interface.h

#pragma once 


namespace trader {

    namespace Interface {
    
        typedef std::string Account;
        
        typedef std::string AdvId;
        
        typedef std::string AdvRefID;
        
        enum AdvSide : unsigned int {
            AdvSide_BUY,
            AdvSide_SELL,
            AdvSide_TRADE,
            AdvSide_CROSS,
            NUM_AdvSide,
            AdvSide_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AdvTransType : unsigned int {
            AdvTransType_NEW,
            AdvTransType_CANCEL,
            AdvTransType_REPLACE,
            NUM_AdvTransType,
            AdvTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double AvgPx;
        
        typedef Poco::Int32 BeginSeqNo;
        
        typedef std::string BeginString;
        
        typedef Poco::Int32 BodyLength;
        
        typedef std::string CheckSum;
        
        typedef std::string ClOrdID;
        
        typedef double Commission;
        
        enum CommType : unsigned int {
            CommType_PER_UNIT,
            CommType_PERCENT,
            CommType_ABSOLUTE,
            CommType_PERCENTAGE_WAIVED_4,
            CommType_PERCENTAGE_WAIVED_5,
            CommType_POINTS_PER_BOND_OR_CONTRACT,
            NUM_CommType,
            CommType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double CumQty;
        
        typedef std::string Currency;
        
        typedef Poco::Int32 EndSeqNo;
        
        typedef std::string ExecID;
        
        enum ExecInst : unsigned int {
            ExecInst_STAY_ON_OFFER_SIDE,
            ExecInst_NOT_HELD,
            ExecInst_WORK,
            ExecInst_GO_ALONG,
            ExecInst_OVER_THE_DAY,
            ExecInst_HELD,
            ExecInst_PARTICIPATE_DONT_INITIATE,
            ExecInst_STRICT_SCALE,
            ExecInst_TRY_TO_SCALE,
            ExecInst_STAY_ON_BID_SIDE,
            ExecInst_NO_CROSS,
            ExecInst_OK_TO_CROSS,
            ExecInst_CALL_FIRST,
            ExecInst_PERCENT_OF_VOLUME,
            ExecInst_DO_NOT_INCREASE,
            ExecInst_DO_NOT_REDUCE,
            ExecInst_ALL_OR_NONE,
            ExecInst_REINSTATE_ON_SYSTEM_FAILURE,
            ExecInst_INSTITUTIONS_ONLY,
            ExecInst_REINSTATE_ON_TRADING_HALT,
            ExecInst_CANCEL_ON_TRADING_HALT,
            ExecInst_LAST_PEG,
            ExecInst_MID_PRICE_PEG,
            ExecInst_NON_NEGOTIABLE,
            ExecInst_OPENING_PEG,
            ExecInst_MARKET_PEG,
            ExecInst_CANCEL_ON_SYSTEM_FAILURE,
            ExecInst_PRIMARY_PEG,
            ExecInst_SUSPEND,
            ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER,
            ExecInst_CUSTOMER_DISPLAY_INSTRUCTION,
            ExecInst_NETTING,
            ExecInst_PEG_TO_VWAP,
            ExecInst_TRADE_ALONG,
            ExecInst_TRY_TO_STOP,
            ExecInst_CANCEL_IF_NOT_BEST,
            ExecInst_TRAILING_STOP_PEG,
            ExecInst_STRICT_LIMIT,
            ExecInst_IGNORE_PRICE_VALIDITY_CHECKS,
            ExecInst_PEG_TO_LIMIT_PRICE,
            ExecInst_WORK_TO_TARGET_STRATEGY,
            ExecInst_INTERMARKET_SWEEP,
            ExecInst_EXTERNAL_ROUTING_ALLOWED,
            ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED,
            ExecInst_IMBALANCE_ONLY,
            ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE,
            ExecInst_BEST_EXECUTION,
            ExecInst_SUSPEND_ON_SYSTEM_FAILURE,
            ExecInst_SUSPEND_ON_TRADING_HALT,
            ExecInst_REINSTATE_ON_CONNECTION_LOSS,
            ExecInst_CANCEL_ON_CONNECTION_LOSS,
            ExecInst_SUSPEND_ON_CONNECTION_LOSS,
            ExecInst_RELEASE_FROM_SUSPENSION,
            ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED,
            ExecInst_EXECUTE_AS_DURATION_NEUTRAL,
            ExecInst_EXECUTE_AS_FX_NEUTRAL,
            NUM_ExecInst,
            ExecInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ExecRefID;
        
        enum HandlInst : unsigned int {
            HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION,
            HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK,
            HandlInst_MANUAL_ORDER_BEST_EXECUTION,
            NUM_HandlInst,
            HandlInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SecurityIDSource : unsigned int {
            SecurityIDSource_CUSIP,
            SecurityIDSource_SEDOL,
            SecurityIDSource_QUIK,
            SecurityIDSource_ISIN_NUMBER,
            SecurityIDSource_RIC_CODE,
            SecurityIDSource_ISO_CURRENCY_CODE,
            SecurityIDSource_ISO_COUNTRY_CODE,
            SecurityIDSource_EXCHANGE_SYMBOL,
            SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION,
            SecurityIDSource_BLOOMBERG_SYMBOL,
            SecurityIDSource_WERTPAPIER,
            SecurityIDSource_DUTCH,
            SecurityIDSource_VALOREN,
            SecurityIDSource_SICOVAM,
            SecurityIDSource_BELGIAN,
            SecurityIDSource_COMMON,
            SecurityIDSource_CLEARING_HOUSE,
            SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION,
            SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY,
            SecurityIDSource_ISDA_FPML_PRODUCT_URL,
            SecurityIDSource_LETTER_OF_CREDIT,
            SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER,
            NUM_SecurityIDSource,
            SecurityIDSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string IOIID;
        
        enum IOIQltyInd : unsigned int {
            IOIQltyInd_HIGH,
            IOIQltyInd_LOW,
            IOIQltyInd_MEDIUM,
            NUM_IOIQltyInd,
            IOIQltyInd_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string IOIRefID;
        
        enum IOIQty : unsigned int {
            IOIQty_SMALL,
            IOIQty_MEDIUM,
            IOIQty_LARGE,
            IOIQty_UNDISCLOSED_QUANTITY,
            NUM_IOIQty,
            IOIQty_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum IOITransType : unsigned int {
            IOITransType_NEW,
            IOITransType_CANCEL,
            IOITransType_REPLACE,
            NUM_IOITransType,
            IOITransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum LastCapacity : unsigned int {
            LastCapacity_AGENT,
            LastCapacity_CROSS_AS_AGENT,
            LastCapacity_CROSS_AS_PRINCIPAL,
            LastCapacity_PRINCIPAL,
            NUM_LastCapacity,
            LastCapacity_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string LastMkt;
        
        typedef double LastPx;
        
        typedef double LastQty;
        
        typedef Poco::Int32 NoLinesOfText;
        
        typedef Poco::Int32 MsgSeqNum;
        
