvyInstSpec''' + gNoDlvyInstSpec''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody''' } + where + gNoDlvyInstBody''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs'''''' LT.new + where + gNoSettlPartyIDs'''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec'''''' } + + gNoSettlPartyIDsP'''''' = groupP gNoSettlPartyIDsSpec'''''' + gNoSettlPartyIDsSpec'''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody'''''' } + where + gNoSettlPartyIDsBody'''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs''''''''' LT.new + where + gNoSettlPartySubIDs''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec''''''''' } + + gNoSettlPartySubIDsP''''''''' = groupP gNoSettlPartySubIDsSpec''''''''' + gNoSettlPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody''''''''' } + where + gNoSettlPartySubIDsBody''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tCollAction) tCollAction LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCollateralResponse :: FIXMessageSpec +mCollateralResponse = FMSpec + { msName = "CollateralResponse" + , msType = C.pack "AZ" + , msHeader = headerFIX44 + , msBody = mCollateralResponseBody + , msTrailer = trailerFIX44 } + where + mCollateralResponseBody = + LT.insert (tnum tCollRespID) tCollRespID $ + LT.insert (tnum tCollAsgnID) tCollAsgnID $ + LT.insert (tnum tCollReqID) tCollReqID $ + LT.insert (tnum tCollAsgnReason) tCollAsgnReason $ + LT.insert (tnum tCollAsgnTransType) tCollAsgnTransType $ + LT.insert (tnum tCollAsgnRespType) tCollAsgnRespType $ + LT.insert (tnum tCollAsgnRejectReason) tCollAsgnRejectReason $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' $ + LT.insert (tnum tCollAction) tCollAction LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCollateralReport :: FIXMessageSpec +mCollateralReport = FMSpec + { msName = "CollateralReport" + , msType = C.pack "BA" + , msHeader = headerFIX44 + , msBody = mCollateralReportBody + , msTrailer = trailerFIX44 } + where + mCollateralReportBody = + LT.insert (tnum tCollRptID) tCollRptID $ + LT.insert (tnum tCollInquiryID) tCollInquiryID $ + LT.insert (tnum tCollStatus) tCollStatus $ + LT.insert (tnum tTotNumReports) tTotNumReports $ + LT.insert (tnum tLastRptRequested) tLastRptRequested $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tNoMiscFees) gNoMiscFees''' $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoDlvyInst''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec''' } + + gNoDlvyInstP''' = groupP gNoDlvyInstSpec''' + gNoDlvyInstSpec''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody''' } + where + gNoDlvyInstBody''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs'''''' LT.new + where + gNoSettlPartyIDs'''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec'''''' } + + gNoSettlPartyIDsP'''''' = groupP gNoSettlPartyIDsSpec'''''' + gNoSettlPartyIDsSpec'''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody'''''' } + where + gNoSettlPartyIDsBody'''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs''''''''' LT.new + where + gNoSettlPartySubIDs''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec''''''''' } + + gNoSettlPartySubIDsP''''''''' = groupP gNoSettlPartySubIDsSpec''''''''' + gNoSettlPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody''''''''' } + where + gNoSettlPartySubIDsBody''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoMiscFees''' = FIXTag + { tName = "NoMiscFees" + , tnum = tnum tNoMiscFees + , tparser = gNoMiscFeesP''' + , arbitraryValue = arbibtraryFIXGroup gNoMiscFeesSpec''' } + + gNoMiscFeesP''' = groupP gNoMiscFeesSpec''' + gNoMiscFeesSpec''' = FGSpec + { gsLength = tNoMiscFees + , gsSeperator = tMiscFeeAmt + , gsBody = gNoMiscFeesBody''' } + where + gNoMiscFeesBody''' = + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis LT.new + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mCollateralInquiry :: FIXMessageSpec +mCollateralInquiry = FMSpec + { msName = "CollateralInquiry" + , msType = C.pack "BB" + , msHeader = headerFIX44 + , msBody = mCollateralInquiryBody + , msTrailer = trailerFIX44 } + where + mCollateralInquiryBody = + LT.insert (tnum tCollInquiryID) tCollInquiryID $ + LT.insert (tnum tNoCollInquiryQualifier) gNoCollInquiryQualifier''' $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tNoTrdRegTimestamps) gNoTrdRegTimestamps''' $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tNoStipulations) gNoStipulations''' $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tNoDlvyInst) gNoDlvyInst''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoCollInquiryQualifier''' = FIXTag + { tName = "NoCollInquiryQualifier" + , tnum = tnum tNoCollInquiryQualifier + , tparser = gNoCollInquiryQualifierP''' + , arbitraryValue = arbibtraryFIXGroup gNoCollInquiryQualifierSpec''' } + + gNoCollInquiryQualifierP''' = groupP gNoCollInquiryQualifierSpec''' + gNoCollInquiryQualifierSpec''' = FGSpec + { gsLength = tNoCollInquiryQualifier + , gsSeperator = tCollInquiryQualifier + , gsBody = gNoCollInquiryQualifierBody''' } + where + gNoCollInquiryQualifierBody''' = + LT.new + + gNoDlvyInst''' = FIXTag + { tName = "NoDlvyInst" + , tnum = tnum tNoDlvyInst + , tparser = gNoDlvyInstP''' + , arbitraryValue = arbibtraryFIXGroup gNoDlvyInstSpec''' } + + gNoDlvyInstP''' = groupP gNoDlvyInstSpec''' + gNoDlvyInstSpec''' = FGSpec + { gsLength = tNoDlvyInst + , gsSeperator = tSettlInstSource + , gsBody = gNoDlvyInstBody''' } + where + gNoDlvyInstBody''' = + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tNoSettlPartyIDs) gNoSettlPartyIDs'''''' LT.new + where + gNoSettlPartyIDs'''''' = FIXTag + { tName = "NoSettlPartyIDs" + , tnum = tnum tNoSettlPartyIDs + , tparser = gNoSettlPartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartyIDsSpec'''''' } + + gNoSettlPartyIDsP'''''' = groupP gNoSettlPartyIDsSpec'''''' + gNoSettlPartyIDsSpec'''''' = FGSpec + { gsLength = tNoSettlPartyIDs + , gsSeperator = tSettlPartyID + , gsBody = gNoSettlPartyIDsBody'''''' } + where + gNoSettlPartyIDsBody'''''' = + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tNoSettlPartySubIDs) gNoSettlPartySubIDs''''''''' LT.new + where + gNoSettlPartySubIDs''''''''' = FIXTag + { tName = "NoSettlPartySubIDs" + , tnum = tnum tNoSettlPartySubIDs + , tparser = gNoSettlPartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoSettlPartySubIDsSpec''''''''' } + + gNoSettlPartySubIDsP''''''''' = groupP gNoSettlPartySubIDsSpec''''''''' + gNoSettlPartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoSettlPartySubIDs + , gsSeperator = tSettlPartySubID + , gsBody = gNoSettlPartySubIDsBody''''''''' } + where + gNoSettlPartySubIDsBody''''''''' = + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType LT.new + + + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoStipulations''' = FIXTag + { tName = "NoStipulations" + , tnum = tnum tNoStipulations + , tparser = gNoStipulationsP''' + , arbitraryValue = arbibtraryFIXGroup gNoStipulationsSpec''' } + + gNoStipulationsP''' = groupP gNoStipulationsSpec''' + gNoStipulationsSpec''' = FGSpec + { gsLength = tNoStipulations + , gsSeperator = tStipulationType + , gsBody = gNoStipulationsBody''' } + where + gNoStipulationsBody''' = + LT.insert (tnum tStipulationValue) tStipulationValue LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoTrdRegTimestamps''' = FIXTag + { tName = "NoTrdRegTimestamps" + , tnum = tnum tNoTrdRegTimestamps + , tparser = gNoTrdRegTimestampsP''' + , arbitraryValue = arbibtraryFIXGroup gNoTrdRegTimestampsSpec''' } + + gNoTrdRegTimestampsP''' = groupP gNoTrdRegTimestampsSpec''' + gNoTrdRegTimestampsSpec''' = FGSpec + { gsLength = tNoTrdRegTimestamps + , gsSeperator = tTrdRegTimestamp + , gsBody = gNoTrdRegTimestampsBody''' } + where + gNoTrdRegTimestampsBody''' = + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mNetworkCounterpartySystemStatusRequest :: FIXMessageSpec +mNetworkCounterpartySystemStatusRequest = FMSpec + { msName = "NetworkCounterpartySystemStatusRequest" + , msType = C.pack "BC" + , msHeader = headerFIX44 + , msBody = mNetworkCounterpartySystemStatusRequestBody + , msTrailer = trailerFIX44 } + where + mNetworkCounterpartySystemStatusRequestBody = + LT.insert (tnum tNetworkRequestType) tNetworkRequestType $ + LT.insert (tnum tNetworkRequestID) tNetworkRequestID $ + LT.insert (tnum tNoCompIDs) gNoCompIDs''' LT.new + where + gNoCompIDs''' = FIXTag + { tName = "NoCompIDs" + , tnum = tnum tNoCompIDs + , tparser = gNoCompIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoCompIDsSpec''' } + + gNoCompIDsP''' = groupP gNoCompIDsSpec''' + gNoCompIDsSpec''' = FGSpec + { gsLength = tNoCompIDs + , gsSeperator = tRefCompID + , gsBody = gNoCompIDsBody''' } + where + gNoCompIDsBody''' = + LT.insert (tnum tRefSubID) tRefSubID $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID LT.new + + + +mNetworkCounterpartySystemStatusResponse :: FIXMessageSpec +mNetworkCounterpartySystemStatusResponse = FMSpec + { msName = "NetworkCounterpartySystemStatusResponse" + , msType = C.pack "BD" + , msHeader = headerFIX44 + , msBody = mNetworkCounterpartySystemStatusResponseBody + , msTrailer = trailerFIX44 } + where + mNetworkCounterpartySystemStatusResponseBody = + LT.insert (tnum tNetworkStatusResponseType) tNetworkStatusResponseType $ + LT.insert (tnum tNetworkRequestID) tNetworkRequestID $ + LT.insert (tnum tNetworkResponseID) tNetworkResponseID $ + LT.insert (tnum tLastNetworkResponseID) tLastNetworkResponseID $ + LT.insert (tnum tNoCompIDs) gNoCompIDs''' LT.new + where + gNoCompIDs''' = FIXTag + { tName = "NoCompIDs" + , tnum = tnum tNoCompIDs + , tparser = gNoCompIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoCompIDsSpec''' } + + gNoCompIDsP''' = groupP gNoCompIDsSpec''' + gNoCompIDsSpec''' = FGSpec + { gsLength = tNoCompIDs + , gsSeperator = tRefCompID + , gsBody = gNoCompIDsBody''' } + where + gNoCompIDsBody''' = + LT.insert (tnum tRefSubID) tRefSubID $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tStatusValue) tStatusValue $ + LT.insert (tnum tStatusText) tStatusText LT.new + + + +mUserRequest :: FIXMessageSpec +mUserRequest = FMSpec + { msName = "UserRequest" + , msType = C.pack "BE" + , msHeader = headerFIX44 + , msBody = mUserRequestBody + , msTrailer = trailerFIX44 } + where + mUserRequestBody = + LT.insert (tnum tUserRequestID) tUserRequestID $ + LT.insert (tnum tUserRequestType) tUserRequestType $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tPassword) tPassword $ + LT.insert (tnum tNewPassword) tNewPassword $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData LT.new + + +mUserResponse :: FIXMessageSpec +mUserResponse = FMSpec + { msName = "UserResponse" + , msType = C.pack "BF" + , msHeader = headerFIX44 + , msBody = mUserResponseBody + , msTrailer = trailerFIX44 } + where + mUserResponseBody = + LT.insert (tnum tUserRequestID) tUserRequestID $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tUserStatus) tUserStatus $ + LT.insert (tnum tUserStatusText) tUserStatusText LT.new + + +mCollateralInquiryAck :: FIXMessageSpec +mCollateralInquiryAck = FMSpec + { msName = "CollateralInquiryAck" + , msType = C.pack "BG" + , msHeader = headerFIX44 + , msBody = mCollateralInquiryAckBody + , msTrailer = trailerFIX44 } + where + mCollateralInquiryAckBody = + LT.insert (tnum tCollInquiryID) tCollInquiryID $ + LT.insert (tnum tCollInquiryStatus) tCollInquiryStatus $ + LT.insert (tnum