        enum MsgType : unsigned int {
            MsgType_HEARTBEAT,
            MsgType_TESTREQUEST,
            MsgType_RESENDREQUEST,
            MsgType_REJECT,
            MsgType_SEQUENCERESET,
            MsgType_LOGOUT,
            MsgType_IOI,
            MsgType_ADVERTISEMENT,
            MsgType_EXECUTIONREPORT,
            MsgType_ORDERCANCELREJECT,
            MsgType_LOGON,
            MsgType_DERIVATIVESECURITYLIST,
            MsgType_NEWORDERMULTILEG,
            MsgType_MULTILEGORDERCANCELREPLACE,
            MsgType_TRADECAPTUREREPORTREQUEST,
            MsgType_TRADECAPTUREREPORT,
            MsgType_ORDERMASSSTATUSREQUEST,
            MsgType_QUOTEREQUESTREJECT,
            MsgType_RFQREQUEST,
            MsgType_QUOTESTATUSREPORT,
            MsgType_QUOTERESPONSE,
            MsgType_CONFIRMATION,
            MsgType_POSITIONMAINTENANCEREQUEST,
            MsgType_POSITIONMAINTENANCEREPORT,
            MsgType_REQUESTFORPOSITIONS,
            MsgType_REQUESTFORPOSITIONSACK,
            MsgType_POSITIONREPORT,
            MsgType_TRADECAPTUREREPORTREQUESTACK,
            MsgType_TRADECAPTUREREPORTACK,
            MsgType_ALLOCATIONREPORT,
            MsgType_ALLOCATIONREPORTACK,
            MsgType_CONFIRMATIONACK,
            MsgType_SETTLEMENTINSTRUCTIONREQUEST,
            MsgType_ASSIGNMENTREPORT,
            MsgType_COLLATERALREQUEST,
            MsgType_COLLATERALASSIGNMENT,
            MsgType_COLLATERALRESPONSE,
            MsgType_NEWS,
            MsgType_COLLATERALREPORT,
            MsgType_COLLATERALINQUIRY,
            MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST,
            MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE,
            MsgType_USERREQUEST,
            MsgType_USERRESPONSE,
            MsgType_COLLATERALINQUIRYACK,
            MsgType_CONFIRMATIONREQUEST,
            MsgType_TRADINGSESSIONLISTREQUEST,
            MsgType_TRADINGSESSIONLIST,
            MsgType_SECURITYLISTUPDATEREPORT,
            MsgType_ADJUSTEDPOSITIONREPORT,
            MsgType_ALLOCATIONINSTRUCTIONALERT,
            MsgType_EXECUTIONACKNOWLEDGEMENT,
            MsgType_CONTRARYINTENTIONREPORT,
            MsgType_SECURITYDEFINITIONUPDATEREPORT,
            MsgType_SETTLEMENTOBLIGATIONREPORT,
            MsgType_DERIVATIVESECURITYLISTUPDATEREPORT,
            MsgType_TRADINGSESSIONLISTUPDATEREPORT,
            MsgType_MARKETDEFINITIONREQUEST,
            MsgType_MARKETDEFINITION,
            MsgType_MARKETDEFINITIONUPDATEREPORT,
            MsgType_APPLICATIONMESSAGEREQUEST,
            MsgType_APPLICATIONMESSAGEREQUESTACK,
            MsgType_APPLICATIONMESSAGEREPORT,
            MsgType_ORDERMASSACTIONREPORT,
            MsgType_EMAIL,
            MsgType_ORDERMASSACTIONREQUEST,
            MsgType_USERNOTIFICATION,
            MsgType_STREAMASSIGNMENTREQUEST,
            MsgType_STREAMASSIGNMENTREPORT,
            MsgType_STREAMASSIGNMENTREPORTACK,
            MsgType_NEWORDERSINGLE,
            MsgType_NEWORDERLIST,
            MsgType_ORDERCANCELREQUEST,
            MsgType_ORDERCANCELREPLACEREQUEST,
            MsgType_ORDERSTATUSREQUEST,
            MsgType_ALLOCATIONINSTRUCTION,
            MsgType_LISTCANCELREQUEST,
            MsgType_LISTEXECUTE,
            MsgType_LISTSTATUSREQUEST,
            MsgType_LISTSTATUS,
            MsgType_ALLOCATIONINSTRUCTIONACK,
            MsgType_DONTKNOWTRADE,
            MsgType_QUOTEREQUEST,
            MsgType_QUOTE,
            MsgType_SETTLEMENTINSTRUCTIONS,
            MsgType_MARKETDATAREQUEST,
            MsgType_MARKETDATASNAPSHOTFULLREFRESH,
            MsgType_MARKETDATAINCREMENTALREFRESH,
            MsgType_MARKETDATAREQUESTREJECT,
            MsgType_QUOTECANCEL,
            MsgType_QUOTESTATUSREQUEST,
            MsgType_MASSQUOTEACKNOWLEDGEMENT,
            MsgType_SECURITYDEFINITIONREQUEST,
            MsgType_SECURITYDEFINITION,
            MsgType_SECURITYSTATUSREQUEST,
            MsgType_SECURITYSTATUS,
            MsgType_TRADINGSESSIONSTATUSREQUEST,
            MsgType_TRADINGSESSIONSTATUS,
            MsgType_MASSQUOTE,
            MsgType_BUSINESSMESSAGEREJECT,
            MsgType_BIDREQUEST,
            MsgType_BIDRESPONSE,
            MsgType_LISTSTRIKEPRICE,
            MsgType_XMLNONFIX,
            MsgType_REGISTRATIONINSTRUCTIONS,
            MsgType_REGISTRATIONINSTRUCTIONSRESPONSE,
            MsgType_ORDERMASSCANCELREQUEST,
            MsgType_ORDERMASSCANCELREPORT,
            MsgType_NEWORDERCROSS,
            MsgType_CROSSORDERCANCELREPLACEREQUEST,
            MsgType_CROSSORDERCANCELREQUEST,
            MsgType_SECURITYTYPEREQUEST,
            MsgType_SECURITYTYPES,
            MsgType_SECURITYLISTREQUEST,
            MsgType_SECURITYLIST,
            MsgType_DERIVATIVESECURITYLISTREQUEST,
            NUM_MsgType,
            MsgType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NewSeqNo;
        
        typedef std::string OrderID;
        
        typedef double OrderQty;
        
        enum OrdStatus : unsigned int {
            OrdStatus_NEW,
            OrdStatus_PARTIALLY_FILLED,
            OrdStatus_FILLED,
            OrdStatus_DONE_FOR_DAY,
            OrdStatus_CANCELED,
            OrdStatus_REPLACED,
            OrdStatus_PENDING_CANCEL,
            OrdStatus_STOPPED,
            OrdStatus_REJECTED,
            OrdStatus_SUSPENDED,
            OrdStatus_PENDING_NEW,
            OrdStatus_CALCULATED,
            OrdStatus_EXPIRED,
            OrdStatus_ACCEPTED_FOR_BIDDING,
            OrdStatus_PENDING_REPLACE,
            NUM_OrdStatus,
            OrdStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OrdType : unsigned int {
            OrdType_MARKET,
            OrdType_LIMIT,
            OrdType_STOP,
            OrdType_STOP_LIMIT,
            OrdType_MARKET_ON_CLOSE,
            OrdType_WITH_OR_WITHOUT,
            OrdType_LIMIT_OR_BETTER,
            OrdType_LIMIT_WITH_OR_WITHOUT,
            OrdType_ON_BASIS,
            OrdType_ON_CLOSE,
            OrdType_LIMIT_ON_CLOSE,
            OrdType_FOREX_MARKET,
            OrdType_PREVIOUSLY_QUOTED,
            OrdType_PREVIOUSLY_INDICATED,
            OrdType_FOREX_LIMIT,
            OrdType_FOREX_SWAP,
            OrdType_FOREX_PREVIOUSLY_QUOTED,
            OrdType_FUNARI,
            OrdType_MARKET_IF_TOUCHED,
            OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT,
            OrdType_PREVIOUS_FUND_VALUATION_POINT,
            OrdType_NEXT_FUND_VALUATION_POINT,
            OrdType_PEGGED,
            OrdType_COUNTER_ORDER_SELECTION,
            NUM_OrdType,
            OrdType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OrigClOrdID;
        
        typedef Poco::Int32 OrigTime;
        
        enum PossDupFlag : unsigned int {
            PossDupFlag_NO,
            PossDupFlag_YES,
            NUM_PossDupFlag,
            PossDupFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double Price;
        
        typedef Poco::Int32 RefSeqNum;
        
        typedef std::string SecurityID;
        
        typedef std::string SenderCompID;
        
        typedef std::string SenderSubID;
        
        typedef Poco::Int32 SendingTime;
        
        typedef double Quantity;
        
        enum Side : unsigned int {
            Side_BUY,
            Side_SELL,
            Side_BUY_MINUS,
            Side_SELL_PLUS,
            Side_SELL_SHORT,
            Side_SELL_SHORT_EXEMPT,
            Side_UNDISCLOSED,
            Side_CROSS,
            Side_CROSS_SHORT,
            Side_CROSS_SHORT_EXEMPT,
            Side_AS_DEFINED,
            Side_OPPOSITE,
            Side_SUBSCRIBE,
            Side_REDEEM,
            Side_LEND,
            Side_BORROW,
            NUM_Side,
            Side_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string Symbol;
        
        typedef std::string TargetCompID;
        
        typedef std::string TargetSubID;
        
        typedef std::string Text;
        
        enum TimeInForce : unsigned int {
            TimeInForce_DAY,
            TimeInForce_GOOD_TILL_CANCEL,
            TimeInForce_AT_THE_OPENING,
            TimeInForce_IMMEDIATE_OR_CANCEL,
            TimeInForce_FILL_OR_KILL,
            TimeInForce_GOOD_TILL_CROSSING,
            TimeInForce_GOOD_TILL_DATE,
            TimeInForce_AT_THE_CLOSE,
            TimeInForce_GOOD_THROUGH_CROSSING,
            TimeInForce_AT_CROSSING,
            NUM_TimeInForce,
            TimeInForce_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TransactTime;
        
        enum Urgency : unsigned int {
            Urgency_NORMAL,
            Urgency_FLASH,
            Urgency_BACKGROUND,
            NUM_Urgency,
            Urgency_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ValidUntilTime;
        
        enum SettlType : unsigned int {
            SettlType_REGULAR,
            SettlType_CASH,
            SettlType_NEXT_DAY,
            SettlType_T_PLUS_2,
            SettlType_T_PLUS_3,
            SettlType_T_PLUS_4,
            SettlType_FUTURE,
            SettlType_WHEN_AND_IF_ISSUED,
            SettlType_SELLERS_OPTION,
            SettlType_T_PLUS_5,
            SettlType_BROKEN_DATE,
            SettlType_FX_SPOT_NEXT_SETTLEMENT,
            NUM_SettlType,
            SettlType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 SettlDate;
        
        enum SymbolSfx : unsigned int {
            SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE,
            SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN,
            NUM_SymbolSfx,
            SymbolSfx_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ListID;
        
        typedef Poco::Int32 ListSeqNo;
        
        typedef Poco::Int32 TotNoOrders;
        
        typedef std::string ListExecInst;
        
        typedef std::string AllocID;
        
        enum AllocTransType : unsigned int {
            AllocTransType_NEW,
            AllocTransType_REPLACE,
            AllocTransType_CANCEL,
            AllocTransType_PRELIMINARY,
            AllocTransType_CALCULATED,
            AllocTransType_CALCULATED_WITHOUT_PRELIMINARY,
            AllocTransType_REVERSAL,
            NUM_AllocTransType,
            AllocTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RefAllocID;
        
        typedef Poco::Int32 NoOrders;
        
        typedef Poco::Int32 AvgPxPrecision;
        
        typedef Poco::Int32 TradeDate;
        
        enum PositionEffect : unsigned int {
            PositionEffect_CLOSE,
            PositionEffect_FIFO,
            PositionEffect_OPEN,
            PositionEffect_ROLLED,
            PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN,
            PositionEffect_DEFAULT,
            NUM_PositionEffect,
            PositionEffect_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoAllocs;
        
        typedef std::string AllocAccount;
        
        typedef double AllocQty;
        
        enum ProcessCode : unsigned int {
            ProcessCode_REGULAR,
            ProcessCode_SOFT_DOLLAR,
            ProcessCode_STEP_IN,
            ProcessCode_STEP_OUT,
            ProcessCode_SOFT_DOLLAR_STEP_IN,
            ProcessCode_SOFT_DOLLAR_STEP_OUT,
            ProcessCode_PLAN_SPONSOR,
            NUM_ProcessCode,
            ProcessCode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoRpts;
        
        typedef Poco::Int32 RptSeq;
        
        typedef double CxlQty;
        
        typedef Poco::Int32 NoDlvyInst;
        
        enum AllocStatus : unsigned int {
            AllocStatus_ACCEPTED,
            AllocStatus_BLOCK_LEVEL_REJECT,
            AllocStatus_ACCOUNT_LEVEL_REJECT,
            AllocStatus_RECEIVED,
            AllocStatus_INCOMPLETE,
            AllocStatus_REJECTED_BY_INTERMEDIARY,
            AllocStatus_ALLOCATION_PENDING,
            AllocStatus_REVERSED,
            NUM_AllocStatus,
            AllocStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AllocRejCode : unsigned int {
            AllocRejCode_UNKNOWN_ACCOUNT,
            AllocRejCode_INCORRECT_QUANTITY,
            AllocRejCode_INCORRECT_AVERAGEG_PRICE,
            AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC,
            AllocRejCode_COMMISSION_DIFFERENCE,
            AllocRejCode_UNKNOWN_ORDERID,
            AllocRejCode_UNKNOWN_LISTID,
            AllocRejCode_OTHER_7,
            AllocRejCode_INCORRECT_ALLOCATED_QUANTITY,
            AllocRejCode_CALCULATION_DIFFERENCE,
            AllocRejCode_UNKNOWN_OR_STALE_EXECID,
            AllocRejCode_MISMATCHED_DATA,
            AllocRejCode_UNKNOWN_CLORDID,
            AllocRejCode_WAREHOUSE_REQUEST_REJECTED,
            AllocRejCode_OTHER_99,
            NUM_AllocRejCode,
            AllocRejCode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string Signature;
        
        typedef Poco::Int32 SecureDataLen;
        
        typedef std::string SecureData;
        
        typedef Poco::Int32 SignatureLength;
        
        enum EmailType : unsigned int {
            EmailType_NEW,
            EmailType_REPLY,
            EmailType_ADMIN_REPLY,
            NUM_EmailType,
            EmailType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 RawDataLength;
        
        typedef std::string RawData;
        
        enum PossResend : unsigned int {
            PossResend_NO,
            PossResend_YES,
            NUM_PossResend,
            PossResend_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum EncryptMethod : unsigned int {
            EncryptMethod_NONE,
            EncryptMethod_PKCS_1,
            EncryptMethod_DES,
            EncryptMethod_PKCS_3,
            EncryptMethod_PGP_4,
            EncryptMethod_PGP_5,
            EncryptMethod_PEM,
            NUM_EncryptMethod,
            EncryptMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double StopPx;
        
        typedef std::string ExDestination;
        
        enum CxlRejReason : unsigned int {
            CxlRejReason_TOO_LATE_TO_CANCEL,
            CxlRejReason_UNKNOWN_ORDER,
            CxlRejReason_BROKER,
            CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS,
            CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST,
            CxlRejReason_ORIGORDMODTIME,
            CxlRejReason_DUPLICATE_CLORDID,
            CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE,
            CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND,
            CxlRejReason_INVALID_PRICE_INCREMENT,
            CxlRejReason_OTHER,
            NUM_CxlRejReason,
            CxlRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OrdRejReason : unsigned int {
            OrdRejReason_BROKER,
            OrdRejReason_UNKNOWN_SYMBOL,
            OrdRejReason_EXCHANGE_CLOSED,
            OrdRejReason_ORDER_EXCEEDS_LIMIT,
            OrdRejReason_TOO_LATE_TO_ENTER,
            OrdRejReason_UNKNOWN_ORDER,
            OrdRejReason_DUPLICATE_ORDER,
            OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER,
            OrdRejReason_STALE_ORDER,
            OrdRejReason_TRADE_ALONG_REQUIRED,
            OrdRejReason_INVALID_INVESTOR_ID,
            OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC,
            OrdRejReason_SURVEILLENCE_OPTION,
            OrdRejReason_INCORRECT_QUANTITY,
            OrdRejReason_INCORRECT_ALLOCATED_QUANTITY,
            OrdRejReason_UNKNOWN_ACCOUNT,
            OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND,
            OrdRejReason_INVALID_PRICE_INCREMENT,
            OrdRejReason_OTHER,
            NUM_OrdRejReason,
            OrdRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum IOIQualifier : unsigned int {
            IOIQualifier_ALL_OR_NONE,
            IOIQualifier_MARKET_ON_CLOSE,
            IOIQualifier_AT_THE_CLOSE,
            IOIQualifier_VWAP,
            IOIQualifier_IN_TOUCH_WITH,
            IOIQualifier_LIMIT,
            IOIQualifier_MORE_BEHIND,
            IOIQualifier_AT_THE_OPEN,
            IOIQualifier_TAKING_A_POSITION,
            IOIQualifier_AT_THE_MARKET,
            IOIQualifier_READY_TO_TRADE,
            IOIQualifier_PORTFOLIO_SHOWN,
            IOIQualifier_THROUGH_THE_DAY,
            IOIQualifier_VERSUS,
            IOIQualifier_INDICATION,
            IOIQualifier_CROSSING_OPPORTUNITY,
            IOIQualifier_AT_THE_MIDPOINT,
            IOIQualifier_PRE_OPEN,
            NUM_IOIQualifier,
            IOIQualifier_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string Issuer;
        
        typedef std::string SecurityDesc;
        
        typedef Poco::Int32 HeartBtInt;
        
        typedef double MinQty;
        
        typedef double MaxFloor;
        
        typedef std::string TestReqID;
        
        enum ReportToExch : unsigned int {
            ReportToExch_NO,
            ReportToExch_YES,
            NUM_ReportToExch,
            ReportToExch_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum LocateReqd : unsigned int {
            LocateReqd_NO,
            LocateReqd_YES,
            NUM_LocateReqd,
            LocateReqd_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OnBehalfOfCompID;
        
        typedef std::string OnBehalfOfSubID;
        
        typedef std::string QuoteID;
        
        typedef double NetMoney;
        
        typedef double SettlCurrAmt;
        
        typedef std::string SettlCurrency;
        
        enum ForexReq : unsigned int {
            ForexReq_NO,
            ForexReq_YES,
            NUM_ForexReq,
            ForexReq_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 OrigSendingTime;
        
        enum GapFillFlag : unsigned int {
            GapFillFlag_NO,
            GapFillFlag_YES,
            NUM_GapFillFlag,
            GapFillFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoExecs;
        
        typedef Poco::Int32 ExpireTime;
        