tCollInquiryResult) tCollInquiryResult $ + LT.insert (tnum tNoCollInquiryQualifier) gNoCollInquiryQualifier''' $ + LT.insert (tnum tTotNumReports) tTotNumReports $ + LT.insert (tnum tNoPartyIDs) gNoPartyIDs''' $ + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tNoExecs) gNoExecs''' $ + LT.insert (tnum tNoTrades) gNoTrades''' $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tNoSecurityAltID) gNoSecurityAltID''' $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tNoEvents) gNoEvents''' $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tNoLegs) gNoLegs''' $ + LT.insert (tnum tNoUnderlyings) gNoUnderlyings''' $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoCollInquiryQualifier''' = FIXTag + { tName = "NoCollInquiryQualifier" + , tnum = tnum tNoCollInquiryQualifier + , tparser = gNoCollInquiryQualifierP''' + , arbitraryValue = arbibtraryFIXGroup gNoCollInquiryQualifierSpec''' } + + gNoCollInquiryQualifierP''' = groupP gNoCollInquiryQualifierSpec''' + gNoCollInquiryQualifierSpec''' = FGSpec + { gsLength = tNoCollInquiryQualifier + , gsSeperator = tCollInquiryQualifier + , gsBody = gNoCollInquiryQualifierBody''' } + where + gNoCollInquiryQualifierBody''' = + LT.new + + gNoEvents''' = FIXTag + { tName = "NoEvents" + , tnum = tnum tNoEvents + , tparser = gNoEventsP''' + , arbitraryValue = arbibtraryFIXGroup gNoEventsSpec''' } + + gNoEventsP''' = groupP gNoEventsSpec''' + gNoEventsSpec''' = FGSpec + { gsLength = tNoEvents + , gsSeperator = tEventType + , gsBody = gNoEventsBody''' } + where + gNoEventsBody''' = + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText LT.new + + gNoExecs''' = FIXTag + { tName = "NoExecs" + , tnum = tnum tNoExecs + , tparser = gNoExecsP''' + , arbitraryValue = arbibtraryFIXGroup gNoExecsSpec''' } + + gNoExecsP''' = groupP gNoExecsSpec''' + gNoExecsSpec''' = FGSpec + { gsLength = tNoExecs + , gsSeperator = tExecID + , gsBody = gNoExecsBody''' } + where + gNoExecsBody''' = + LT.new + + gNoLegs''' = FIXTag + { tName = "NoLegs" + , tnum = tnum tNoLegs + , tparser = gNoLegsP''' + , arbitraryValue = arbibtraryFIXGroup gNoLegsSpec''' } + + gNoLegsP''' = groupP gNoLegsSpec''' + gNoLegsSpec''' = FGSpec + { gsLength = tNoLegs + , gsSeperator = tLegSymbol + , gsBody = gNoLegsBody''' } + where + gNoLegsBody''' = + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) gNoLegSecurityAltID'''''' $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate LT.new + where + gNoLegSecurityAltID'''''' = FIXTag + { tName = "NoLegSecurityAltID" + , tnum = tnum tNoLegSecurityAltID + , tparser = gNoLegSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoLegSecurityAltIDSpec'''''' } + + gNoLegSecurityAltIDP'''''' = groupP gNoLegSecurityAltIDSpec'''''' + gNoLegSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoLegSecurityAltID + , gsSeperator = tLegSecurityAltID + , gsBody = gNoLegSecurityAltIDBody'''''' } + where + gNoLegSecurityAltIDBody'''''' = + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource LT.new + + + gNoPartyIDs''' = FIXTag + { tName = "NoPartyIDs" + , tnum = tnum tNoPartyIDs + , tparser = gNoPartyIDsP''' + , arbitraryValue = arbibtraryFIXGroup gNoPartyIDsSpec''' } + + gNoPartyIDsP''' = groupP gNoPartyIDsSpec''' + gNoPartyIDsSpec''' = FGSpec + { gsLength = tNoPartyIDs + , gsSeperator = tPartyID + , gsBody = gNoPartyIDsBody''' } + where + gNoPartyIDsBody''' = + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartySubIDs) gNoPartySubIDs'''''' LT.new + where + gNoPartySubIDs'''''' = FIXTag + { tName = "NoPartySubIDs" + , tnum = tnum tNoPartySubIDs + , tparser = gNoPartySubIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoPartySubIDsSpec'''''' } + + gNoPartySubIDsP'''''' = groupP gNoPartySubIDsSpec'''''' + gNoPartySubIDsSpec'''''' = FGSpec + { gsLength = tNoPartySubIDs + , gsSeperator = tPartySubID + , gsBody = gNoPartySubIDsBody'''''' } + where + gNoPartySubIDsBody'''''' = + LT.insert (tnum tPartySubIDType) tPartySubIDType LT.new + + + gNoSecurityAltID''' = FIXTag + { tName = "NoSecurityAltID" + , tnum = tnum tNoSecurityAltID + , tparser = gNoSecurityAltIDP''' + , arbitraryValue = arbibtraryFIXGroup gNoSecurityAltIDSpec''' } + + gNoSecurityAltIDP''' = groupP gNoSecurityAltIDSpec''' + gNoSecurityAltIDSpec''' = FGSpec + { gsLength = tNoSecurityAltID + , gsSeperator = tSecurityAltID + , gsBody = gNoSecurityAltIDBody''' } + where + gNoSecurityAltIDBody''' = + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource LT.new + + gNoTrades''' = FIXTag + { tName = "NoTrades" + , tnum = tnum tNoTrades + , tparser = gNoTradesP''' + , arbitraryValue = arbibtraryFIXGroup gNoTradesSpec''' } + + gNoTradesP''' = groupP gNoTradesSpec''' + gNoTradesSpec''' = FGSpec + { gsLength = tNoTrades + , gsSeperator = tTradeReportID + , gsBody = gNoTradesBody''' } + where + gNoTradesBody''' = + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID LT.new + + gNoUnderlyings''' = FIXTag + { tName = "NoUnderlyings" + , tnum = tnum tNoUnderlyings + , tparser = gNoUnderlyingsP''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingsSpec''' } + + gNoUnderlyingsP''' = groupP gNoUnderlyingsSpec''' + gNoUnderlyingsSpec''' = FGSpec + { gsLength = tNoUnderlyings + , gsSeperator = tUnderlyingSymbol + , gsBody = gNoUnderlyingsBody''' } + where + gNoUnderlyingsBody''' = + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) gNoUnderlyingSecurityAltID'''''' $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) gNoUnderlyingStips'''''' LT.new + where + gNoUnderlyingSecurityAltID'''''' = FIXTag + { tName = "NoUnderlyingSecurityAltID" + , tnum = tnum tNoUnderlyingSecurityAltID + , tparser = gNoUnderlyingSecurityAltIDP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingSecurityAltIDSpec'''''' } + + gNoUnderlyingSecurityAltIDP'''''' = groupP gNoUnderlyingSecurityAltIDSpec'''''' + gNoUnderlyingSecurityAltIDSpec'''''' = FGSpec + { gsLength = tNoUnderlyingSecurityAltID + , gsSeperator = tUnderlyingSecurityAltID + , gsBody = gNoUnderlyingSecurityAltIDBody'''''' } + where + gNoUnderlyingSecurityAltIDBody'''''' = + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource LT.new + + gNoUnderlyingStips'''''' = FIXTag + { tName = "NoUnderlyingStips" + , tnum = tnum tNoUnderlyingStips + , tparser = gNoUnderlyingStipsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoUnderlyingStipsSpec'''''' } + + gNoUnderlyingStipsP'''''' = groupP gNoUnderlyingStipsSpec'''''' + gNoUnderlyingStipsSpec'''''' = FGSpec + { gsLength = tNoUnderlyingStips + , gsSeperator = tUnderlyingStipType + , gsBody = gNoUnderlyingStipsBody'''''' } + where + gNoUnderlyingStipsBody'''''' = + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue LT.new + + + + +mConfirmationRequest :: FIXMessageSpec +mConfirmationRequest = FMSpec + { msName = "ConfirmationRequest" + , msType = C.pack "BH" + , msHeader = headerFIX44 + , msBody = mConfirmationRequestBody + , msTrailer = trailerFIX44 } + where + mConfirmationRequestBody = + LT.insert (tnum tConfirmReqID) tConfirmReqID $ + LT.insert (tnum tConfirmType) tConfirmType $ + LT.insert (tnum tNoOrders) gNoOrders''' $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tAllocAccountType) tAllocAccountType $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText LT.new + where + gNoOrders''' = FIXTag + { tName = "NoOrders" + , tnum = tnum tNoOrders + , tparser = gNoOrdersP''' + , arbitraryValue = arbibtraryFIXGroup gNoOrdersSpec''' } + + gNoOrdersP''' = groupP gNoOrdersSpec''' + gNoOrdersSpec''' = FGSpec + { gsLength = tNoOrders + , gsSeperator = tClOrdID + , gsBody = gNoOrdersBody''' } + where + gNoOrdersBody''' = + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tNoNested2PartyIDs) gNoNested2PartyIDs'''''' $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrderAvgPx) tOrderAvgPx $ + LT.insert (tnum tOrderBookingQty) tOrderBookingQty LT.new + where + gNoNested2PartyIDs'''''' = FIXTag + { tName = "NoNested2PartyIDs" + , tnum = tnum tNoNested2PartyIDs + , tparser = gNoNested2PartyIDsP'''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartyIDsSpec'''''' } + + gNoNested2PartyIDsP'''''' = groupP gNoNested2PartyIDsSpec'''''' + gNoNested2PartyIDsSpec'''''' = FGSpec + { gsLength = tNoNested2PartyIDs + , gsSeperator = tNested2PartyID + , gsBody = gNoNested2PartyIDsBody'''''' } + where + gNoNested2PartyIDsBody'''''' = + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNoNested2PartySubIDs) gNoNested2PartySubIDs''''''''' LT.new + where + gNoNested2PartySubIDs''''''''' = FIXTag + { tName = "NoNested2PartySubIDs" + , tnum = tnum tNoNested2PartySubIDs + , tparser = gNoNested2PartySubIDsP''''''''' + , arbitraryValue = arbibtraryFIXGroup gNoNested2PartySubIDsSpec''''''''' } + + gNoNested2PartySubIDsP''''''''' = groupP gNoNested2PartySubIDsSpec''''''''' + gNoNested2PartySubIDsSpec''''''''' = FGSpec + { gsLength = tNoNested2PartySubIDs + , gsSeperator = tNested2PartySubID + , gsBody = gNoNested2PartySubIDsBody''''''''' } + where + gNoNested2PartySubIDsBody''''''''' = + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType LT.new + + + + + +fix44 :: FIXSpec +fix44 = FSpec + { fsVersion = "FIX.4.4" + , fsHeader = headerFIX44 + , fsTrailer = trailerFIX44 + , fsMessages = fix44Messages + , fsTags = fix44Tags } + where + fix44Messages = + LT.insert (msType mHeartbeat) mHeartbeat $ + LT.insert (msType mTestRequest) mTestRequest $ + LT.insert (msType mResendRequest) mResendRequest $ + LT.insert (msType mReject) mReject $ + LT.insert (msType mSequenceReset) mSequenceReset $ + LT.insert (msType mLogout) mLogout $ + LT.insert (msType mIOI) mIOI $ + LT.insert (msType mAdvertisement) mAdvertisement $ + LT.insert (msType mExecutionReport) mExecutionReport $ + LT.insert (msType mOrderCancelReject) mOrderCancelReject $ + LT.insert (msType mLogon) mLogon $ + LT.insert (msType mNews) mNews $ + LT.insert (msType mEmail) mEmail $ + LT.insert (msType mNewOrderSingle) mNewOrderSingle $ + LT.insert (msType mNewOrderList) mNewOrderList $ + LT.insert (msType mOrderCancelRequest) mOrderCancelRequest $ + LT.insert (msType mOrderCancelReplaceRequest) mOrderCancelReplaceRequest $ + LT.insert (msType mOrderStatusRequest) mOrderStatusRequest $ + LT.insert (msType mAllocationInstruction) mAllocationInstruction $ + LT.insert (msType mListCancelRequest) mListCancelRequest $ + LT.insert (msType mListExecute) mListExecute $ + LT.insert (msType mListStatusRequest) mListStatusRequest $ + LT.insert (msType mListStatus) mListStatus $ + LT.insert (msType mAllocationInstructionAck) mAllocationInstructionAck $ + LT.insert (msType mDontKnowTrade) mDontKnowTrade $ + LT.insert (msType mQuoteRequest) mQuoteRequest $ + LT.insert (msType mQuote) mQuote $ + LT.insert (msType mSettlementInstructions) mSettlementInstructions $ + LT.insert (msType mMarketDataRequest) mMarketDataRequest $ + LT.insert (msType mMarketDataSnapshotFullRefresh) mMarketDataSnapshotFullRefresh $ + LT.insert (msType mMarketDataIncrementalRefresh) mMarketDataIncrementalRefresh $ + LT.insert (msType mMarketDataRequestReject) mMarketDataRequestReject $ + LT.insert (msType mQuoteCancel) mQuoteCancel $ + LT.insert (msType mQuoteStatusRequest) mQuoteStatusRequest $ + LT.insert (msType mMassQuoteAcknowledgement) mMassQuoteAcknowledgement $ + LT.insert (msType mSecurityDefinitionRequest) mSecurityDefinitionRequest $ + LT.insert (msType mSecurityDefinition) mSecurityDefinition $ + LT.insert (msType mSecurityStatusRequest) mSecurityStatusRequest $ + LT.insert (msType mSecurityStatus) mSecurityStatus $ + LT.insert (msType mTradingSessionStatusRequest) mTradingSessionStatusRequest $ + LT.insert (msType mTradingSessionStatus) mTradingSessionStatus $ + LT.insert (msType mMassQuote) mMassQuote $ + LT.insert (msType mBusinessMessageReject) mBusinessMessageReject $ + LT.insert (msType mBidRequest) mBidRequest $ + LT.insert (msType mBidResponse) mBidResponse $ + LT.insert (msType mListStrikePrice) mListStrikePrice $ + LT.insert (msType mRegistrationInstructions) mRegistrationInstructions $ + LT.insert (msType mRegistrationInstructionsResponse) mRegistrationInstructionsResponse $ + LT.insert (msType mOrderMassCancelRequest) mOrderMassCancelRequest $ + LT.insert (msType mOrderMassCancelReport) mOrderMassCancelReport $ + LT.insert (msType mNewOrderCross) mNewOrderCross $ + LT.insert (msType mCrossOrderCancelReplaceRequest) mCrossOrderCancelReplaceRequest $ + LT.insert (msType mCrossOrderCancelRequest) mCrossOrderCancelRequest $ + LT.insert (msType mSecurityTypeRequest) mSecurityTypeRequest $ + LT.insert (msType mSecurityTypes) mSecurityTypes $ + LT.insert (msType mSecurityListRequest) mSecurityListRequest $ + LT.insert (msType mSecurityList) mSecurityList $ + LT.insert (msType mDerivativeSecurityListRequest) mDerivativeSecurityListRequest $ + LT.insert (msType mDerivativeSecurityList) mDerivativeSecurityList $ + LT.insert (msType mNewOrderMultileg) mNewOrderMultileg $ + LT.insert (msType mMultilegOrderCancelReplace) mMultilegOrderCancelReplace $ + LT.insert (msType mTradeCaptureReportRequest) mTradeCaptureReportRequest $ + LT.insert (msType mTradeCaptureReport) mTradeCaptureReport $ + LT.insert (msType mOrderMassStatusRequest) mOrderMassStatusRequest $ + LT.insert (msType mQuoteRequestReject) mQuoteRequestReject $ + LT.insert (msType mRFQRequest) mRFQRequest $ + LT.insert (msType mQuoteStatusReport) mQuoteStatusReport $ + LT.insert (msType mQuoteResponse) mQuoteResponse $ + LT.insert (msType mConfirmation) mConfirmation $ + LT.insert (msType mPositionMaintenanceRequest) mPositionMaintenanceRequest $ + LT.insert (msType mPositionMaintenanceReport) mPositionMaintenanceReport $ + LT.insert (msType mRequestForPositions) mRequestForPositions $ + LT.insert (msType mRequestForPositionsAck) mRequestForPositionsAck $ + LT.insert (msType mPositionReport) mPositionReport $ + LT.insert (msType mTradeCaptureReportRequestAck) mTradeCaptureReportRequestAck $ + LT.insert (msType mTradeCaptureReportAck) mTradeCaptureReportAck $ + LT.insert (msType mAllocationReport) mAllocationReport $ + LT.insert (msType mAllocationReportAck) mAllocationReportAck $ + LT.insert (msType mConfirmationAck) mConfirmationAck $ + LT.insert (msType mSettlementInstructionRequest) mSettlementInstructionRequest $ + LT.insert (msType mAssignmentReport) mAssignmentReport $ + LT.insert (msType mCollateralRequest) mCollateralRequest $ + LT.insert (msType mCollateralAssignment) mCollateralAssignment $ + LT.insert (msType mCollateralResponse) mCollateralResponse $ + LT.insert (msType mCollateralReport) mCollateralReport $ + LT.insert (msType mCollateralInquiry) mCollateralInquiry $ + LT.insert (msType mNetworkCounterpartySystemStatusRequest) mNetworkCounterpartySystemStatusRequest $ + LT.insert (msType mNetworkCounterpartySystemStatusResponse) mNetworkCounterpartySystemStatusResponse $ + LT.insert (msType mUserRequest) mUserRequest $ + LT.insert (msType mUserResponse) mUserResponse $ + LT.insert (msType mCollateralInquiryAck) mCollateralInquiryAck $ + LT.insert (msType mConfirmationRequest) mConfirmationRequest LT.new + fix44Tags = + LT.insert (tnum tAccount) tAccount $ + LT.insert (tnum tAdvId) tAdvId $ + LT.insert (tnum tAdvRefID) tAdvRefID $ + LT.insert (tnum tAdvSide) tAdvSide $ + LT.insert (tnum tAdvTransType) tAdvTransType $ + LT.insert (tnum tAvgPx) tAvgPx $ + LT.insert (tnum tBeginSeqNo) tBeginSeqNo $ + LT.insert (tnum tBeginString) tBeginString $ + LT.insert (tnum tBodyLength) tBodyLength $ + LT.insert (tnum tCheckSum) tCheckSum $ + LT.insert (tnum tClOrdID) tClOrdID $ + LT.insert (tnum tCommission) tCommission $ + LT.insert (tnum tCommType) tCommType $ + LT.insert (tnum tCumQty) tCumQty $ + LT.insert (tnum tCurrency) tCurrency $ + LT.insert (tnum tEndSeqNo) tEndSeqNo $ + LT.insert (tnum tExecID) tExecID $ + LT.insert (tnum tExecInst) tExecInst $ + LT.insert (tnum tExecRefID) tExecRefID $ + LT.insert (tnum tExecTransType) tExecTransType $ + LT.insert (tnum tHandlInst) tHandlInst $ + LT.insert (tnum tSecurityIDSource) tSecurityIDSource $ + LT.insert (tnum tIOIID) tIOIID $ + LT.insert (tnum tIOIOthSvc) tIOIOthSvc $ + LT.insert (tnum tIOIQltyInd) tIOIQltyInd $ + LT.insert (tnum tIOIRefID) tIOIRefID $ + LT.insert (tnum tIOIQty) tIOIQty $ + LT.insert (tnum tIOITransType) tIOITransType $ + LT.insert (tnum tLastCapacity) tLastCapacity $ + LT.insert (tnum tLastMkt) tLastMkt $ + LT.insert (tnum tLastPx) tLastPx $ + LT.insert (tnum tLastQty) tLastQty $ + LT.insert (tnum tNoLinesOfText) tNoLinesOfText $ + LT.insert (tnum tMsgSeqNum) tMsgSeqNum $ + LT.insert (tnum tMsgType) tMsgType $ + LT.insert (tnum tNewSeqNo) tNewSeqNo $ + LT.insert (tnum tOrderID) tOrderID $ + LT.insert (tnum tOrderQty) tOrderQty $ + LT.insert (tnum tOrdStatus) tOrdStatus $ + LT.insert (tnum tOrdType) tOrdType $ + LT.insert (tnum tOrigClOrdID) tOrigClOrdID $ + LT.insert (tnum tOrigTime) tOrigTime $ + LT.insert (tnum tPossDupFlag) tPossDupFlag $ + LT.insert (tnum tPrice) tPrice $ + LT.insert (tnum tRefSeqNum) tRefSeqNum $ + LT.insert (tnum tRelatdSym) tRelatdSym $ + LT.insert (tnum tRule80A) tRule80A $ + LT.insert (tnum tSecurityID) tSecurityID $ + LT.insert (tnum tSenderCompID) tSenderCompID $ + LT.insert (tnum tSenderSubID) tSenderSubID $ + LT.insert (tnum tSendingDate) tSendingDate $ + LT.insert (tnum tSendingTime) tSendingTime $ + LT.insert (tnum tQuantity) tQuantity $ + LT.insert (tnum tSide) tSide $ + LT.insert (tnum tSymbol) tSymbol $ + LT.insert (tnum tTargetCompID) tTargetCompID $ + LT.insert (tnum tTargetSubID) tTargetSubID $ + LT.insert (tnum tText) tText $ + LT.insert (tnum tTimeInForce) tTimeInForce $ + LT.insert (tnum tTransactTime) tTransactTime $ + LT.insert (tnum tUrgency) tUrgency $ + LT.insert (tnum tValidUntilTime) tValidUntilTime $ + LT.insert (tnum tSettlType) tSettlType $ + LT.insert (tnum tSettlDate) tSettlDate $ + LT.insert (tnum tSymbolSfx) tSymbolSfx $ + LT.insert (tnum tListID) tListID $ + LT.insert (tnum tListSeqNo) tListSeqNo $ + LT.insert (tnum tTotNoOrders) tTotNoOrders $ + LT.insert (tnum tListExecInst) tListExecInst $ + LT.insert (tnum tAllocID) tAllocID $ + LT.insert (tnum tAllocTransType) tAllocTransType $ + LT.insert (tnum tRefAllocID) tRefAllocID $ + LT.insert (tnum tNoOrders) tNoOrders $ + LT.insert (tnum tAvgPxPrecision) tAvgPxPrecision $ + LT.insert (tnum tTradeDate) tTradeDate $ + LT.insert (tnum tExecBroker) tExecBroker $ + LT.insert (tnum tPositionEffect) tPositionEffect $ + LT.insert (tnum tNoAllocs) tNoAllocs $ + LT.insert (tnum tAllocAccount) tAllocAccount $ + LT.insert (tnum tAllocQty) tAllocQty $ + LT.insert (tnum tProcessCode) tProcessCode $ + LT.insert (tnum tNoRpts) tNoRpts $ + LT.insert (tnum tRptSeq) tRptSeq $ + LT.insert (tnum tCxlQty) tCxlQty $ + LT.insert (tnum tNoDlvyInst) tNoDlvyInst $ + LT.insert (tnum tDlvyInst) tDlvyInst $ + LT.insert (tnum tAllocStatus) tAllocStatus $ + LT.insert (tnum tAllocRejCode) tAllocRejCode $ + LT.insert (tnum tSignature) tSignature $ + LT.insert (tnum tSecureDataLen) tSecureDataLen $ + LT.insert (tnum tSecureData) tSecureData $ + LT.insert (tnum tBrokerOfCredit) tBrokerOfCredit $ + LT.insert (tnum tSignatureLength) tSignatureLength $ + LT.insert (tnum tEmailType) tEmailType $ + LT.insert (tnum tRawDataLength) tRawDataLength $ + LT.insert (tnum tRawData) tRawData $ + LT.insert (tnum tPossResend) tPossResend $ + LT.insert (tnum tEncryptMethod) tEncryptMethod $ + LT.insert (tnum tStopPx) tStopPx $ + LT.insert (tnum tExDestination) tExDestination $ + LT.insert (tnum tCxlRejReason) tCxlRejReason $ + LT.insert (tnum tOrdRejReason) tOrdRejReason $ + LT.insert (tnum tIOIQualifier) tIOIQualifier $ + LT.insert (tnum tWaveNo) tWaveNo $ + LT.insert (tnum tIssuer) tIssuer $ + LT.insert (tnum tSecurityDesc) tSecurityDesc $ + LT.insert (tnum tHeartBtInt) tHeartBtInt $ + LT.insert (tnum tClientID) tClientID $ + LT.insert (tnum tMinQty) tMinQty $ + LT.insert (tnum tMaxFloor) tMaxFloor $ + LT.insert (tnum tTestReqID) tTestReqID $ + LT.insert (tnum tReportToExch) tReportToExch $ + LT.insert (tnum tLocateReqd) tLocateReqd $ + LT.insert (tnum tOnBehalfOfCompID) tOnBehalfOfCompID $ + LT.insert (tnum tOnBehalfOfSubID) tOnBehalfOfSubID $ + LT.insert (tnum tQuoteID) tQuoteID $ + LT.insert (tnum tNetMoney) tNetMoney $ + LT.insert (tnum tSettlCurrAmt) tSettlCurrAmt $ + LT.insert (tnum tSettlCurrency) tSettlCurrency $ + LT.insert (tnum tForexReq) tForexReq $ + LT.insert (tnum tOrigSendingTime) tOrigSendingTime $ + LT.insert (tnum tGapFillFlag) tGapFillFlag $ + LT.insert (tnum tNoExecs) tNoExecs $ + LT.insert (tnum tCxlType) tCxlType $ + LT.insert (tnum tExpireTime) tExpireTime $ + LT.insert (tnum tDKReason) tDKReason $ + LT.insert (tnum tDeliverToCompID) tDeliverToCompID $ + LT.insert (tnum tDeliverToSubID) tDeliverToSubID $ + LT.insert (tnum tIOINaturalFlag) tIOINaturalFlag $ + LT.insert (tnum tQuoteReqID) tQuoteReqID $ + LT.insert (tnum tBidPx) tBidPx $ + LT.insert (tnum tOfferPx) tOfferPx $ + LT.insert (tnum tBidSize) tBidSize $ + LT.insert (tnum tOfferSize) tOfferSize $ + LT.insert (tnum tNoMiscFees) tNoMiscFees $ + LT.insert (tnum tMiscFeeAmt) tMiscFeeAmt $ + LT.insert (tnum tMiscFeeCurr) tMiscFeeCurr $ + LT.insert (tnum tMiscFeeType) tMiscFeeType $ + LT.insert (tnum tPrevClosePx) tPrevClosePx $ + LT.insert (tnum tResetSeqNumFlag) tResetSeqNumFlag $ + LT.insert (tnum tSenderLocationID) tSenderLocationID $ + LT.insert (tnum tTargetLocationID) tTargetLocationID $ + LT.insert (tnum tOnBehalfOfLocationID) tOnBehalfOfLocationID $ + LT.insert (tnum tDeliverToLocationID) tDeliverToLocationID $ + LT.insert (tnum tNoRelatedSym) tNoRelatedSym $ + LT.insert (tnum tSubject) tSubject $ + LT.insert (tnum tHeadline) tHeadline $ + LT.insert (tnum tURLLink) tURLLink $ + LT.insert (tnum tExecType) tExecType $ + LT.insert (tnum tLeavesQty) tLeavesQty $ + LT.insert (tnum tCashOrderQty) tCashOrderQty $ + LT.insert (tnum tAllocAvgPx) tAllocAvgPx $ + LT.insert (tnum tAllocNetMoney) tAllocNetMoney $ + LT.insert (tnum tSettlCurrFxRate) tSettlCurrFxRate $ + LT.insert (tnum tSettlCurrFxRateCalc) tSettlCurrFxRateCalc $ + LT.insert (tnum tNumDaysInterest) tNumDaysInterest $ + LT.insert (tnum tAccruedInterestRate) tAccruedInterestRate $ + LT.insert (tnum tAccruedInterestAmt) tAccruedInterestAmt $ + LT.insert (tnum tSettlInstMode) tSettlInstMode $ + LT.insert (tnum tAllocText) tAllocText $ + LT.insert (tnum tSettlInstID) tSettlInstID $ + LT.insert (tnum tSettlInstTransType) tSettlInstTransType $ + LT.insert (tnum tEmailThreadID) tEmailThreadID $ + LT.insert (tnum tSettlInstSource) tSettlInstSource $ + LT.insert (tnum tSettlLocation) tSettlLocation $ + LT.insert (tnum tSecurityType) tSecurityType $ + LT.insert (tnum tEffectiveTime) tEffectiveTime $ + LT.insert (tnum tStandInstDbType) tStandInstDbType $ + LT.insert (tnum tStandInstDbName) tStandInstDbName $ + LT.insert (tnum tStandInstDbID) tStandInstDbID $ + LT.insert (tnum tSettlDeliveryType) tSettlDeliveryType $ + LT.insert (tnum tSettlDepositoryCode) tSettlDepositoryCode $ + LT.insert (tnum tSettlBrkrCode) tSettlBrkrCode $ + LT.insert (tnum tSettlInstCode) tSettlInstCode $ + LT.insert (tnum tSecuritySettlAgentName) tSecuritySettlAgentName $ + LT.insert (tnum tSecuritySettlAgentCode) tSecuritySettlAgentCode $ + LT.insert (tnum tSecuritySettlAgentAcctNum) tSecuritySettlAgentAcctNum $ + LT.insert (tnum tSecuritySettlAgentAcctName) tSecuritySettlAgentAcctName $ + LT.insert (tnum tSecuritySettlAgentContactName) tSecuritySettlAgentContactName $ + LT.insert (tnum tSecuritySettlAgentContactPhone) tSecuritySettlAgentContactPhone $ + LT.insert (tnum tCashSettlAgentName) tCashSettlAgentName $ + LT.insert (tnum tCashSettlAgentCode) tCashSettlAgentCode $ + LT.insert (tnum tCashSettlAgentAcctNum) tCashSettlAgentAcctNum $ + LT.insert (tnum tCashSettlAgentAcctName) tCashSettlAgentAcctName $ + LT.insert (tnum tCashSettlAgentContactName) tCashSettlAgentContactName $ + LT.insert (tnum tCashSettlAgentContactPhone) tCashSettlAgentContactPhone $ + LT.insert (tnum tBidSpotRate) tBidSpotRate $ + LT.insert (tnum tBidForwardPoints) tBidForwardPoints $ + LT.insert (tnum tOfferSpotRate) tOfferSpotRate $ + LT.insert (tnum tOfferForwardPoints) tOfferForwardPoints $ + LT.insert (tnum tOrderQty2) tOrderQty2 $ + LT.insert (tnum tSettlDate2) tSettlDate2 $ + LT.insert (tnum tLastSpotRate) tLastSpotRate $ + LT.insert (tnum tLastForwardPoints) tLastForwardPoints $ + LT.insert (tnum tAllocLinkID) tAllocLinkID $ + LT.insert (tnum tAllocLinkType) tAllocLinkType $ + LT.insert (tnum tSecondaryOrderID) tSecondaryOrderID $ + LT.insert (tnum tNoIOIQualifiers) tNoIOIQualifiers $ + LT.insert (tnum tMaturityMonthYear) tMaturityMonthYear $ + LT.insert (tnum tPutOrCall) tPutOrCall $ + LT.insert (tnum tStrikePrice) tStrikePrice $ + LT.insert (tnum tCoveredOrUncovered) tCoveredOrUncovered $ + LT.insert (tnum tCustomerOrFirm) tCustomerOrFirm $ + LT.insert (tnum tMaturityDay) tMaturityDay $ + LT.insert (tnum tOptAttribute) tOptAttribute $ + LT.insert (tnum tSecurityExchange) tSecurityExchange $ + LT.insert (tnum tNotifyBrokerOfCredit) tNotifyBrokerOfCredit $ + LT.insert (tnum tAllocHandlInst) tAllocHandlInst $ + LT.insert (tnum tMaxShow) tMaxShow $ + LT.insert (tnum tPegOffsetValue) tPegOffsetValue $ + LT.insert (tnum tXmlDataLen) tXmlDataLen $ + LT.insert (tnum tXmlData) tXmlData $ + LT.insert (tnum tSettlInstRefID) tSettlInstRefID $ + LT.insert (tnum tNoRoutingIDs) tNoRoutingIDs $ + LT.insert (tnum tRoutingType) tRoutingType $ + LT.insert (tnum tRoutingID) tRoutingID $ + LT.insert (tnum tSpread) tSpread $ + LT.insert (tnum tBenchmark) tBenchmark $ + LT.insert (tnum tBenchmarkCurveCurrency) tBenchmarkCurveCurrency $ + LT.insert (tnum tBenchmarkCurveName) tBenchmarkCurveName $ + LT.insert (tnum tBenchmarkCurvePoint) tBenchmarkCurvePoint $ + LT.insert (tnum tCouponRate) tCouponRate $ + LT.insert (tnum tCouponPaymentDate) tCouponPaymentDate $ + LT.insert (tnum tIssueDate) tIssueDate $ + LT.insert (tnum tRepurchaseTerm) tRepurchaseTerm $ + LT.insert (tnum tRepurchaseRate) tRepurchaseRate $ + LT.insert (tnum tFactor) tFactor $ + LT.insert (tnum tTradeOriginationDate) tTradeOriginationDate $ + LT.insert (tnum tExDate) tExDate $ + LT.insert (tnum tContractMultiplier) tContractMultiplier $ + LT.insert (tnum tNoStipulations) tNoStipulations $ + LT.insert (tnum tStipulationType) tStipulationType $ + LT.insert (tnum tStipulationValue) tStipulationValue $ + LT.insert (tnum tYieldType) tYieldType $ + LT.insert (tnum tYield) tYield $ + LT.insert (tnum tTotalTakedown) tTotalTakedown $ + LT.insert (tnum tConcession) tConcession $ + LT.insert (tnum tRepoCollateralSecurityType) tRepoCollateralSecurityType $ + LT.insert (tnum tRedemptionDate) tRedemptionDate $ + LT.insert (tnum tUnderlyingCouponPaymentDate) tUnderlyingCouponPaymentDate $ + LT.insert (tnum tUnderlyingIssueDate) tUnderlyingIssueDate $ + LT.insert (tnum tUnderlyingRepoCollateralSecurityType) tUnderlyingRepoCollateralSecurityType $ + LT.insert (tnum tUnderlyingRepurchaseTerm) tUnderlyingRepurchaseTerm $ + LT.insert (tnum tUnderlyingRepurchaseRate) tUnderlyingRepurchaseRate $ + LT.insert (tnum tUnderlyingFactor) tUnderlyingFactor $ + LT.insert (tnum tUnderlyingRedemptionDate) tUnderlyingRedemptionDate $ + LT.insert (tnum tLegCouponPaymentDate) tLegCouponPaymentDate $ + LT.insert (tnum tLegIssueDate) tLegIssueDate $ + LT.insert (tnum tLegRepoCollateralSecurityType) tLegRepoCollateralSecurityType $ + LT.insert (tnum tLegRepurchaseTerm) tLegRepurchaseTerm $ + LT.insert (tnum tLegRepurchaseRate) tLegRepurchaseRate $ + LT.insert (tnum tLegFactor) tLegFactor $ + LT.insert (tnum tLegRedemptionDate) tLegRedemptionDate $ + LT.insert (tnum tCreditRating) tCreditRating $ + LT.insert (tnum tUnderlyingCreditRating) tUnderlyingCreditRating $ + LT.insert (tnum tLegCreditRating) tLegCreditRating $ + LT.insert (tnum tTradedFlatSwitch) tTradedFlatSwitch $ + LT.insert (tnum tBasisFeatureDate) tBasisFeatureDate $ + LT.insert (tnum tBasisFeaturePrice) tBasisFeaturePrice $ + LT.insert (tnum tMDReqID) tMDReqID $ + LT.insert (tnum tSubscriptionRequestType) tSubscriptionRequestType $ + LT.insert (tnum tMarketDepth) tMarketDepth $ + LT.insert (tnum tMDUpdateType) tMDUpdateType $ + LT.insert (tnum tAggregatedBook) tAggregatedBook $ + LT.insert (tnum tNoMDEntryTypes) tNoMDEntryTypes $ + LT.insert (tnum tNoMDEntries) tNoMDEntries $ + LT.insert (tnum tMDEntryType) tMDEntryType $ + LT.insert (tnum tMDEntryPx) tMDEntryPx $ + LT.insert (tnum tMDEntrySize) tMDEntrySize $ + LT.insert (tnum tMDEntryDate) tMDEntryDate $ + LT.insert (tnum tMDEntryTime) tMDEntryTime $ + LT.insert (tnum tTickDirection) tTickDirection $ + LT.insert (tnum tMDMkt) tMDMkt $ + LT.insert (tnum tQuoteCondition) tQuoteCondition $ + LT.insert (tnum tTradeCondition) tTradeCondition $ + LT.insert (tnum tMDEntryID) tMDEntryID $ + LT.insert (tnum tMDUpdateAction) tMDUpdateAction $ + LT.insert (tnum tMDEntryRefID) tMDEntryRefID $ + LT.insert (tnum tMDReqRejReason) tMDReqRejReason $ + LT.insert (tnum tMDEntryOriginator) tMDEntryOriginator $ + LT.insert (tnum tLocationID) tLocationID $ + LT.insert (tnum tDeskID) tDeskID $ + LT.insert (tnum tDeleteReason) tDeleteReason $ + LT.insert (tnum tOpenCloseSettlFlag) tOpenCloseSettlFlag $ + LT.insert (tnum tSellerDays) tSellerDays $ + LT.insert (tnum tMDEntryBuyer) tMDEntryBuyer $ + LT.insert (tnum tMDEntrySeller) tMDEntrySeller $ + LT.insert (tnum tMDEntryPositionNo) tMDEntryPositionNo $ + LT.insert (tnum tFinancialStatus) tFinancialStatus $ + LT.insert (tnum tCorporateAction) tCorporateAction $ + LT.insert (tnum tDefBidSize) tDefBidSize $ + LT.insert (tnum tDefOfferSize) tDefOfferSize $ + LT.insert (tnum tNoQuoteEntries) tNoQuoteEntries $ + LT.insert (tnum tNoQuoteSets) tNoQuoteSets $ + LT.insert (tnum tQuoteStatus) tQuoteStatus $ + LT.insert (tnum tQuoteCancelType) tQuoteCancelType $ + LT.insert (tnum tQuoteEntryID) tQuoteEntryID $ + LT.insert (tnum tQuoteRejectReason) tQuoteRejectReason $ + LT.insert (tnum tQuoteResponseLevel) tQuoteResponseLevel $ + LT.insert (tnum tQuoteSetID) tQuoteSetID $ + LT.insert (tnum tQuoteRequestType) tQuoteRequestType $ + LT.insert (tnum tTotNoQuoteEntries) tTotNoQuoteEntries $ + LT.insert (tnum tUnderlyingSecurityIDSource) tUnderlyingSecurityIDSource $ + LT.insert (tnum tUnderlyingIssuer) tUnderlyingIssuer $ + LT.insert (tnum tUnderlyingSecurityDesc) tUnderlyingSecurityDesc $ + LT.insert (tnum tUnderlyingSecurityExchange) tUnderlyingSecurityExchange $ + LT.insert (tnum tUnderlyingSecurityID) tUnderlyingSecurityID $ + LT.insert (tnum tUnderlyingSecurityType) tUnderlyingSecurityType $ + LT.insert (tnum tUnderlyingSymbol) tUnderlyingSymbol $ + LT.insert (tnum tUnderlyingSymbolSfx) tUnderlyingSymbolSfx $ + LT.insert (tnum tUnderlyingMaturityMonthYear) tUnderlyingMaturityMonthYear $ + LT.insert (tnum tUnderlyingMaturityDay) tUnderlyingMaturityDay $ + LT.insert (tnum tUnderlyingPutOrCall) tUnderlyingPutOrCall $ + LT.insert (tnum tUnderlyingStrikePrice) tUnderlyingStrikePrice $ + LT.insert (tnum tUnderlyingOptAttribute) tUnderlyingOptAttribute $ + LT.insert (tnum tUnderlyingCurrency) tUnderlyingCurrency $ + LT.insert (tnum tRatioQty) tRatioQty $ + LT.insert (tnum tSecurityReqID) tSecurityReqID $ + LT.insert (tnum tSecurityRequestType) tSecurityRequestType $ + LT.insert (tnum tSecurityResponseID) tSecurityResponseID $ + LT.insert (tnum tSecurityResponseType) tSecurityResponseType $ + LT.insert (tnum tSecurityStatusReqID) tSecurityStatusReqID $ + LT.insert (tnum tUnsolicitedIndicator) tUnsolicitedIndicator $ + LT.insert (tnum tSecurityTradingStatus) tSecurityTradingStatus $ + LT.insert (tnum tHaltReasonChar) tHaltReasonChar $ + LT.insert (tnum tInViewOfCommon) tInViewOfCommon $ + LT.insert (tnum tDueToRelated) tDueToRelated $ + LT.insert (tnum tBuyVolume) tBuyVolume $ + LT.insert (tnum tSellVolume) tSellVolume $ + LT.insert (tnum tHighPx) tHighPx $ + LT.insert (tnum tLowPx) tLowPx $ + LT.insert (tnum tAdjustment) tAdjustment $ + LT.insert (tnum tTradSesReqID) tTradSesReqID $ + LT.insert (tnum tTradingSessionID) tTradingSessionID $ + LT.insert (tnum tContraTrader) tContraTrader $ + LT.insert (tnum tTradSesMethod) tTradSesMethod $ + LT.insert (tnum tTradSesMode) tTradSesMode $ + LT.insert (tnum tTradSesStatus) tTradSesStatus $ + LT.insert (tnum tTradSesStartTime) tTradSesStartTime $ + LT.insert (tnum tTradSesOpenTime) tTradSesOpenTime $ + LT.insert (tnum tTradSesPreCloseTime) tTradSesPreCloseTime $ + LT.insert (tnum tTradSesCloseTime) tTradSesCloseTime $ + LT.insert (tnum tTradSesEndTime) tTradSesEndTime $ + LT.insert (tnum tNumberOfOrders) tNumberOfOrders $ + LT.insert (tnum tMessageEncoding) tMessageEncoding $ + LT.insert (tnum tEncodedIssuerLen) tEncodedIssuerLen $ + LT.insert (tnum tEncodedIssuer) tEncodedIssuer $ + LT.insert (tnum tEncodedSecurityDescLen) tEncodedSecurityDescLen $ + LT.insert (tnum tEncodedSecurityDesc) tEncodedSecurityDesc $ + LT.insert (tnum tEncodedListExecInstLen) tEncodedListExecInstLen $ + LT.insert (tnum tEncodedListExecInst) tEncodedListExecInst $ + LT.insert (tnum tEncodedTextLen) tEncodedTextLen $ + LT.insert (tnum tEncodedText) tEncodedText $ + LT.insert (tnum tEncodedSubjectLen) tEncodedSubjectLen $ + LT.insert (tnum tEncodedSubject) tEncodedSubject $ + LT.insert (tnum tEncodedHeadlineLen) tEncodedHeadlineLen $ + LT.insert (tnum tEncodedHeadline) tEncodedHeadline $ + LT.insert (tnum tEncodedAllocTextLen) tEncodedAllocTextLen $ + LT.insert (tnum tEncodedAllocText) tEncodedAllocText $ + LT.insert (tnum tEncodedUnderlyingIssuerLen) tEncodedUnderlyingIssuerLen $ + LT.insert (tnum tEncodedUnderlyingIssuer) tEncodedUnderlyingIssuer $ + LT.insert (tnum tEncodedUnderlyingSecurityDescLen) tEncodedUnderlyingSecurityDescLen $ + LT.insert (tnum tEncodedUnderlyingSecurityDesc) tEncodedUnderlyingSecurityDesc $ + LT.insert (tnum tAllocPrice) tAllocPrice $ + LT.insert (tnum tQuoteSetValidUntilTime) tQuoteSetValidUntilTime $ + LT.insert (tnum tQuoteEntryRejectReason) tQuoteEntryRejectReason $ + LT.insert (tnum tLastMsgSeqNumProcessed) tLastMsgSeqNumProcessed $ + LT.insert (tnum tOnBehalfOfSendingTime) tOnBehalfOfSendingTime $ + LT.insert (tnum tRefTagID) tRefTagID $ + LT.insert (tnum tRefMsgType) tRefMsgType $ + LT.insert (tnum tSessionRejectReason) tSessionRejectReason $ + LT.insert (tnum tBidRequestTransType) tBidRequestTransType $ + LT.insert (tnum tContraBroker) tContraBroker $ + LT.insert (tnum tComplianceID) tComplianceID $ + LT.insert (tnum tSolicitedFlag) tSolicitedFlag $ + LT.insert (tnum tExecRestatementReason) tExecRestatementReason $ + LT.insert (tnum tBusinessRejectRefID) tBusinessRejectRefID $ + LT.insert (tnum tBusinessRejectReason) tBusinessRejectReason $ + LT.insert (tnum tGrossTradeAmt) tGrossTradeAmt $ + LT.insert (tnum tNoContraBrokers) tNoContraBrokers $ + LT.insert (tnum tMaxMessageSize) tMaxMessageSize $ + LT.insert (tnum tNoMsgTypes) tNoMsgTypes $ + LT.insert (tnum tMsgDirection) tMsgDirection $ + LT.insert (tnum tNoTradingSessions) tNoTradingSessions $ + LT.insert (tnum tTotalVolumeTraded) tTotalVolumeTraded $ + LT.insert (tnum tDiscretionInst) tDiscretionInst $ + LT.insert (tnum tDiscretionOffsetValue) tDiscretionOffsetValue $ + LT.insert (tnum tBidID) tBidID $ + LT.insert (tnum tClientBidID) tClientBidID $ + LT.insert (tnum tListName) tListName $ + LT.insert (tnum tTotNoRelatedSym) tTotNoRelatedSym $ + LT.insert (tnum tBidType) tBidType $ + LT.insert (tnum tNumTickets) tNumTickets $ + LT.insert (tnum tSideValue1) tSideValue1 $ + LT.insert (tnum tSideValue2) tSideValue2 $ + LT.insert (tnum tNoBidDescriptors) tNoBidDescriptors $ + LT.insert (tnum tBidDescriptorType) tBidDescriptorType $ + LT.insert (tnum tBidDescriptor) tBidDescriptor $ + LT.insert (tnum tSideValueInd) tSideValueInd $ + LT.insert (tnum tLiquidityPctLow) tLiquidityPctLow $ + LT.insert (tnum tLiquidityPctHigh) tLiquidityPctHigh $ + LT.insert (tnum tLiquidityValue) tLiquidityValue $ + LT.insert (tnum tEFPTrackingError) tEFPTrackingError $ + LT.insert (tnum tFairValue) tFairValue $ + LT.insert (tnum tOutsideIndexPct) tOutsideIndexPct $ + LT.insert (tnum tValueOfFutures) tValueOfFutures $ + LT.insert (tnum tLiquidityIndType) tLiquidityIndType $ + LT.insert (tnum tWtAverageLiquidity) tWtAverageLiquidity $ + LT.insert (tnum tExchangeForPhysical) tExchangeForPhysical $ + LT.insert (tnum tOutMainCntryUIndex) tOutMainCntryUIndex $ + LT.insert (tnum tCrossPercent) tCrossPercent $ + LT.insert (tnum tProgRptReqs) tProgRptReqs $ + LT.insert (tnum tProgPeriodInterval) tProgPeriodInterval $ + LT.insert (tnum tIncTaxInd) tIncTaxInd $ + LT.insert (tnum tNumBidders) tNumBidders $ + LT.insert (tnum tBidTradeType) tBidTradeType $ + LT.insert (tnum tBasisPxType) tBasisPxType $ + LT.insert (tnum tNoBidComponents) tNoBidComponents $ + LT.insert (tnum tCountry) tCountry $ + LT.insert (tnum tTotNoStrikes) tTotNoStrikes $ + LT.insert (tnum tPriceType) tPriceType $ + LT.insert (tnum tDayOrderQty) tDayOrderQty $ + LT.insert (tnum tDayCumQty) tDayCumQty $ + LT.insert (tnum tDayAvgPx) tDayAvgPx $ + LT.insert (tnum tGTBookingInst) tGTBookingInst $ + LT.insert (tnum tNoStrikes) tNoStrikes $ + LT.insert (tnum tListStatusType) tListStatusType $ + LT.insert (tnum tNetGrossInd) tNetGrossInd $ + LT.insert (tnum tListOrderStatus) tListOrderStatus $ + LT.insert (tnum tExpireDate) tExpireDate $ + LT.insert (tnum tListExecInstType) tListExecInstType $ + LT.insert (tnum tCxlRejResponseTo) tCxlRejResponseTo $ + LT.insert (tnum tUnderlyingCouponRate) tUnderlyingCouponRate $ + LT.insert (tnum tUnderlyingContractMultiplier) tUnderlyingContractMultiplier $ + LT.insert (tnum tContraTradeQty) tContraTradeQty $ + LT.insert (tnum tContraTradeTime) tContraTradeTime $ + LT.insert (tnum tClearingFirm) tClearingFirm $ + LT.insert (tnum tClearingAccount) tClearingAccount $ + LT.insert (tnum tLiquidityNumSecurities) tLiquidityNumSecurities $ + LT.insert (tnum tMultiLegReportingType) tMultiLegReportingType $ + LT.insert (tnum tStrikeTime) tStrikeTime $ + LT.insert (tnum tListStatusText) tListStatusText $ + LT.insert (tnum tEncodedListStatusTextLen) tEncodedListStatusTextLen $ + LT.insert (tnum tEncodedListStatusText) tEncodedListStatusText $ + LT.insert (tnum tPartyIDSource) tPartyIDSource $ + LT.insert (tnum tPartyID) tPartyID $ + LT.insert (tnum tTotalVolumeTradedDate) tTotalVolumeTradedDate $ + LT.insert (tnum tTotalVolumeTradedTime) tTotalVolumeTradedTime $ + LT.insert (tnum tNetChgPrevDay) tNetChgPrevDay $ + LT.insert (tnum tPartyRole) tPartyRole $ + LT.insert (tnum tNoPartyIDs) tNoPartyIDs $ + LT.insert (tnum tNoSecurityAltID) tNoSecurityAltID $ + LT.insert (tnum tSecurityAltID) tSecurityAltID $ + LT.insert (tnum tSecurityAltIDSource) tSecurityAltIDSource $ + LT.insert (tnum tNoUnderlyingSecurityAltID) tNoUnderlyingSecurityAltID $ + LT.insert (tnum tUnderlyingSecurityAltID) tUnderlyingSecurityAltID $ + LT.insert (tnum tUnderlyingSecurityAltIDSource) tUnderlyingSecurityAltIDSource $ + LT.insert (tnum tProduct) tProduct $ + LT.insert (tnum tCFICode) tCFICode $ + LT.insert (tnum tUnderlyingProduct) tUnderlyingProduct $ + LT.insert (tnum tUnderlyingCFICode) tUnderlyingCFICode $ + LT.insert (tnum tTestMessageIndicator) tTestMessageIndicator $ + LT.insert (tnum tQuantityType) tQuantityType $ + LT.insert (tnum tBookingRefID) tBookingRefID $ + LT.insert (tnum tIndividualAllocID) tIndividualAllocID $ + LT.insert (tnum tRoundingDirection) tRoundingDirection $ + LT.insert (tnum tRoundingModulus) tRoundingModulus $ + LT.insert (tnum tCountryOfIssue) tCountryOfIssue $ + LT.insert (tnum tStateOrProvinceOfIssue) tStateOrProvinceOfIssue $ + LT.insert (tnum tLocaleOfIssue) tLocaleOfIssue $ + LT.insert (tnum tNoRegistDtls) tNoRegistDtls $ + LT.insert (tnum tMailingDtls) tMailingDtls $ + LT.insert (tnum tInvestorCountryOfResidence) tInvestorCountryOfResidence $ + LT.insert (tnum tPaymentRef) tPaymentRef $ + LT.insert (tnum tDistribPaymentMethod) tDistribPaymentMethod $ + LT.insert (tnum tCashDistribCurr) tCashDistribCurr $ + LT.insert (tnum tCommCurrency) tCommCurrency $ + LT.insert (tnum tCancellationRights) tCancellationRights $ + LT.insert (tnum tMoneyLaunderingStatus) tMoneyLaunderingStatus $ + LT.insert (tnum tMailingInst) tMailingInst $ + LT.insert (tnum tTransBkdTime) tTransBkdTime $ + LT.insert (tnum tExecPriceType) tExecPriceType $ + LT.insert (tnum tExecPriceAdjustment) tExecPriceAdjustment $ + LT.insert (tnum tDateOfBirth) tDateOfBirth $ + LT.insert (tnum tTradeReportTransType) tTradeReportTransType $ + LT.insert (tnum tCardHolderName) tCardHolderName $ + LT.insert (tnum tCardNumber) tCardNumber $ + LT.insert (tnum tCardExpDate) tCardExpDate $ + LT.insert (tnum tCardIssNum) tCardIssNum $ + LT.insert (tnum tPaymentMethod) tPaymentMethod $ + LT.insert (tnum tRegistAcctType) tRegistAcctType $ + LT.insert (tnum tDesignation) tDesignation $ + LT.insert (tnum tTaxAdvantageType) tTaxAdvantageType $ + LT.insert (tnum tRegistRejReasonText) tRegistRejReasonText $ + LT.insert (tnum tFundRenewWaiv) tFundRenewWaiv $ + LT.insert (tnum tCashDistribAgentName) tCashDistribAgentName $ + LT.insert (tnum tCashDistribAgentCode) tCashDistribAgentCode $ + LT.insert (tnum tCashDistribAgentAcctNumber) tCashDistribAgentAcctNumber $ + LT.insert (tnum tCashDistribPayRef) tCashDistribPayRef $ + LT.insert (tnum tCashDistribAgentAcctName) tCashDistribAgentAcctName $ + LT.insert (tnum tCardStartDate) tCardStartDate $ + LT.insert (tnum tPaymentDate) tPaymentDate $ + LT.insert (tnum tPaymentRemitterID) tPaymentRemitterID $ + LT.insert (tnum tRegistStatus) tRegistStatus $ + LT.insert (tnum tRegistRejReasonCode) tRegistRejReasonCode $ + LT.insert (tnum tRegistRefID) tRegistRefID $ + LT.insert (tnum tRegistDtls) tRegistDtls $ + LT.insert (tnum tNoDistribInsts) tNoDistribInsts $ + LT.insert (tnum tRegistEmail) tRegistEmail $ + LT.insert (tnum tDistribPercentage) tDistribPercentage $ + LT.insert (tnum tRegistID) tRegistID $ + LT.insert (tnum tRegistTransType) tRegistTransType $ + LT.insert (tnum tExecValuationPoint) tExecValuationPoint $ + LT.insert (tnum tOrderPercent) tOrderPercent $ + LT.insert (tnum tOwnershipType) tOwnershipType $ + LT.insert (tnum tNoContAmts) tNoContAmts $ + LT.insert (tnum tContAmtType) tContAmtType $ + LT.insert (tnum tContAmtValue) tContAmtValue $ + LT.insert (tnum tContAmtCurr) tContAmtCurr $ + LT.insert (tnum tOwnerType) tOwnerType $ + LT.insert (tnum tPartySubID) tPartySubID $ + LT.insert (tnum tNestedPartyID) tNestedPartyID $ + LT.insert (tnum tNestedPartyIDSource) tNestedPartyIDSource $ + LT.insert (tnum tSecondaryClOrdID) tSecondaryClOrdID $ + LT.insert (tnum tSecondaryExecID) tSecondaryExecID $ + LT.insert (tnum tOrderCapacity) tOrderCapacity $ + LT.insert (tnum tOrderRestrictions) tOrderRestrictions $ + LT.insert (tnum tMassCancelRequestType) tMassCancelRequestType $ + LT.insert (tnum tMassCancelResponse) tMassCancelResponse $ + LT.insert (tnum tMassCancelRejectReason) tMassCancelRejectReason $ + LT.insert (tnum tTotalAffectedOrders) tTotalAffectedOrders $ + LT.insert (tnum tNoAffectedOrders) tNoAffectedOrders $ + LT.insert (tnum tAffectedOrderID) tAffectedOrderID $ + LT.insert (tnum tAffectedSecondaryOrderID) tAffectedSecondaryOrderID $ + LT.insert (tnum tQuoteType) tQuoteType $ + LT.insert (tnum tNestedPartyRole) tNestedPartyRole $ + LT.insert (tnum tNoNestedPartyIDs) tNoNestedPartyIDs $ + LT.insert (tnum tTotalAccruedInterestAmt) tTotalAccruedInterestAmt $ + LT.insert (tnum tMaturityDate) tMaturityDate $ + LT.insert (tnum tUnderlyingMaturityDate) tUnderlyingMaturityDate $ + LT.insert (tnum tInstrRegistry) tInstrRegistry $ + LT.insert (tnum tCashMargin) tCashMargin $ + LT.insert (tnum tNestedPartySubID) tNestedPartySubID $ + LT.insert (tnum tScope) tScope $ + LT.insert (tnum tMDImplicitDelete) tMDImplicitDelete $ + LT.insert (tnum tCrossID) tCrossID $ + LT.insert (tnum tCrossType) tCrossType $ + LT.insert (tnum tCrossPrioritization) tCrossPrioritization $ + LT.insert (tnum tOrigCrossID) tOrigCrossID $ + LT.insert (tnum tNoSides) tNoSides $ + LT.insert (tnum tUsername) tUsername $ + LT.insert (tnum tPassword) tPassword $ + LT.insert (tnum tNoLegs) tNoLegs $ + LT.insert (tnum tLegCurrency) tLegCurrency $ + LT.insert (tnum tTotNoSecurityTypes) tTotNoSecurityTypes $ + LT.insert (tnum tNoSecurityTypes) tNoSecurityTypes $ + LT.insert (tnum tSecurityListRequestType) tSecurityListRequestType $ + LT.insert (tnum tSecurityRequestResult) tSecurityRequestResult $ + LT.insert (tnum tRoundLot) tRoundLot $ + LT.insert (tnum tMinTradeVol) tMinTradeVol $ + LT.insert (tnum tMultiLegRptTypeReq) tMultiLegRptTypeReq $ + LT.insert (tnum tLegPositionEffect) tLegPositionEffect $ + LT.insert (tnum tLegCoveredOrUncovered) tLegCoveredOrUncovered $ + LT.insert (tnum tLegPrice) tLegPrice $ + LT.insert (tnum tTradSesStatusRejReason) tTradSesStatusRejReason $ + LT.insert (tnum tTradeRequestID) tTradeRequestID $ + LT.insert (tnum tTradeRequestType) tTradeRequestType $ + LT.insert (tnum tPreviouslyReported) tPreviouslyReported $ + LT.insert (tnum tTradeReportID) tTradeReportID $ + LT.insert (tnum tTradeReportRefID) tTradeReportRefID $ + LT.insert (tnum tMatchStatus) tMatchStatus $ + LT.insert (tnum tMatchType) tMatchType $ + LT.insert (tnum tOddLot) tOddLot $ + LT.insert (tnum tNoClearingInstructions) tNoClearingInstructions $ + LT.insert (tnum tClearingInstruction) tClearingInstruction $ + LT.insert (tnum tTradeInputSource) tTradeInputSource $ + LT.insert (tnum tTradeInputDevice) tTradeInputDevice $ + LT.insert (tnum tNoDates) tNoDates $ + LT.insert (tnum tAccountType) tAccountType $ + LT.insert (tnum tCustOrderCapacity) tCustOrderCapacity $ + LT.insert (tnum tClOrdLinkID) tClOrdLinkID $ + LT.insert (tnum tMassStatusReqID) tMassStatusReqID $ + LT.insert (tnum tMassStatusReqType) tMassStatusReqType $ + LT.insert (tnum tOrigOrdModTime) tOrigOrdModTime $ + LT.insert (tnum tLegSettlType) tLegSettlType $ + LT.insert (tnum tLegSettlDate) tLegSettlDate $ + LT.insert (tnum tDayBookingInst) tDayBookingInst $ + LT.insert (tnum tBookingUnit) tBookingUnit $ + LT.insert (tnum tPreallocMethod) tPreallocMethod $ + LT.insert (tnum tUnderlyingCountryOfIssue) tUnderlyingCountryOfIssue $ + LT.insert (tnum tUnderlyingStateOrProvinceOfIssue) tUnderlyingStateOrProvinceOfIssue $ + LT.insert (tnum tUnderlyingLocaleOfIssue) tUnderlyingLocaleOfIssue $ + LT.insert (tnum tUnderlyingInstrRegistry) tUnderlyingInstrRegistry $ + LT.insert (tnum tLegCountryOfIssue) tLegCountryOfIssue $ + LT.insert (tnum tLegStateOrProvinceOfIssue) tLegStateOrProvinceOfIssue $ + LT.insert (tnum tLegLocaleOfIssue) tLegLocaleOfIssue $ + LT.insert (tnum tLegInstrRegistry) tLegInstrRegistry $ + LT.insert (tnum tLegSymbol) tLegSymbol $ + LT.insert (tnum tLegSymbolSfx) tLegSymbolSfx $ + LT.insert (tnum tLegSecurityID) tLegSecurityID $ + LT.insert (tnum tLegSecurityIDSource) tLegSecurityIDSource $ + LT.insert (tnum tNoLegSecurityAltID) tNoLegSecurityAltID $ + LT.insert (tnum tLegSecurityAltID) tLegSecurityAltID $ + LT.insert (tnum tLegSecurityAltIDSource) tLegSecurityAltIDSource $ + LT.insert (tnum tLegProduct) tLegProduct $ + LT.insert (tnum tLegCFICode) tLegCFICode $ + LT.insert (tnum tLegSecurityType) tLegSecurityType $ + LT.insert (tnum tLegMaturityMonthYear) tLegMaturityMonthYear $ + LT.insert (tnum tLegMaturityDate) tLegMaturityDate $ + LT.insert (tnum tLegStrikePrice) tLegStrikePrice $ + LT.insert (tnum tLegOptAttribute) tLegOptAttribute $ + LT.insert (tnum tLegContractMultiplier) tLegContractMultiplier $ + LT.insert (tnum tLegCouponRate) tLegCouponRate $ + LT.insert (tnum tLegSecurityExchange) tLegSecurityExchange $ + LT.insert (tnum tLegIssuer) tLegIssuer $ + LT.insert (tnum tEncodedLegIssuerLen) tEncodedLegIssuerLen $ + LT.insert (tnum tEncodedLegIssuer) tEncodedLegIssuer $ + LT.insert (tnum tLegSecurityDesc) tLegSecurityDesc $ + LT.insert (tnum tEncodedLegSecurityDescLen) tEncodedLegSecurityDescLen $ + LT.insert (tnum tEncodedLegSecurityDesc) tEncodedLegSecurityDesc $ + LT.insert (tnum tLegRatioQty) tLegRatioQty $ + LT.insert (tnum tLegSide) tLegSide $ + LT.insert (tnum tTradingSessionSubID) tTradingSessionSubID $ + LT.insert (tnum tAllocType) tAllocType $ + LT.insert (tnum tNoHops) tNoHops $ + LT.insert (tnum tHopCompID) tHopCompID $ + LT.insert (tnum tHopSendingTime) tHopSendingTime $ + LT.insert (tnum tHopRefID) tHopRefID $ + LT.insert (tnum tMidPx) tMidPx $ + LT.insert (tnum tBidYield) tBidYield $ + LT.insert (tnum tMidYield) tMidYield $ + LT.insert (tnum tOfferYield) tOfferYield $ + LT.insert (tnum tClearingFeeIndicator) tClearingFeeIndicator $ + LT.insert (tnum tWorkingIndicator) tWorkingIndicator $ + LT.insert (tnum tLegLastPx) tLegLastPx $ + LT.insert (tnum tPriorityIndicator) tPriorityIndicator $ + LT.insert (tnum tPriceImprovement) tPriceImprovement $ + LT.insert (tnum tPrice2) tPrice2 $ + LT.insert (tnum tLastForwardPoints2) tLastForwardPoints2 $ + LT.insert (tnum tBidForwardPoints2) tBidForwardPoints2 $ + LT.insert (tnum tOfferForwardPoints2) tOfferForwardPoints2 $ + LT.insert (tnum tRFQReqID) tRFQReqID $ + LT.insert (tnum tMktBidPx) tMktBidPx $ + LT.insert (tnum tMktOfferPx) tMktOfferPx $ + LT.insert (tnum tMinBidSize) tMinBidSize $ + LT.insert (tnum tMinOfferSize) tMinOfferSize $ + LT.insert (tnum tQuoteStatusReqID) tQuoteStatusReqID $ + LT.insert (tnum tLegalConfirm) tLegalConfirm $ + LT.insert (tnum tUnderlyingLastPx) tUnderlyingLastPx $ + LT.insert (tnum tUnderlyingLastQty) tUnderlyingLastQty $ + LT.insert (tnum tSecDefStatus) tSecDefStatus $ + LT.insert (tnum tLegRefID) tLegRefID $ + LT.insert (tnum tContraLegRefID) tContraLegRefID $ + LT.insert (tnum tSettlCurrBidFxRate) tSettlCurrBidFxRate $ + LT.insert (tnum tSettlCurrOfferFxRate) tSettlCurrOfferFxRate $ + LT.insert (tnum tQuoteRequestRejectReason) tQuoteRequestRejectReason $ + LT.insert (tnum tSideComplianceID) tSideComplianceID $ + LT.insert (tnum tAcctIDSource) tAcctIDSource $ + LT.insert (tnum tAllocAcctIDSource) tAllocAcctIDSource $ + LT.insert (tnum tBenchmarkPrice) tBenchmarkPrice $ + LT.insert (tnum tBenchmarkPriceType) tBenchmarkPriceType $ + LT.insert (tnum tConfirmID) tConfirmID $ + LT.insert (tnum tConfirmStatus) tConfirmStatus $ + LT.insert (tnum tConfirmTransType) tConfirmTransType $ + LT.insert (tnum tContractSettlMonth) tContractSettlMonth $ + LT.insert (tnum tDeliveryForm) tDeliveryForm $ + LT.insert (tnum tLastParPx) tLastParPx $ + LT.insert (tnum tNoLegAllocs) tNoLegAllocs $ + LT.insert (tnum tLegAllocAccount) tLegAllocAccount $ + LT.insert (tnum tLegIndividualAllocID) tLegIndividualAllocID $ + LT.insert (tnum tLegAllocQty) tLegAllocQty $ + LT.insert (tnum tLegAllocAcctIDSource) tLegAllocAcctIDSource $ + LT.insert (tnum tLegSettlCurrency) tLegSettlCurrency $ + LT.insert (tnum tLegBenchmarkCurveCurrency) tLegBenchmarkCurveCurrency $ + LT.insert (tnum tLegBenchmarkCurveName) tLegBenchmarkCurveName $ + LT.insert (tnum tLegBenchmarkCurvePoint) tLegBenchmarkCurvePoint $ + LT.insert (tnum tLegBenchmarkPrice) tLegBenchmarkPrice $ + LT.insert (tnum tLegBenchmarkPriceType) tLegBenchmarkPriceType $ + LT.insert (tnum tLegBidPx) tLegBidPx $ + LT.insert (tnum tLegIOIQty) tLegIOIQty $ + LT.insert (tnum tNoLegStipulations) tNoLegStipulations $ + LT.insert (tnum tLegOfferPx) tLegOfferPx $ + LT.insert (tnum tLegOrderQty) tLegOrderQty $ + LT.insert (tnum tLegPriceType) tLegPriceType $ + LT.insert (tnum tLegQty) tLegQty $ + LT.insert (tnum tLegStipulationType) tLegStipulationType $ + LT.insert (tnum tLegStipulationValue) tLegStipulationValue $ + LT.insert (tnum tLegSwapType) tLegSwapType $ + LT.insert (tnum tPool) tPool $ + LT.insert (tnum tQuotePriceType) tQuotePriceType $ + LT.insert (tnum tQuoteRespID) tQuoteRespID $ + LT.insert (tnum tQuoteRespType) tQuoteRespType $ + LT.insert (tnum tQuoteQualifier) tQuoteQualifier $ + LT.insert (tnum tYieldRedemptionDate) tYieldRedemptionDate $ + LT.insert (tnum tYieldRedemptionPrice) tYieldRedemptionPrice $ + LT.insert (tnum tYieldRedemptionPriceType) tYieldRedemptionPriceType $ + LT.insert (tnum tBenchmarkSecurityID) tBenchmarkSecurityID $ + LT.insert (tnum tReversalIndicator) tReversalIndicator $ + LT.insert (tnum tYieldCalcDate) tYieldCalcDate $ + LT.insert (tnum tNoPositions) tNoPositions $ + LT.insert (tnum tPosType) tPosType $ + LT.insert (tnum tLongQty) tLongQty $ + LT.insert (tnum tShortQty) tShortQty $ + LT.insert (tnum tPosQtyStatus) tPosQtyStatus $ + LT.insert (tnum tPosAmtType) tPosAmtType $ + LT.insert (tnum tPosAmt) tPosAmt $ + LT.insert (tnum tPosTransType) tPosTransType $ + LT.insert (tnum tPosReqID) tPosReqID $ + LT.insert (tnum tNoUnderlyings) tNoUnderlyings $ + LT.insert (tnum tPosMaintAction) tPosMaintAction $ + LT.insert (tnum tOrigPosReqRefID) tOrigPosReqRefID $ + LT.insert (tnum tPosMaintRptRefID) tPosMaintRptRefID $ + LT.insert (tnum tClearingBusinessDate) tClearingBusinessDate $ + LT.insert (tnum tSettlSessID) tSettlSessID $ + LT.insert (tnum tSettlSessSubID) tSettlSessSubID $ + LT.insert (tnum tAdjustmentType) tAdjustmentType $ + LT.insert (tnum tContraryInstructionIndicator) tContraryInstructionIndicator $ + LT.insert (tnum tPriorSpreadIndicator) tPriorSpreadIndicator $ + LT.insert (tnum tPosMaintRptID) tPosMaintRptID $ + LT.insert (tnum tPosMaintStatus) tPosMaintStatus $ + LT.insert (tnum tPosMaintResult) tPosMaintResult $ + LT.insert (tnum tPosReqType) tPosReqType $ + LT.insert (tnum tResponseTransportType) tResponseTransportType $ + LT.insert (tnum tResponseDestination) tResponseDestination $ + LT.insert (tnum tTotalNumPosReports) tTotalNumPosReports $ + LT.insert (tnum tPosReqResult) tPosReqResult $ + LT.insert (tnum tPosReqStatus) tPosReqStatus $ + LT.insert (tnum tSettlPrice) tSettlPrice $ + LT.insert (tnum tSettlPriceType) tSettlPriceType $ + LT.insert (tnum tUnderlyingSettlPrice) tUnderlyingSettlPrice $ + LT.insert (tnum tUnderlyingSettlPriceType) tUnderlyingSettlPriceType $ + LT.insert (tnum tPriorSettlPrice) tPriorSettlPrice $ + LT.insert (tnum tNoQuoteQualifiers) tNoQuoteQualifiers $ + LT.insert (tnum tAllocSettlCurrency) tAllocSettlCurrency $ + LT.insert (tnum tAllocSettlCurrAmt) tAllocSettlCurrAmt $ + LT.insert (tnum tInterestAtMaturity) tInterestAtMaturity $ + LT.insert (tnum tLegDatedDate) tLegDatedDate $ + LT.insert (tnum tLegPool) tLegPool $ + LT.insert (tnum tAllocInterestAtMaturity) tAllocInterestAtMaturity $ + LT.insert (tnum tAllocAccruedInterestAmt) tAllocAccruedInterestAmt $ + LT.insert (tnum tDeliveryDate) tDeliveryDate $ + LT.insert (tnum tAssignmentMethod) tAssignmentMethod $ + LT.insert (tnum tAssignmentUnit) tAssignmentUnit $ + LT.insert (tnum tOpenInterest) tOpenInterest $ + LT.insert (tnum tExerciseMethod) tExerciseMethod $ + LT.insert (tnum tTotNumTradeReports) tTotNumTradeReports $ + LT.insert (tnum tTradeRequestResult) tTradeRequestResult $ + LT.insert (tnum tTradeRequestStatus) tTradeRequestStatus $ + LT.insert (tnum tTradeReportRejectReason) tTradeReportRejectReason $ + LT.insert (tnum tSideMultiLegReportingType) tSideMultiLegReportingType $ + LT.insert (tnum tNoPosAmt) tNoPosAmt $ + LT.insert (tnum tAutoAcceptIndicator) tAutoAcceptIndicator $ + LT.insert (tnum tAllocReportID) tAllocReportID $ + LT.insert (tnum tNoNested2PartyIDs) tNoNested2PartyIDs $ + LT.insert (tnum tNested2PartyID) tNested2PartyID $ + LT.insert (tnum tNested2PartyIDSource) tNested2PartyIDSource $ + LT.insert (tnum tNested2PartyRole) tNested2PartyRole $ + LT.insert (tnum tNested2PartySubID) tNested2PartySubID $ + LT.insert (tnum tBenchmarkSecurityIDSource) tBenchmarkSecurityIDSource $ + LT.insert (tnum tSecuritySubType) tSecuritySubType $ + LT.insert (tnum tUnderlyingSecuritySubType) tUnderlyingSecuritySubType $ + LT.insert (tnum tLegSecuritySubType) tLegSecuritySubType $ + LT.insert (tnum tAllowableOneSidednessPct) tAllowableOneSidednessPct $ + LT.insert (tnum tAllowableOneSidednessValue) tAllowableOneSidednessValue $ + LT.insert (tnum tAllowableOneSidednessCurr) tAllowableOneSidednessCurr $ + LT.insert (tnum tNoTrdRegTimestamps) tNoTrdRegTimestamps $ + LT.insert (tnum tTrdRegTimestamp) tTrdRegTimestamp $ + LT.insert (tnum tTrdRegTimestampType) tTrdRegTimestampType $ + LT.insert (tnum tTrdRegTimestampOrigin) tTrdRegTimestampOrigin $ + LT.insert (tnum tConfirmRefID) tConfirmRefID $ + LT.insert (tnum tConfirmType) tConfirmType $ + LT.insert (tnum tConfirmRejReason) tConfirmRejReason $ + LT.insert (tnum tBookingType) tBookingType $ + LT.insert (tnum tIndividualAllocRejCode) tIndividualAllocRejCode $ + LT.insert (tnum tSettlInstMsgID) tSettlInstMsgID $ + LT.insert (tnum tNoSettlInst) tNoSettlInst $ + LT.insert (tnum tLastUpdateTime) tLastUpdateTime $ + LT.insert (tnum tAllocSettlInstType) tAllocSettlInstType $ + LT.insert (tnum tNoSettlPartyIDs) tNoSettlPartyIDs $ + LT.insert (tnum tSettlPartyID) tSettlPartyID $ + LT.insert (tnum tSettlPartyIDSource) tSettlPartyIDSource $ + LT.insert (tnum tSettlPartyRole) tSettlPartyRole $ + LT.insert (tnum tSettlPartySubID) tSettlPartySubID $ + LT.insert (tnum tSettlPartySubIDType) tSettlPartySubIDType $ + LT.insert (tnum tDlvyInstType) tDlvyInstType $ + LT.insert (tnum tTerminationType) tTerminationType $ + LT.insert (tnum tNextExpectedMsgSeqNum) tNextExpectedMsgSeqNum $ + LT.insert (tnum tOrdStatusReqID) tOrdStatusReqID $ + LT.insert (tnum tSettlInstReqID) tSettlInstReqID $ + LT.insert (tnum tSettlInstReqRejCode) tSettlInstReqRejCode $ + LT.insert (tnum tSecondaryAllocID) tSecondaryAllocID $ + LT.insert (tnum tAllocReportType) tAllocReportType $ + LT.insert (tnum tAllocReportRefID) tAllocReportRefID $ + LT.insert (tnum tAllocCancReplaceReason) tAllocCancReplaceReason $ + LT.insert (tnum tCopyMsgIndicator) tCopyMsgIndicator $ + LT.insert (tnum tAllocAccountType) tAllocAccountType $ + LT.insert (tnum tOrderAvgPx) tOrderAvgPx $ + LT.insert (tnum tOrderBookingQty) tOrderBookingQty $ + LT.insert (tnum tNoSettlPartySubIDs) tNoSettlPartySubIDs $ + LT.insert (tnum tNoPartySubIDs) tNoPartySubIDs $ + LT.insert (tnum tPartySubIDType) tPartySubIDType $ + LT.insert (tnum tNoNestedPartySubIDs) tNoNestedPartySubIDs $ + LT.insert (tnum tNestedPartySubIDType) tNestedPartySubIDType $ + LT.insert (tnum tNoNested2PartySubIDs) tNoNested2PartySubIDs $ + LT.insert (tnum tNested2PartySubIDType) tNested2PartySubIDType $ + LT.insert (tnum tAllocIntermedReqType) tAllocIntermedReqType $ + LT.insert (tnum tUnderlyingPx) tUnderlyingPx $ + LT.insert (tnum tPriceDelta) tPriceDelta $ + LT.insert (tnum tApplQueueMax) tApplQueueMax $ + LT.insert (tnum tApplQueueDepth) tApplQueueDepth $ + LT.insert (tnum tApplQueueResolution) tApplQueueResolution $ + LT.insert (tnum tApplQueueAction) tApplQueueAction $ + LT.insert (tnum tNoAltMDSource) tNoAltMDSource $ + LT.insert (tnum tAltMDSourceID) tAltMDSourceID $ + LT.insert (tnum tSecondaryTradeReportID) tSecondaryTradeReportID $ + LT.insert (tnum tAvgPxIndicator) tAvgPxIndicator $ + LT.insert (tnum tTradeLinkID) tTradeLinkID $ + LT.insert (tnum tOrderInputDevice) tOrderInputDevice $ + LT.insert (tnum tUnderlyingTradingSessionID) tUnderlyingTradingSessionID $ + LT.insert (tnum tUnderlyingTradingSessionSubID) tUnderlyingTradingSessionSubID $ + LT.insert (tnum tTradeLegRefID) tTradeLegRefID $ + LT.insert (tnum tExchangeRule) tExchangeRule $ + LT.insert (tnum tTradeAllocIndicator) tTradeAllocIndicator $ + LT.insert (tnum tExpirationCycle) tExpirationCycle $ + LT.insert (tnum tTrdType) tTrdType $ + LT.insert (tnum tTrdSubType) tTrdSubType $ + LT.insert (tnum tTransferReason) tTransferReason $ + LT.insert (tnum tAsgnReqID) tAsgnReqID $ + LT.insert (tnum tTotNumAssignmentReports) tTotNumAssignmentReports $ + LT.insert (tnum tAsgnRptID) tAsgnRptID $ + LT.insert (tnum tThresholdAmount) tThresholdAmount $ + LT.insert (tnum tPegMoveType) tPegMoveType $ + LT.insert (tnum tPegOffsetType) tPegOffsetType $ + LT.insert (tnum tPegLimitType) tPegLimitType $ + LT.insert (tnum tPegRoundDirection) tPegRoundDirection $ + LT.insert (tnum tPeggedPrice) tPeggedPrice $ + LT.insert (tnum tPegScope) tPegScope $ + LT.insert (tnum tDiscretionMoveType) tDiscretionMoveType $ + LT.insert (tnum tDiscretionOffsetType) tDiscretionOffsetType $ + LT.insert (tnum tDiscretionLimitType) tDiscretionLimitType $ + LT.insert (tnum tDiscretionRoundDirection) tDiscretionRoundDirection $ + LT.insert (tnum tDiscretionPrice) tDiscretionPrice $ + LT.insert (tnum tDiscretionScope) tDiscretionScope $ + LT.insert (tnum tTargetStrategy) tTargetStrategy $ + LT.insert (tnum tTargetStrategyParameters) tTargetStrategyParameters $ + LT.insert (tnum tParticipationRate) tParticipationRate $ + LT.insert (tnum tTargetStrategyPerformance) tTargetStrategyPerformance $ + LT.insert (tnum tLastLiquidityInd) tLastLiquidityInd $ + LT.insert (tnum tPublishTrdIndicator) tPublishTrdIndicator $ + LT.insert (tnum tShortSaleReason) tShortSaleReason $ + LT.insert (tnum tQtyType) tQtyType $ + LT.insert (tnum tSecondaryTrdType) tSecondaryTrdType $ + LT.insert (tnum tTradeReportType) tTradeReportType $ + LT.insert (tnum tAllocNoOrdersType) tAllocNoOrdersType $ + LT.insert (tnum tSharedCommission) tSharedCommission $ + LT.insert (tnum tConfirmReqID) tConfirmReqID $ + LT.insert (tnum tAvgParPx) tAvgParPx $ + LT.insert (tnum tReportedPx) tReportedPx $ + LT.insert (tnum tNoCapacities) tNoCapacities $ + LT.insert (tnum tOrderCapacityQty) tOrderCapacityQty $ + LT.insert (tnum tNoEvents) tNoEvents $ + LT.insert (tnum tEventType) tEventType $ + LT.insert (tnum tEventDate) tEventDate $ + LT.insert (tnum tEventPx) tEventPx $ + LT.insert (tnum tEventText) tEventText $ + LT.insert (tnum tPctAtRisk) tPctAtRisk $ + LT.insert (tnum tNoInstrAttrib) tNoInstrAttrib $ + LT.insert (tnum tInstrAttribType) tInstrAttribType $ + LT.insert (tnum tInstrAttribValue) tInstrAttribValue $ + LT.insert (tnum tDatedDate) tDatedDate $ + LT.insert (tnum tInterestAccrualDate) tInterestAccrualDate $ + LT.insert (tnum tCPProgram) tCPProgram $ + LT.insert (tnum tCPRegType) tCPRegType $ + LT.insert (tnum tUnderlyingCPProgram) tUnderlyingCPProgram $ + LT.insert (tnum tUnderlyingCPRegType) tUnderlyingCPRegType $ + LT.insert (tnum tUnderlyingQty) tUnderlyingQty $ + LT.insert (tnum tTrdMatchID) tTrdMatchID $ + LT.insert (tnum tSecondaryTradeReportRefID) tSecondaryTradeReportRefID $ + LT.insert (tnum tUnderlyingDirtyPrice) tUnderlyingDirtyPrice $ + LT.insert (tnum tUnderlyingEndPrice) tUnderlyingEndPrice $ + LT.insert (tnum tUnderlyingStartValue) tUnderlyingStartValue $ + LT.insert (tnum tUnderlyingCurrentValue) tUnderlyingCurrentValue $ + LT.insert (tnum tUnderlyingEndValue) tUnderlyingEndValue $ + LT.insert (tnum tNoUnderlyingStips) tNoUnderlyingStips $ + LT.insert (tnum tUnderlyingStipType) tUnderlyingStipType $ + LT.insert (tnum tUnderlyingStipValue) tUnderlyingStipValue $ + LT.insert (tnum tMaturityNetMoney) tMaturityNetMoney $ + LT.insert (tnum tMiscFeeBasis) tMiscFeeBasis $ + LT.insert (tnum tTotNoAllocs) tTotNoAllocs $ + LT.insert (tnum tLastFragment) tLastFragment $ + LT.insert (tnum tCollReqID) tCollReqID $ + LT.insert (tnum tCollAsgnReason) tCollAsgnReason $ + LT.insert (tnum tCollInquiryQualifier) tCollInquiryQualifier $ + LT.insert (tnum tNoTrades) tNoTrades $ + LT.insert (tnum tMarginRatio) tMarginRatio $ + LT.insert (tnum tMarginExcess) tMarginExcess $ + LT.insert (tnum tTotalNetValue) tTotalNetValue $ + LT.insert (tnum tCashOutstanding) tCashOutstanding $ + LT.insert (tnum tCollAsgnID) tCollAsgnID $ + LT.insert (tnum tCollAsgnTransType) tCollAsgnTransType $ + LT.insert (tnum tCollRespID) tCollRespID $ + LT.insert (tnum tCollAsgnRespType) tCollAsgnRespType $ + LT.insert (tnum tCollAsgnRejectReason) tCollAsgnRejectReason $ + LT.insert (tnum tCollAsgnRefID) tCollAsgnRefID $ + LT.insert (tnum tCollRptID) tCollRptID $ + LT.insert (tnum tCollInquiryID) tCollInquiryID $ + LT.insert (tnum tCollStatus) tCollStatus $ + LT.insert (tnum tTotNumReports) tTotNumReports $ + LT.insert (tnum tLastRptRequested) tLastRptRequested $ + LT.insert (tnum tAgreementDesc) tAgreementDesc $ + LT.insert (tnum tAgreementID) tAgreementID $ + LT.insert (tnum tAgreementDate) tAgreementDate $ + LT.insert (tnum tStartDate) tStartDate $ + LT.insert (tnum tEndDate) tEndDate $ + LT.insert (tnum tAgreementCurrency) tAgreementCurrency $ + LT.insert (tnum tDeliveryType) tDeliveryType $ + LT.insert (tnum tEndAccruedInterestAmt) tEndAccruedInterestAmt $ + LT.insert (tnum tStartCash) tStartCash $ + LT.insert (tnum tEndCash) tEndCash $ + LT.insert (tnum tUserRequestID) tUserRequestID $ + LT.insert (tnum tUserRequestType) tUserRequestType $ + LT.insert (tnum tNewPassword) tNewPassword $ + LT.insert (tnum tUserStatus) tUserStatus $ + LT.insert (tnum tUserStatusText) tUserStatusText $ + LT.insert (tnum tStatusValue) tStatusValue $ + LT.insert (tnum tStatusText) tStatusText $ + LT.insert (tnum tRefCompID) tRefCompID $ + LT.insert (tnum tRefSubID) tRefSubID $ + LT.insert (tnum tNetworkResponseID) tNetworkResponseID $ + LT.insert (tnum tNetworkRequestID) tNetworkRequestID $ + LT.insert (tnum tLastNetworkResponseID) tLastNetworkResponseID $ + LT.insert (tnum tNetworkRequestType) tNetworkRequestType $ + LT.insert (tnum tNoCompIDs) tNoCompIDs $ + LT.insert (tnum tNetworkStatusResponseType) tNetworkStatusResponseType $ + LT.insert (tnum tNoCollInquiryQualifier) tNoCollInquiryQualifier $ + LT.insert (tnum tTrdRptStatus) tTrdRptStatus $ + LT.insert (tnum tAffirmStatus) tAffirmStatus $ + LT.insert (tnum tUnderlyingStrikeCurrency) tUnderlyingStrikeCurrency $ + LT.insert (tnum tLegStrikeCurrency) tLegStrikeCurrency $ + LT.insert (tnum tTimeBracket) tTimeBracket $ + LT.insert (tnum tCollAction) tCollAction $ + LT.insert (tnum tCollInquiryStatus) tCollInquiryStatus $ + LT.insert (tnum tCollInquiryResult) tCollInquiryResult $ + LT.insert (tnum tStrikeCurrency) tStrikeCurrency $ + LT.insert (tnum tNoNested3PartyIDs) tNoNested3PartyIDs $ + LT.insert (tnum tNested3PartyID) tNested3PartyID $ + LT.insert (tnum tNested3PartyIDSource) tNested3PartyIDSource $ + LT.insert (tnum tNested3PartyRole) tNested3PartyRole $ + LT.insert (tnum tNoNested3PartySubIDs) tNoNested3PartySubIDs $ + LT.insert (tnum tNested3PartySubID) tNested3PartySubID $ + LT.insert (tnum tNested3PartySubIDType) tNested3PartySubIDType $ + LT.insert (tnum tLegContractSettlMonth) tLegContractSettlMonth $ + LT.insert (tnum tLegInterestAccrualDate) tLegInterestAccrualDate $ + LT.new diff --git a/src/Data/LookupTable.hs b/src/Data/LookupTable.hs new file mode 100644 --- /dev/null +++ b/src/Data/LookupTable.hs @@ -0,0 +1,52 @@ +{-# LANGUAGE FunctionalDependencies, ExistentialQuantification, MultiParamTypeClasses, FlexibleInstances #-} + +-- Module : Data.LookupTable +-- License : GPLv2 + +module Data.LookupTable + ( LookupTable + , new + , lookup + , insert + , toList + , fromList + ) where + +import Prelude hiding (lookup) + +import Data.Map (Map) +import qualified Data.Map as Map +import qualified Data.List as List +import Data.IntMap (IntMap) +import qualified Data.IntMap as IntMap + +class Ord k => LookupTable k v t + | t -> k + , t -> v + where + new :: t + lookup :: k -> t -> Maybe v + insert :: k -> v -> t -> t + toList :: t -> [(k, v)] + fromList :: [(k, v)] -> t + +instance Ord k => LookupTable k v (Map k v) where + new = Map.empty + lookup = Map.lookup + insert = Map.insert + toList = Map.toList + fromList = Map.fromList + +instance Ord k => LookupTable k v [(k,v)] where + new = [] + lookup = List.lookup + insert = curry (:) + toList = id + fromList = id + +instance LookupTable Int v (IntMap v) where + new = IntMap.empty + lookup = IntMap.lookup + insert = IntMap.insert + toList = IntMap.toList + fromList = IntMap.fromList diff --git a/src/Utils/Generator.hs b/src/Utils/Generator.hs new file mode 100644 --- /dev/null +++ b/src/Utils/Generator.hs @@ -0,0 +1,383 @@ +{-# LANGUAGE GeneralizedNewtypeDeriving, FlexibleContexts #-} + +import Text.XML.HaXml +import qualified Text.XML.HaXml.Pretty as P +import System.Environment ( getArgs ) +import Data.LookupTable ( LookupTable ) +import qualified Data.LookupTable as LT +import Data.Map ( Map ) +import Data.Maybe ( fromMaybe ) +import Control.Monad ( liftM ) +import Control.Applicative ( (<$>) ) +import Data.FIX.Parser ( tBeginString, tBodyLength, tCheckSum, tMsgType ) +import qualified Data.FIX.Message as FM ( tName ) + + +main = do + args <- getArgs + xmlContent <- readFile $ xmlFile args + let xmlDoc = xmlParse "/dev/null" xmlContent + modName = moduleName args in + do --- print the