        enum DKReason : unsigned int {
            DKReason_UNKNOWN_SYMBOL,
            DKReason_WRONG_SIDE,
            DKReason_QUANTITY_EXCEEDS_ORDER,
            DKReason_NO_MATCHING_ORDER,
            DKReason_PRICE_EXCEEDS_LIMIT,
            DKReason_CALCULATION_DIFFERENCE,
            DKReason_OTHER,
            NUM_DKReason,
            DKReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string DeliverToCompID;
        
        typedef std::string DeliverToSubID;
        
        enum IOINaturalFlag : unsigned int {
            IOINaturalFlag_NO,
            IOINaturalFlag_YES,
            NUM_IOINaturalFlag,
            IOINaturalFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string QuoteReqID;
        
        typedef double BidPx;
        
        typedef double OfferPx;
        
        typedef double BidSize;
        
        typedef double OfferSize;
        
        typedef Poco::Int32 NoMiscFees;
        
        typedef double MiscFeeAmt;
        
        typedef std::string MiscFeeCurr;
        
        enum MiscFeeType : unsigned int {
            MiscFeeType_REGULATORY,
            MiscFeeType_TAX,
            MiscFeeType_LOCAL_COMMISSION,
            MiscFeeType_EXCHANGE_FEES,
            MiscFeeType_STAMP,
            MiscFeeType_LEVY,
            MiscFeeType_OTHER,
            MiscFeeType_MARKUP,
            MiscFeeType_CONSUMPTION_TAX,
            MiscFeeType_PER_TRANSACTION,
            MiscFeeType_CONVERSION,
            MiscFeeType_AGENT,
            MiscFeeType_TRANSFER_FEE,
            MiscFeeType_SECURITY_LENDING,
            NUM_MiscFeeType,
            MiscFeeType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double PrevClosePx;
        
        enum ResetSeqNumFlag : unsigned int {
            ResetSeqNumFlag_NO,
            ResetSeqNumFlag_YES,
            NUM_ResetSeqNumFlag,
            ResetSeqNumFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SenderLocationID;
        
        typedef std::string TargetLocationID;
        
        typedef std::string OnBehalfOfLocationID;
        
        typedef std::string DeliverToLocationID;
        
        typedef Poco::Int32 NoRelatedSym;
        
        typedef std::string Subject;
        
        typedef std::string Headline;
        
        typedef std::string URLLink;
        
        enum ExecType : unsigned int {
            ExecType_NEW,
            ExecType_DONE_FOR_DAY,
            ExecType_CANCELED,
            ExecType_REPLACED,
            ExecType_PENDING_CANCEL,
            ExecType_STOPPED,
            ExecType_REJECTED,
            ExecType_SUSPENDED,
            ExecType_PENDING_NEW,
            ExecType_CALCULATED,
            ExecType_EXPIRED,
            ExecType_RESTATED,
            ExecType_PENDING_REPLACE,
            ExecType_TRADE,
            ExecType_TRADE_CORRECT,
            ExecType_TRADE_CANCEL,
            ExecType_ORDER_STATUS,
            ExecType_TRADE_IN_A_CLEARING_HOLD,
            ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING,
            ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM,
            NUM_ExecType,
            ExecType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double LeavesQty;
        
        typedef double CashOrderQty;
        
        typedef double AllocAvgPx;
        
        typedef double AllocNetMoney;
        
        typedef float SettlCurrFxRate;
        
        enum SettlCurrFxRateCalc : unsigned int {
            SettlCurrFxRateCalc_MULTIPLY,
            SettlCurrFxRateCalc_DIVIDE,
            NUM_SettlCurrFxRateCalc,
            SettlCurrFxRateCalc_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NumDaysInterest;
        
        typedef float AccruedInterestRate;
        
        typedef double AccruedInterestAmt;
        
        enum SettlInstMode : unsigned int {
            SettlInstMode_DEFAULT,
            SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED,
            SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING,
            SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING,
            SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT,
            SettlInstMode_REQUEST_REJECT,
            NUM_SettlInstMode,
            SettlInstMode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string AllocText;
        
        typedef std::string SettlInstID;
        
        enum SettlInstTransType : unsigned int {
            SettlInstTransType_NEW,
            SettlInstTransType_CANCEL,
            SettlInstTransType_REPLACE,
            SettlInstTransType_RESTATE,
            NUM_SettlInstTransType,
            SettlInstTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string EmailThreadID;
        
        enum SettlInstSource : unsigned int {
            SettlInstSource_BROKERS_INSTRUCTIONS,
            SettlInstSource_INSTITUTIONS_INSTRUCTIONS,
            SettlInstSource_INVESTOR,
            NUM_SettlInstSource,
            SettlInstSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SecurityType : unsigned int {
            SecurityType_US_TREASURY_NOTE_UST,
            SecurityType_US_TREASURY_BILL_USTB,
            SecurityType_EURO_SUPRANATIONAL_COUPONS,
            SecurityType_FEDERAL_AGENCY_COUPON,
            SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE,
            SecurityType_PRIVATE_EXPORT_FUNDING,
            SecurityType_USD_SUPRANATIONAL_COUPONS,
            SecurityType_CORPORATE_BOND,
            SecurityType_CORPORATE_PRIVATE_PLACEMENT,
            SecurityType_CONVERTIBLE_BOND,
            SecurityType_DUAL_CURRENCY,
            SecurityType_EURO_CORPORATE_BOND,
            SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES,
            SecurityType_US_CORPORATE_FLOATING_RATE_NOTES,
            SecurityType_INDEXED_LINKED,
            SecurityType_STRUCTURED_NOTES,
            SecurityType_YANKEE_CORPORATE_BOND,
            SecurityType_FOREIGN_EXCHANGE_CONTRACT,
            SecurityType_CREDIT_DEFAULT_SWAP,
            SecurityType_FUTURE,
            SecurityType_OPTION,
            SecurityType_OPTIONS_ON_FUTURES,
            SecurityType_OPTIONS_ON_PHYSICAL,
            SecurityType_INTEREST_RATE_SWAP,
            SecurityType_OPTIONS_ON_COMBO,
            SecurityType_COMMON_STOCK,
            SecurityType_PREFERRED_STOCK,
            SecurityType_REPURCHASE,
            SecurityType_FORWARD,
            SecurityType_BUY_SELLBACK,
            SecurityType_SECURITIES_LOAN,
            SecurityType_SECURITIES_PLEDGE,
            SecurityType_BRADY_BOND,
            SecurityType_CANADIAN_TREASURY_NOTES,
            SecurityType_CANADIAN_TREASURY_BILLS,
            SecurityType_EURO_SOVEREIGNS,
            SecurityType_CANADIAN_PROVINCIAL_BONDS,
            SecurityType_TREASURY_BILL,
            SecurityType_US_TREASURY_BOND,
            SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE,
            SecurityType_US_TREASURY_BILL_TBILL,
            SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES,
            SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE,
            SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE,
            SecurityType_US_TREASURY_NOTE_TNOTE,
            SecurityType_TERM_LOAN,
            SecurityType_REVOLVER_LOAN,
            SecurityType_REVOLVER_TERM_LOAN,
            SecurityType_BRIDGE_LOAN,
            SecurityType_LETTER_OF_CREDIT,
            SecurityType_SWING_LINE_FACILITY,
            SecurityType_DEBTOR_IN_POSSESSION,
            SecurityType_DEFAULTED,
            SecurityType_WITHDRAWN,
            SecurityType_REPLACED,
            SecurityType_MATURED,
            SecurityType_AMENDED_RESTATED,
            SecurityType_RETIRED,
            SecurityType_BANKERS_ACCEPTANCE,
            SecurityType_BANK_DEPOSITORY_NOTE,
            SecurityType_BANK_NOTES,
            SecurityType_BILL_OF_EXCHANGES,
            SecurityType_CANADIAN_MONEY_MARKETS,
            SecurityType_CERTIFICATE_OF_DEPOSIT,
            SecurityType_CALL_LOANS,
            SecurityType_COMMERCIAL_PAPER,
            SecurityType_DEPOSIT_NOTES,
            SecurityType_EURO_CERTIFICATE_OF_DEPOSIT,
            SecurityType_EURO_COMMERCIAL_PAPER,
            SecurityType_LIQUIDITY_NOTE,
            SecurityType_MEDIUM_TERM_NOTES,
            SecurityType_OVERNIGHT,
            SecurityType_PROMISSORY_NOTE,
            SecurityType_SHORT_TERM_LOAN_NOTE,
            SecurityType_PLAZOS_FIJOS,
            SecurityType_SECURED_LIQUIDITY_NOTE,
            SecurityType_TIME_DEPOSIT,
            SecurityType_TERM_LIQUIDITY_NOTE,
            SecurityType_EXTENDED_COMM_NOTE,
            SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT,
            SecurityType_ASSET_BACKED_SECURITIES,
            SecurityType_CANADIAN_MORTGAGE_BONDS,
            SecurityType_CORP_MORTGAGE_BACKED_SECURITIES,
            SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION,
            SecurityType_IOETTE_MORTGAGE,
            SecurityType_MORTGAGE_BACKED_SECURITIES,
            SecurityType_MORTGAGE_INTEREST_ONLY,
            SecurityType_MORTGAGE_PRINCIPAL_ONLY,
            SecurityType_MORTGAGE_PRIVATE_PLACEMENT,
            SecurityType_MISCELLANEOUS_PASS_THROUGH,
            SecurityType_PFANDBRIEFE,
            SecurityType_TO_BE_ANNOUNCED,
            SecurityType_OTHER_ANTICIPATION_NOTES,
            SecurityType_CERTIFICATE_OF_OBLIGATION,
            SecurityType_CERTIFICATE_OF_PARTICIPATION,
            SecurityType_GENERAL_OBLIGATION_BONDS,
            SecurityType_MANDATORY_TENDER,
            SecurityType_REVENUE_ANTICIPATION_NOTE,
            SecurityType_REVENUE_BONDS,
            SecurityType_SPECIAL_ASSESSMENT,
            SecurityType_SPECIAL_OBLIGATION,
            SecurityType_SPECIAL_TAX,
            SecurityType_TAX_ANTICIPATION_NOTE,
            SecurityType_TAX_ALLOCATION,
            SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER,
            SecurityType_TAXABLE_MUNICIPAL_CP,
            SecurityType_TAX_REVENUE_ANTICIPATION_NOTE,
            SecurityType_VARIABLE_RATE_DEMAND_NOTE,
            SecurityType_WARRANT,
            SecurityType_MUTUAL_FUND,
            SecurityType_MULTILEG_INSTRUMENT,
            SecurityType_NO_SECURITY_TYPE,
            SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST,
            SecurityType_CASH,
            SecurityType_NON_DELIVERABLE_FORWARD,
            SecurityType_FX_SPOT,
            SecurityType_FX_FORWARD,
            SecurityType_FX_SWAP,
            NUM_SecurityType,
            SecurityType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 EffectiveTime;
        
        enum StandInstDbType : unsigned int {
            StandInstDbType_OTHER,
            StandInstDbType_DTC_SID,
            StandInstDbType_THOMSON_ALERT,
            StandInstDbType_A_GLOBAL_CUSTODIAN,
            StandInstDbType_ACCOUNTNET,
            NUM_StandInstDbType,
            StandInstDbType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string StandInstDbName;
        
        typedef std::string StandInstDbID;
        
        enum SettlDeliveryType : unsigned int {
            SettlDeliveryType_VERSUS_PAYMENT_DELIVER,
            SettlDeliveryType_FREE_DELIVER,
            SettlDeliveryType_TRI_PARTY,
            SettlDeliveryType_HOLD_IN_CUSTODY,
            NUM_SettlDeliveryType,
            SettlDeliveryType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double BidSpotRate;
        
        typedef double BidForwardPoints;
        
        typedef double OfferSpotRate;
        
        typedef double OfferForwardPoints;
        
        typedef double OrderQty2;
        
        typedef Poco::Int32 SettlDate2;
        
        typedef double LastSpotRate;
        
        typedef double LastForwardPoints;
        
        typedef std::string AllocLinkID;
        
        enum AllocLinkType : unsigned int {
            AllocLinkType_FX_NETTING,
            AllocLinkType_FX_SWAP,
            NUM_AllocLinkType,
            AllocLinkType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SecondaryOrderID;
        
        typedef Poco::Int32 NoIOIQualifiers;
        
        typedef Poco::Int32 MaturityMonthYear;
        
        enum PutOrCall : unsigned int {
            PutOrCall_PUT,
            PutOrCall_CALL,
            NUM_PutOrCall,
            PutOrCall_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double StrikePrice;
        
        enum CoveredOrUncovered : unsigned int {
            CoveredOrUncovered_COVERED,
            CoveredOrUncovered_UNCOVERED,
            NUM_CoveredOrUncovered,
            CoveredOrUncovered_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OptAttribute;
        
        typedef std::string SecurityExchange;
        
        enum NotifyBrokerOfCredit : unsigned int {
            NotifyBrokerOfCredit_NO,
            NotifyBrokerOfCredit_YES,
            NUM_NotifyBrokerOfCredit,
            NotifyBrokerOfCredit_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AllocHandlInst : unsigned int {
            AllocHandlInst_MATCH,
            AllocHandlInst_FORWARD,
            AllocHandlInst_FORWARD_AND_MATCH,
            NUM_AllocHandlInst,
            AllocHandlInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double MaxShow;
        
        typedef float PegOffsetValue;
        
        typedef Poco::Int32 XmlDataLen;
        
        typedef std::string XmlData;
        
        typedef std::string SettlInstRefID;
        
        typedef Poco::Int32 NoRoutingIDs;
        
        enum RoutingType : unsigned int {
            RoutingType_TARGET_FIRM,
            RoutingType_TARGET_LIST,
            RoutingType_BLOCK_FIRM,
            RoutingType_BLOCK_LIST,
            NUM_RoutingType,
            RoutingType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RoutingID;
        
        typedef double Spread;
        
        typedef std::string BenchmarkCurveCurrency;
        
        enum BenchmarkCurveName : unsigned int {
            BenchmarkCurveName_EONIA,
            BenchmarkCurveName_EUREPO,
            BenchmarkCurveName_EURIBOR,
            BenchmarkCurveName_FUTURESWAP,
            BenchmarkCurveName_LIBID,
            BenchmarkCurveName_LIBOR,
            BenchmarkCurveName_MUNIAAA,
            BenchmarkCurveName_OTHER,
            BenchmarkCurveName_PFANDBRIEFE,
            BenchmarkCurveName_SONIA,
            BenchmarkCurveName_SWAP,
            BenchmarkCurveName_TREASURY,
            NUM_BenchmarkCurveName,
            BenchmarkCurveName_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string BenchmarkCurvePoint;
        
        typedef float CouponRate;
        
        typedef Poco::Int32 CouponPaymentDate;
        
        typedef Poco::Int32 IssueDate;
        
        typedef Poco::Int32 RepurchaseTerm;
        
        typedef float RepurchaseRate;
        
        typedef float Factor;
        
        typedef Poco::Int32 TradeOriginationDate;
        
        typedef Poco::Int32 ExDate;
        
        typedef float ContractMultiplier;
        
        typedef Poco::Int32 NoStipulations;
        
        enum StipulationType : unsigned int {
            StipulationType_ALTERNATIVE_MINIMUM_TAX,
            StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER,
            StipulationType_BANK_QUALIFIED,
            StipulationType_BARGAIN_CONDITIONS,
            StipulationType_COUPON_RANGE,
            StipulationType_ISO_CURRENCY_CODE,
            StipulationType_CUSTOM_START_END_DATE,
            StipulationType_GEOGRAPHICS_AND_RANGE,
            StipulationType_VALUATION_DISCOUNT,
            StipulationType_INSURED,
            StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE,
            StipulationType_ISSUERS_TICKER,
            StipulationType_ISSUE_SIZE_RANGE,
            StipulationType_LOOKBACK_DAYS,
            StipulationType_EXPLICIT_LOT_IDENTIFIER,
            StipulationType_LOT_VARIANCE,
            StipulationType_MATURITY_YEAR_AND_MONTH,
            StipulationType_MATURITY_RANGE,
            StipulationType_MAXIMUM_SUBSTITUTIONS,
            StipulationType_MINIMUM_DENOMINATION,
            StipulationType_MINIMUM_INCREMENT,
            StipulationType_MINIMUM_QUANTITY,
            StipulationType_PAYMENT_FREQUENCY_CALENDAR,
            StipulationType_NUMBER_OF_PIECES,
            StipulationType_POOLS_MAXIMUM,
            StipulationType_POOLS_PER_LOT,
            StipulationType_POOLS_PER_MILLION,
            StipulationType_POOLS_PER_TRADE,
            StipulationType_PRICE_RANGE,
            StipulationType_PRICING_FREQUENCY,
            StipulationType_PRODUCTION_YEAR,
            StipulationType_CALL_PROTECTION,
            StipulationType_PURPOSE,
            StipulationType_BENCHMARK_PRICE_SOURCE,
            StipulationType_RATING_SOURCE_AND_RANGE,
            StipulationType_TYPE_OF_REDEMPTION,
            StipulationType_RESTRICTED,
            StipulationType_MARKET_SECTOR,
            StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED,
            StipulationType_STRUCTURE,
            StipulationType_SUBSTITUTIONS_FREQUENCY,
            StipulationType_SUBSTITUTIONS_LEFT,
            StipulationType_FREEFORM_TEXT,
            StipulationType_TRADE_VARIANCE,
            StipulationType_WEIGHTED_AVERAGE_COUPON,
            StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON,
            StipulationType_WEIGHTED_AVERAGE_LOAN_AGE,
            StipulationType_WEIGHTED_AVERAGE_MATURITY,
            StipulationType_WHOLE_POOL,
            StipulationType_YIELD_RANGE,
            StipulationType_AVERAGE_FICO_SCORE,
            StipulationType_AVERAGE_LOAN_SIZE,
            StipulationType_MAXIMUM_LOAN_BALANCE,
            StipulationType_POOL_IDENTIFIER,
            StipulationType_TYPE_OF_ROLL_TRADE,
            StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE,
            StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE,
            StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE,
            StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET,
            StipulationType_BROKERS_SALES_CREDIT,
            StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS,
            StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS,
            StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY,
            StipulationType_MAXIMUM_ORDER_SIZE,
            StipulationType_ORDER_QUANTITY_INCREMENT,
            StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR,
            StipulationType_BROKER_SALES_CREDIT_OVERRIDE,
            StipulationType_TRADERS_CREDIT,
            StipulationType_DISCOUNT_RATE,
            StipulationType_YIELD_TO_MATURITY,
            StipulationType_ABSOLUTE_PREPAYMENT_SPEED,
            StipulationType_CONSTANT_PREPAYMENT_PENALTY,
            StipulationType_CONSTANT_PREPAYMENT_RATE,
            StipulationType_CONSTANT_PREPAYMENT_YIELD,
            StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE,
            StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE,
            StipulationType_MONTHLY_PREPAYMENT_RATE,
            StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE,
            StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE,
            StipulationType_SINGLE_MONTHLY_MORTALITY,
            NUM_StipulationType,
            StipulationType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string StipulationValue;
        