module header with all the imports --- + putStr $ moduleHeader modName xmlDoc ++ "\n\n" + {-putStr $ concatMap (show . P.content) $ content $ getFieldSpec xmlDoc-} + + --- declare all FIX Tags --- + putStr $ genFIXFields xmlDoc + + --- declare the FIX header --- + putStr $ genFIXHeader xmlDoc + + --- declare the FIX trailer --- + putStr $ genFIXTrailer xmlDoc + + --- declare all FIX messages --- + putStr $ genFIXMessages xmlDoc + + {-putStr $ genFIXGroups xmlDoc-} + putStr $ genFIXSpec xmlDoc + where + moduleHeader mod' doc = + "module " ++ mod' ++ " ( " ++ fixSpecName doc ++ " ) where\n" ++ + "import qualified Data.ByteString.Char8 as C\n" ++ + "import qualified Data.LookupTable as LT ( new, insert )\n" ++ + "import Data.FIX.Message\n" ++ + "import Data.FIX.Parser\n" ++ + "import Data.Functor ( (<$>) )\n" ++ + "import Data.FIX.Arbitrary \n" ++ + "import Test.QuickCheck ( arbitrary )\n" + + -- command line options + xmlFile :: [String] -> String + xmlFile = head + + moduleName :: [String] -> String + moduleName xs | length xs > 1 = head $ tail xs + | otherwise = error + "you need to specify a name for the module" + +_commonTag :: Content a -> Bool +_commonTag (CElem e _) = + let tags = map FM.tName [tBeginString, tBodyLength, tCheckSum, tMsgType] + tag = getNameAttr e + in + elem tag tags +_commonTag _ = False + +genFIXHeader :: Document a -> String +genFIXHeader doc = let name = headerName doc in + name ++ " :: FIXTags\n" ++ + name ++ " = \n" ++ tags' ++ "\n\n" + where + tags' = let h = getHeaderSpec doc + header = filter (not . _commonTag) $ content h + in + fieldsOf 1 header + +genFIXTrailer :: Document a -> String +genFIXTrailer doc = let name = trailerName doc in + name ++ " :: FIXTags\n" ++ + name ++ " = \n" ++ tags' ++ "\n\n" + where + tags' = let h = getTrailerSpec doc + trailer = filter (not . _commonTag) $ content h + in + fieldsOf 1 trailer + +genFIXMessages :: Document a -> String +genFIXMessages doc = concatMap genMessage $ messagesOf doc + where + genMessage :: Content a -> String + genMessage (CElem e _) = + let msg' = getNameAttr e + msg = mName msg' + msgBody' = msg ++ "Body" + mType = getMsgTypeAttr e + tags' = fieldsOf 2 $ content e + indent = replicate 3 ' ' + in + msg ++ " :: FIXMessageSpec\n" ++ + msg ++ " = FMSpec\n" ++ + indent ++ "{ msName = \"" ++ msg' ++ "\"\n" ++ + indent ++ ", msType = C.pack \"" ++ mType ++ "\"\n" ++ + indent ++ ", msHeader = " ++ headerName doc ++ '\n' : + indent ++ ", msBody = " ++ msgBody' ++ '\n' : + indent ++ ", msTrailer = " ++ trailerName doc ++ " }\n" ++ + indent ++ "where\n" ++ + indent ++ msgBody' ++ " = \n" ++ tags' ++ "\n\n" + + getMsgTypeAttr = getAttr "msgtype" + +genFIXFields :: Document a -> String +genFIXFields doc = let fields = filter (not . _commonTag) $ + content $ getFieldSpec doc + in concatMap fieldDef fields + +genFIXSpec :: Document a -> String +genFIXSpec doc = let + spec' = fixSpecName doc + fix = getFIXSpec doc + major = getAttr "major" fix + minor = getAttr "minor" fix + + in + spec' ++ " :: FIXSpec\n" ++ + spec' ++ " = FSpec\n" ++ + " { fsVersion = \"FIX." ++ + major ++ "." ++ minor++ "\"\n" ++ + " , fsHeader = " ++ headerName doc ++ '\n' : + " , fsTrailer = " ++ trailerName doc ++ '\n' : + " , fsMessages = " ++ spec' ++ "Messages \n" ++ + " , fsTags = " ++ spec' ++ "Tags }\n" ++ + " where\n" ++ + " " ++ spec' ++ "Messages =\n" ++ messageMap ++ + " LT.new \n" ++ + " " ++ spec' ++ "Tags =\n" ++ tagsMap ++ + " LT.new \n" + where + rmLastNewline text | length text > 2 = init . init $ text + | otherwise = text + messageMap = rmLastNewline (concatMap _insertMsg $ messagesOf doc) + _insertMsg (CElem e _) = + let msg' = mName $ getNameAttr e in + " LT.insert (msType " ++ msg' ++ ") " ++ + msg' ++ " $\n" + _insertMsg _ = undefined + tagsMap = concatMap _insertTag $ content $ getFieldSpec doc + _insertTag (CElem e _) = let fname = tName (getNameAttr e) in + " LT.insert (tnum " ++ fname ++ ") " ++ fname ++ " $\n" + _insertTag _ = "" + +type Groups a = Map String [Content a] + +-- ?Name :: String -> String +tName = (:) 't' +mName = (:) 'm' +fName = (:) 'f' +gName = (:) 'g' + +versionFIX :: Document a -> String +versionFIX doc = major ++ minor + where + fix = getFIXSpec doc + major = getAttr "major" fix + minor = getAttr "minor" fix + +-- *Name :: Document a -> String +headerName d = "headerFIX" ++ versionFIX d +trailerName d = "trailerFIX" ++ versionFIX d +fixSpecName a = "fix" ++ versionFIX a + +content :: Element a -> [Content a] +content (Elem _ _ cs) = cs + +cElement :: Content a -> Element a +cElement (CElem e _) = e +cElement _ = error "not an element" + +attributes :: Element a -> [Attribute] +attributes (Elem _ as _) = as + +getFIXSpec :: Document a -> Element a +getFIXSpec doc = case doc of + Document _ _ (es@(Elem (N n) _ _)) _ + -> if n == "fix" then es else error "no specification for fix" + _ -> error "unknown error" + + +_matchName :: String -> Content a -> Bool +_matchName name (CElem (Elem (N n) _ _) _) = n == name +_matchName name _ = False + +_lookup :: Show k => LookupTable k v t => k -> t -> v +_lookup key t = fromMaybe (error $ "couldn't find key " ++ show key) + $ LT.lookup key t + +getSpec :: String -> Document a -> Maybe (Element a) +getSpec name doc = + let fix = getFIXSpec doc in + case filter (_matchName name) (content fix) of + CElem es _ : _ -> Just es + _ -> Nothing + +getFieldSpec = fromMaybe (error "fields not defined") . getSpec "fields" +getHeaderSpec = fromMaybe (error "header not defined") . getSpec "header" +getTrailerSpec = fromMaybe (error "trailer not defined") . getSpec "trailer" +getMessagesSpec = fromMaybe (error "messages not defined") . getSpec "messages" +getComponentsSpec = fromMaybe (Elem (N "components") [] []) . getSpec "components" + +getAttr :: String -> Element a -> String +getAttr name e = _lookup name $ fromAttributes $ attributes e + +getNameAttr = getAttr "name" + +fromAttributes :: [Attribute] -> Map String String +fromAttributes = foldr _insert LT.new + where + _insert :: Attribute -> Map String String -> Map String String + _insert (N k, AttValue (Left v : _)) = LT.insert k v + _insert (N k, _) = LT.insert k "" + + + +fieldDef :: Content a -> String +fieldDef (CElem e _) = + let name = getNameAttr e + fname = tName name + fenum = getAttr "number" e + ftype = getAttr "type" e + tparser = "to" ++ typeOfFIX ftype + arbValue' = let t' = typeOfFIX ftype in + case t' of + "FIXChar" -> "FIXChar <$> (return 'A')" + "FIXDouble" -> "FIXDouble <$> (return (-2.112 :: Double))" + _ -> t' ++ " <$> arbitrary" + in + fname ++ " :: FIXTag\n" ++ + fname ++ " = FIXTag \n" ++ + " { tName = \"" ++ name ++ "\"\n" ++ + " , tnum = " ++ fenum ++ '\n' : + " , tparser = " ++ tparser ++ '\n' : + " , arbitraryValue = " ++ arbValue' ++ " }\n\n" + where + + typeOfFIX :: String -> String + typeOfFIX x = fromMaybe (error $ "unknown type " ++ x) $ + LT.lookup x values' + where + values' :: Map String String + values' = + LT.insert "INT" "FIXInt" $ + LT.insert "STRING" "FIXString" $ + LT.insert "DAYOFMONTH" "FIXInt" $ + LT.insert "CHAR" "FIXChar" $ + LT.insert "FLOAT" "FIXDouble" $ + LT.insert "QTY" "FIXDouble" $ + LT.insert "PRICE" "FIXDouble" $ + LT.insert "QUANTITY" "FIXDouble" $ + LT.insert "PRICEOFFSET" "FIXDouble" $ + LT.insert "AMT" "FIXDouble" $ + LT.insert "BOOLEAN" "FIXBool" $ + LT.insert "MULTIPLEVALUESTRING" "FIXMultipleValueString" $ + LT.insert "CURRENCY" "FIXString" $ + LT.insert "EXCHANGE" "FIXString" $ + LT.insert "UTCTIMESTAMP" "FIXTimestamp" $ + LT.insert "UTCTIMEONLY" "FIXTimeOnly" $ + LT.insert "UTCDATE" "FIXDateOnly" $ + LT.insert "MONTHYEAR" "FIXMonthYear" $ + LT.insert "LOCALMKTDATE" "FIXDateOnly" $ + LT.insert "DATA" "FIXData" $ + LT.insert "LENGTH" "FIXInt" $ + LT.insert "TIME" "FIXTimestamp" $ + LT.insert "SEQNUM" "FIXInt" $ + LT.insert "NUMINGROUP" "FIXInt" $ + LT.insert "PERCENTAGE" "FIXDouble" $ + LT.insert "COUNTRY" "FIXString" $ + LT.insert "UTCDATEONLY" "FIXDateOnly" $ + LT.insert "DATE" "FIXDateOnly" + LT.new +fieldDef _ = "" + +type Components a = [(String, [Content a])] + +componentsOf :: Document a -> Components a +componentsOf doc = let spec' = getComponentsSpec doc in + foldr _insert LT.new $ content spec' + where + _insert c t + | _matchName "component" c = let elem = cElement c in + LT.insert (getNameAttr elem) (content elem) t + | otherwise = t + +expandComp :: Components a -> Content a -> Content a +expandComp comps c@(CElem (Elem n as cs) i) = + CElem (Elem n as (concatMap _expand cs)) i + where + _expand c | _matchName "component" c = + let name = getNameAttr $ cElement c + compCont = _lookup name comps + in + concatMap _expand compCont + | otherwise = [ expandComp comps c ] +expandComp comps c = c + +messagesOf :: Document a -> [Content a] +messagesOf doc = + let all = getMessagesSpec doc + msgOnly = filter (_matchName "message") (content all) + in + map (expandComp (componentsOf doc)) msgOnly + +fieldsOf :: Int -> [Content a] -> String +fieldsOf l cs = + let groups = LT.toList $ groupsOf cs + rmLastNewline text | length text > 2 = init . init $ text + | otherwise = text + in + rmLastNewline (concatMap _insertTag cs) ++ + indent ++ "LT.new\n" ++ + if not (null groups) then + indent ++ "where\n" ++ concatMap (genGroups (l + 1)) groups + else "" + + where + indent = replicate (l * 3) ' ' + suffix = replicate (l + 1) '\'' + _insertTag c + | _matchName "field" c = + let n' = tName $ getNameAttr $ cElement c + in indent ++ "LT.insert (tnum " ++ n' ++ ") " ++ n' ++ " $\n" + | _matchName "group" c = + let n = getNameAttr $ cElement c + in indent ++ "LT.insert (tnum " ++ tName n ++ ") " ++ gName n ++ suffix ++ " $\n" + | otherwise = "" + + genGroups _ (_, _:[]) = error "group should have a sperator" + genGroups l (n, gcs') = + let (s, gcs) = getSepAndCont gcs' + sname = tName $ getNameAttr $ cElement s + gname = gName n + indent' = replicate (l * 3) ' ' + indent'' = replicate ((l + 1) * 3) ' ' + suffix' = replicate l '\'' + tags' = fieldsOf (l + 2) gcs + in + indent' ++ gname ++ suffix' ++ " = FIXTag\n" ++ + indent'' ++ "{ tName = \"" ++ n ++ "\"\n" ++ + indent'' ++ ", tnum = tnum " ++ tName n ++ '\n' : + indent'' ++ ", tparser = " ++ gname ++ "P" ++ suffix' ++ '\n' : + indent'' ++ ", arbitraryValue = arbibtraryFIXGroup " ++ + gname ++ "Spec" ++ suffix' ++ " }\n\n" ++ + indent' ++ gname ++ "P" ++ suffix' ++ " = groupP " ++ gname ++ "Spec" ++ suffix' ++ '\n' : + indent' ++ gname ++ "Spec" ++ suffix' ++ " = FGSpec\n" ++ + indent'' ++ "{ gsLength = " ++ tName n ++ '\n' : + indent'' ++ ", gsSeperator = " ++ sname ++ '\n' : + indent'' ++ ", gsBody = " ++ gname ++ "Body" ++ suffix' ++ " }\n" ++ + indent'' ++ "where\n" ++ + indent'' ++ gname ++ "Body" ++ suffix' ++ " = \n" ++ tags' ++ "\n" + + where + getSepAndCont [] = undefined + getSepAndCont (c@(CElem _ _):ds) = (c, ds) + getSepAndCont (_ : ds) = getSepAndCont ds + +groupsOf :: [Content a] -> Groups a +groupsOf cs = addGroups LT.new cs + where + addGroups :: Groups a -> [Content a] -> Groups a + addGroups t = foldr _insert t + where + _insert :: Content a -> Groups a -> Groups a + _insert c@(CElem e _) gs + | _matchName "group" c = + let gname = getNameAttr e + gcontent = content e + in LT.insert gname gcontent gs + | _matchName "message" c = + let mcontent = content e in + addGroups gs mcontent + | otherwise = gs + _insert _ gs = gs + + +