        enum YieldType : unsigned int {
            YieldType_AFTER_TAX_YIELD,
            YieldType_ANNUAL_YIELD,
            YieldType_YIELD_AT_ISSUE,
            YieldType_YIELD_TO_AVG_MATURITY,
            YieldType_BOOK_YIELD,
            YieldType_YIELD_TO_NEXT_CALL,
            YieldType_YIELD_CHANGE_SINCE_CLOSE,
            YieldType_CLOSING_YIELD,
            YieldType_COMPOUND_YIELD,
            YieldType_CURRENT_YIELD,
            YieldType_GVNT_EQUIVALENT_YIELD,
            YieldType_TRUE_GROSS_YIELD,
            YieldType_YIELD_WITH_INFLATION_ASSUMPTION,
            YieldType_INVERSE_FLOATER_BOND_YIELD,
            YieldType_MOST_RECENT_CLOSING_YIELD,
            YieldType_CLOSING_YIELD_MOST_RECENT_MONTH,
            YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER,
            YieldType_CLOSING_YIELD_MOST_RECENT_YEAR,
            YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE,
            YieldType_MARK_TO_MARKET_YIELD,
            YieldType_YIELD_TO_MATURITY,
            YieldType_YIELD_TO_NEXT_REFUND,
            YieldType_OPEN_AVERAGE_YIELD,
            YieldType_PREVIOUS_CLOSE_YIELD,
            YieldType_PROCEEDS_YIELD,
            YieldType_YIELD_TO_NEXT_PUT,
            YieldType_SEMI_ANNUAL_YIELD,
            YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE,
            YieldType_SIMPLE_YIELD,
            YieldType_TAX_EQUIVALENT_YIELD,
            YieldType_YIELD_TO_TENDER_DATE,
            YieldType_TRUE_YIELD,
            YieldType_YIELD_VALUE_OF_1_32,
            YieldType_YIELD_TO_WORST,
            NUM_YieldType,
            YieldType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float Yield;
        
        typedef double TotalTakedown;
        
        typedef double Concession;
        
        typedef std::string RepoCollateralSecurityType;
        
        typedef Poco::Int32 RedemptionDate;
        
        typedef Poco::Int32 UnderlyingCouponPaymentDate;
        
        typedef Poco::Int32 UnderlyingIssueDate;
        
        typedef std::string UnderlyingRepoCollateralSecurityType;
        
        typedef Poco::Int32 UnderlyingRepurchaseTerm;
        
        typedef float UnderlyingRepurchaseRate;
        
        typedef float UnderlyingFactor;
        
        typedef Poco::Int32 UnderlyingRedemptionDate;
        
        typedef Poco::Int32 LegCouponPaymentDate;
        
        typedef Poco::Int32 LegIssueDate;
        
        typedef std::string LegRepoCollateralSecurityType;
        
        typedef Poco::Int32 LegRepurchaseTerm;
        
        typedef float LegRepurchaseRate;
        
        typedef float LegFactor;
        
        typedef Poco::Int32 LegRedemptionDate;
        
        typedef std::string CreditRating;
        
        typedef std::string UnderlyingCreditRating;
        
        typedef std::string LegCreditRating;
        
        enum TradedFlatSwitch : unsigned int {
            TradedFlatSwitch_NO,
            TradedFlatSwitch_YES,
            NUM_TradedFlatSwitch,
            TradedFlatSwitch_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 BasisFeatureDate;
        
        typedef double BasisFeaturePrice;
        
        typedef std::string MDReqID;
        
        enum SubscriptionRequestType : unsigned int {
            SubscriptionRequestType_SNAPSHOT,
            SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES,
            SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST,
            NUM_SubscriptionRequestType,
            SubscriptionRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 MarketDepth;
        
        enum MDUpdateType : unsigned int {
            MDUpdateType_FULL_REFRESH,
            MDUpdateType_INCREMENTAL_REFRESH,
            NUM_MDUpdateType,
            MDUpdateType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AggregatedBook : unsigned int {
            AggregatedBook_YES,
            AggregatedBook_NO,
            NUM_AggregatedBook,
            AggregatedBook_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoMDEntryTypes;
        
        typedef Poco::Int32 NoMDEntries;
        
        enum MDEntryType : unsigned int {
            MDEntryType_BID,
            MDEntryType_OFFER,
            MDEntryType_TRADE,
            MDEntryType_INDEX_VALUE,
            MDEntryType_OPENING_PRICE,
            MDEntryType_CLOSING_PRICE,
            MDEntryType_SETTLEMENT_PRICE,
            MDEntryType_TRADING_SESSION_HIGH_PRICE,
            MDEntryType_TRADING_SESSION_LOW_PRICE,
            MDEntryType_TRADING_SESSION_VWAP_PRICE,
            MDEntryType_IMBALANCE,
            MDEntryType_TRADE_VOLUME,
            MDEntryType_OPEN_INTEREST,
            MDEntryType_COMPOSITE_UNDERLYING_PRICE,
            MDEntryType_SIMULATED_SELL_PRICE,
            MDEntryType_SIMULATED_BUY_PRICE,
            MDEntryType_MARGIN_RATE,
            MDEntryType_MID_PRICE,
            MDEntryType_EMPTY_BOOK,
            MDEntryType_SETTLE_HIGH_PRICE,
            MDEntryType_SETTLE_LOW_PRICE,
            MDEntryType_PRIOR_SETTLE_PRICE,
            MDEntryType_SESSION_HIGH_BID,
            MDEntryType_SESSION_LOW_OFFER,
            MDEntryType_EARLY_PRICES,
            MDEntryType_AUCTION_CLEARING_PRICE,
            MDEntryType_SWAP_VALUE_FACTOR,
            MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS,
            MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS,
            MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS,
            MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS,
            MDEntryType_RECOVERY_RATE,
            MDEntryType_RECOVERY_RATE_FOR_LONG,
            MDEntryType_RECOVERY_RATE_FOR_SHORT,
            MDEntryType_FIXING_PRICE,
            MDEntryType_CASH_RATE,
            NUM_MDEntryType,
            MDEntryType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double MDEntryPx;
        
        typedef double MDEntrySize;
        
        typedef Poco::Int32 MDEntryDate;
        
        typedef Poco::Int32 MDEntryTime;
        
        enum TickDirection : unsigned int {
            TickDirection_PLUS_TICK,
            TickDirection_ZERO_PLUS_TICK,
            TickDirection_MINUS_TICK,
            TickDirection_ZERO_MINUS_TICK,
            NUM_TickDirection,
            TickDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MDMkt;
        
        enum QuoteCondition : unsigned int {
            QuoteCondition_OPEN_ACTIVE,
            QuoteCondition_CLOSED_INACTIVE,
            QuoteCondition_EXCHANGE_BEST,
            QuoteCondition_CONSOLIDATED_BEST,
            QuoteCondition_LOCKED,
            QuoteCondition_CROSSED,
            QuoteCondition_DEPTH,
            QuoteCondition_FAST_TRADING,
            QuoteCondition_NON_FIRM,
            QuoteCondition_MANUAL_SLOW_QUOTE,
            QuoteCondition_OUTRIGHT_PRICE,
            QuoteCondition_IMPLIED_PRICE,
            QuoteCondition_DEPTH_ON_OFFER,
            QuoteCondition_DEPTH_ON_BID,
            QuoteCondition_CLOSING,
            QuoteCondition_NEWS_DISSEMINATION,
            QuoteCondition_TRADING_RANGE,
            QuoteCondition_ORDER_INFLUX,
            QuoteCondition_DUE_TO_RELATED,
            QuoteCondition_NEWS_PENDING,
            QuoteCondition_ADDITIONAL_INFO,
            QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED,
            QuoteCondition_RESUME,
            QuoteCondition_VIEW_OF_COMMON,
            QuoteCondition_VOLUME_ALERT,
            QuoteCondition_ORDER_IMBALANCE,
            QuoteCondition_EQUIPMENT_CHANGEOVER,
            QuoteCondition_NO_OPEN,
            QuoteCondition_REGULAR_ETH,
            QuoteCondition_AUTOMATIC_EXECUTION,
            QuoteCondition_AUTOMATIC_EXECUTION_ETH,
            QuoteCondition_FAST_MARKET_ETH,
            QuoteCondition_INACTIVE_ETH,
            QuoteCondition_ROTATION,
            QuoteCondition_ROTATION_ETH,
            QuoteCondition_HALT,
            QuoteCondition_HALT_ETH,
            QuoteCondition_DUE_TO_NEWS_DISSEMINATION,
            QuoteCondition_DUE_TO_NEWS_PENDING,
            QuoteCondition_TRADING_RESUME,
            QuoteCondition_OUT_OF_SEQUENCE,
            QuoteCondition_BID_SPECIALIST,
            QuoteCondition_OFFER_SPECIALIST,
            QuoteCondition_BID_OFFER_SPECIALIST,
            QuoteCondition_END_OF_DAY_SAM,
            QuoteCondition_FORBIDDEN_SAM,
            QuoteCondition_FROZEN_SAM,
            QuoteCondition_PREOPENING_SAM,
            QuoteCondition_OPENING_SAM,
            QuoteCondition_OPEN_SAM,
            QuoteCondition_SURVEILLANCE_SAM,
            QuoteCondition_SUSPENDED_SAM,
            QuoteCondition_RESERVED_SAM,
            QuoteCondition_NO_ACTIVE_SAM,
            QuoteCondition_RESTRICTED,
            QuoteCondition_REST_OF_BOOK_VWAP,
            QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS,
            QuoteCondition_MEDIAN_PRICE,
            QuoteCondition_FULL_CURVE,
            QuoteCondition_FLAT_CURVE,
            NUM_QuoteCondition,
            QuoteCondition_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TradeCondition : unsigned int {
            TradeCondition_CASH,
            TradeCondition_AVERAGE_PRICE_TRADE,
            TradeCondition_CASH_TRADE,
            TradeCondition_NEXT_DAY,
            TradeCondition_OPENING_REOPENING_TRADE_DETAIL,
            TradeCondition_INTRADAY_TRADE_DETAIL,
            TradeCondition_RULE_127_TRADE,
            TradeCondition_RULE_155_TRADE,
            TradeCondition_SOLD_LAST,
            TradeCondition_NEXT_DAY_TRADE,
            TradeCondition_OPENED,
            TradeCondition_SELLER,
            TradeCondition_SOLD,
            TradeCondition_STOPPED_STOCK,
            TradeCondition_IMBALANCE_MORE_BUYERS,
            TradeCondition_IMBALANCE_MORE_SELLERS,
            TradeCondition_OPENING_PRICE,
            TradeCondition_BARGAIN_CONDITION,
            TradeCondition_CONVERTED_PRICE_INDICATOR,
            TradeCondition_EXCHANGE_LAST,
            TradeCondition_FINAL_PRICE_OF_SESSION,
            TradeCondition_EX_PIT,
            TradeCondition_CROSSED_X,
            TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE,
            TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP,
            TradeCondition_VOLUME_ONLY,
            TradeCondition_DIRECT_PLUS,
            TradeCondition_ACQUISITION,
            TradeCondition_BUNCHED,
            TradeCondition_DISTRIBUTION,
            TradeCondition_BUNCHED_SALE,
            TradeCondition_SPLIT_TRADE,
            TradeCondition_CANCEL_STOPPED,
            TradeCondition_CANCEL_ETH,
            TradeCondition_CANCEL_STOPPED_ETH,
            TradeCondition_OUT_OF_SEQUENCE_ETH,
            TradeCondition_CANCEL_LAST_ETH,
            TradeCondition_SOLD_LAST_SALE_ETH,
            TradeCondition_CANCEL_LAST,
            TradeCondition_SOLD_LAST_SALE,
            TradeCondition_CANCEL_OPEN,
            TradeCondition_CANCEL_OPEN_ETH,
            TradeCondition_OPENED_SALE_ETH,
            TradeCondition_CANCEL_ONLY,
            TradeCondition_CANCEL_ONLY_ETH,
            TradeCondition_LATE_OPEN_ETH,
            TradeCondition_AUTO_EXECUTION_ETH,
            TradeCondition_REOPEN,
            TradeCondition_REOPEN_ETH,
            TradeCondition_ADJUSTED,
            TradeCondition_ADJUSTED_ETH,
            TradeCondition_SPREAD,
            TradeCondition_SPREAD_ETH,
            TradeCondition_STRADDLE,
            TradeCondition_STRADDLE_ETH,
            TradeCondition_STOPPED,
            TradeCondition_STOPPED_ETH,
            TradeCondition_REGULAR_ETH,
            TradeCondition_COMBO,
            TradeCondition_COMBO_ETH,
            TradeCondition_OFFICIAL_CLOSING_PRICE,
            TradeCondition_PRIOR_REFERENCE_PRICE,
            TradeCondition_CANCEL,
            TradeCondition_STOPPED_SOLD_LAST,
            TradeCondition_STOPPED_OUT_OF_SEQUENCE,
            TradeCondition_OFFICAL_CLOSING_PRICE,
            TradeCondition_CROSSED_AO,
            TradeCondition_FAST_MARKET,
            TradeCondition_AUTOMATIC_EXECUTION,
            TradeCondition_FORM_T,
            TradeCondition_BASKET_INDEX,
            TradeCondition_BURST_BASKET,
            TradeCondition_OUTSIDE_SPREAD,
            TradeCondition_IMPLIED_TRADE,
            TradeCondition_MARKETPLACE_ENTERED_TRADE,
            TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE,
            TradeCondition_MULTILEG_TO_MULTILEG_TRADE,
            NUM_TradeCondition,
            TradeCondition_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MDEntryID;
        
        enum MDUpdateAction : unsigned int {
            MDUpdateAction_NEW,
            MDUpdateAction_CHANGE,
            MDUpdateAction_DELETE,
            MDUpdateAction_DELETE_THRU,
            MDUpdateAction_DELETE_FROM,
            MDUpdateAction_OVERLAY,
            NUM_MDUpdateAction,
            MDUpdateAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MDEntryRefID;
        
        enum MDReqRejReason : unsigned int {
            MDReqRejReason_UNKNOWN_SYMBOL,
            MDReqRejReason_DUPLICATE_MDREQID,
            MDReqRejReason_INSUFFICIENT_BANDWIDTH,
            MDReqRejReason_INSUFFICIENT_PERMISSIONS,
            MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE,
            MDReqRejReason_UNSUPPORTED_MARKETDEPTH,
            MDReqRejReason_UNSUPPORTED_MDUPDATETYPE,
            MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK,
            MDReqRejReason_UNSUPPORTED_MDENTRYTYPE,
            MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID,
            MDReqRejReason_UNSUPPORTED_SCOPE,
            MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG,
            MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE,
            MDReqRejReason_INSUFFICIENT_CREDIT,
            NUM_MDReqRejReason,
            MDReqRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MDEntryOriginator;
        
        typedef std::string LocationID;
        
        typedef std::string DeskID;
        
        enum DeleteReason : unsigned int {
            DeleteReason_CANCELLATION,
            DeleteReason_ERROR,
            NUM_DeleteReason,
            DeleteReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OpenCloseSettlFlag : unsigned int {
            OpenCloseSettlFlag_DAILY_OPEN,
            OpenCloseSettlFlag_SESSION_OPEN,
            OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY,
            OpenCloseSettlFlag_EXPECTED_ENTRY,
            OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY,
            OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE,
            NUM_OpenCloseSettlFlag,
            OpenCloseSettlFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 SellerDays;
        
        typedef std::string MDEntryBuyer;
        
        typedef std::string MDEntrySeller;
        
        typedef Poco::Int32 MDEntryPositionNo;
        
        enum FinancialStatus : unsigned int {
            FinancialStatus_BANKRUPT,
            FinancialStatus_PENDING_DELISTING,
            FinancialStatus_RESTRICTED,
            NUM_FinancialStatus,
            FinancialStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CorporateAction : unsigned int {
            CorporateAction_EX_DIVIDEND,
            CorporateAction_EX_DISTRIBUTION,
            CorporateAction_EX_RIGHTS,
            CorporateAction_NEW,
            CorporateAction_EX_INTEREST,
            CorporateAction_CASH_DIVIDEND,
            CorporateAction_STOCK_DIVIDEND,
            CorporateAction_NON_INTEGER_STOCK_SPLIT,
            CorporateAction_REVERSE_STOCK_SPLIT,
            CorporateAction_STANDARD_INTEGER_STOCK_SPLIT,
            CorporateAction_POSITION_CONSOLIDATION,
            CorporateAction_LIQUIDATION_REORGANIZATION,
            CorporateAction_MERGER_REORGANIZATION,
            CorporateAction_RIGHTS_OFFERING,
            CorporateAction_SHAREHOLDER_MEETING,
            CorporateAction_SPINOFF,
            CorporateAction_TENDER_OFFER,
            CorporateAction_WARRANT,
            CorporateAction_SPECIAL_ACTION,
            CorporateAction_SYMBOL_CONVERSION,
            CorporateAction_CUSIP,
            CorporateAction_LEAP_ROLLOVER,
            CorporateAction_SUCCESSION_EVENT,
            NUM_CorporateAction,
            CorporateAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double DefBidSize;
        
        typedef double DefOfferSize;
        
        typedef Poco::Int32 NoQuoteEntries;
        
        typedef Poco::Int32 NoQuoteSets;
        
        enum QuoteStatus : unsigned int {
            QuoteStatus_ACCEPTED,
            QuoteStatus_CANCEL_FOR_SYMBOL,
            QuoteStatus_CANCELED_FOR_SECURITY_TYPE,
            QuoteStatus_CANCELED_FOR_UNDERLYING,
            QuoteStatus_CANCELED_ALL,
            QuoteStatus_REJECTED,
            QuoteStatus_REMOVED_FROM_MARKET,
            QuoteStatus_EXPIRED,
            QuoteStatus_QUERY,
            QuoteStatus_QUOTE_NOT_FOUND,
            QuoteStatus_PENDING,
            QuoteStatus_PASS,
            QuoteStatus_LOCKED_MARKET_WARNING,
            QuoteStatus_CROSS_MARKET_WARNING,
            QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET,
            QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET,
            QuoteStatus_ACTIVE,
            QuoteStatus_CANCELED,
            QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT,
            QuoteStatus_PENDING_END_TRADE,
            QuoteStatus_TOO_LATE_TO_END,
            NUM_QuoteStatus,
            QuoteStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum QuoteCancelType : unsigned int {
            QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES,
            QuoteCancelType_CANCEL_FOR_SECURITY_TYPE,
            QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY,
            QuoteCancelType_CANCEL_ALL_QUOTES,
            QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID,
            QuoteCancelType_CANCEL_BY_QUOTETYPE,
            QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER,
            QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_QuoteCancelType,
            QuoteCancelType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string QuoteEntryID;
        
        enum QuoteRejectReason : unsigned int {
            QuoteRejectReason_UNKNOWN_SYMBOL,
            QuoteRejectReason_EXCHANGE,
            QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT,
            QuoteRejectReason_TOO_LATE_TO_ENTER,
            QuoteRejectReason_UNKNOWN_QUOTE,
            QuoteRejectReason_DUPLICATE_QUOTE,
            QuoteRejectReason_INVALID_BID_ASK_SPREAD,
            QuoteRejectReason_INVALID_PRICE,
            QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY,
            QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND,
            QuoteRejectReason_QUOTE_LOCKED,
            QuoteRejectReason_OTHER,
            QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER,
            QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_QuoteRejectReason,
            QuoteRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum QuoteResponseLevel : unsigned int {
            QuoteResponseLevel_NO_ACKNOWLEDGEMENT,
            QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES,
            QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE,
            QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT,
            NUM_QuoteResponseLevel,
            QuoteResponseLevel_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string QuoteSetID;
        
        enum QuoteRequestType : unsigned int {
            QuoteRequestType_MANUAL,
            QuoteRequestType_AUTOMATIC,
            NUM_QuoteRequestType,
            QuoteRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotNoQuoteEntries;
        
        typedef std::string UnderlyingSecurityIDSource;
        
        typedef std::string UnderlyingIssuer;
        
        typedef std::string UnderlyingSecurityDesc;
        
        typedef std::string UnderlyingSecurityExchange;
        
        typedef std::string UnderlyingSecurityID;
        
        typedef std::string UnderlyingSecurityType;
        
        typedef std::string UnderlyingSymbol;
        
        typedef std::string UnderlyingSymbolSfx;
        
        typedef Poco::Int32 UnderlyingMaturityMonthYear;
        
        typedef Poco::Int32 UnderlyingPutOrCall;
        
        typedef double UnderlyingStrikePrice;
        
        typedef std::string UnderlyingOptAttribute;
        
        typedef std::string UnderlyingCurrency;
        
        typedef std::string SecurityReqID;
        
        enum SecurityRequestType : unsigned int {
            SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS,
            SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED,
            SecurityRequestType_REQUEST_LIST_SECURITY_TYPES,
            SecurityRequestType_REQUEST_LIST_SECURITIES,
            SecurityRequestType_SYMBOL,
            SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE,
            SecurityRequestType_PRODUCT,
            SecurityRequestType_TRADINGSESSIONID,
            SecurityRequestType_ALL_SECURITIES,
            SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID,
            NUM_SecurityRequestType,
            SecurityRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SecurityResponseID;
        
        enum SecurityResponseType : unsigned int {
            SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS,
            SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE,
            SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST,
            SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST,
            SecurityResponseType_REJECT_SECURITY_PROPOSAL,
            SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA,
            NUM_SecurityResponseType,
            SecurityResponseType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SecurityStatusReqID;
        
        enum UnsolicitedIndicator : unsigned int {
            UnsolicitedIndicator_NO,
            UnsolicitedIndicator_YES,
            NUM_UnsolicitedIndicator,
            UnsolicitedIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SecurityTradingStatus : unsigned int {
            SecurityTradingStatus_OPENING_DELAY,
            SecurityTradingStatus_TRADING_HALT,
            SecurityTradingStatus_RESUME,
            SecurityTradingStatus_NO_OPEN,
            SecurityTradingStatus_PRICE_INDICATION,
            SecurityTradingStatus_TRADING_RANGE_INDICATION,
            SecurityTradingStatus_MARKET_IMBALANCE_BUY,
            SecurityTradingStatus_MARKET_IMBALANCE_SELL,
            SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY,
            SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL,
            SecurityTradingStatus_NO_MARKET_IMBALANCE,
            SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE,
            SecurityTradingStatus_ITS_PRE_OPENING,
            SecurityTradingStatus_NEW_PRICE_INDICATION,
            SecurityTradingStatus_TRADE_DISSEMINATION_TIME,
            SecurityTradingStatus_READY_TO_TRADE,
            SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING,
            SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET,
            SecurityTradingStatus_UNKNOWN_OR_INVALID,
            SecurityTradingStatus_PRE_OPEN,
            SecurityTradingStatus_OPENING_ROTATION,
            SecurityTradingStatus_FAST_MARKET,
            SecurityTradingStatus_PRE_CROSS,
            SecurityTradingStatus_CROSS,
            SecurityTradingStatus_POST_CLOSE,
            NUM_SecurityTradingStatus,
            SecurityTradingStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum HaltReasonInt : unsigned int {
            HaltReasonInt_NEWS_DISSEMINATION,
            HaltReasonInt_ORDER_INFLUX,
            HaltReasonInt_ORDER_IMBALANCE,
            HaltReasonInt_ADDITIONAL_INFORMATION,
            HaltReasonInt_NEWS_PENDING,
            HaltReasonInt_EQUIPMENT_CHANGEOVER,
            NUM_HaltReasonInt,
            HaltReasonInt_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum InViewOfCommon : unsigned int {
            InViewOfCommon_NO,
            InViewOfCommon_YES,
            NUM_InViewOfCommon,
            InViewOfCommon_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DueToRelated : unsigned int {
            DueToRelated_NO,
            DueToRelated_YES,
            NUM_DueToRelated,
            DueToRelated_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double BuyVolume;
        
        typedef double SellVolume;
        
        typedef double HighPx;
        
        typedef double LowPx;
        
        enum Adjustment : unsigned int {
            Adjustment_CANCEL,
            Adjustment_ERROR,
            Adjustment_CORRECTION,
            NUM_Adjustment,
            Adjustment_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradSesReqID;
        
        enum TradingSessionID : unsigned int {
            TradingSessionID_DAY,
            TradingSessionID_HALFDAY,
            TradingSessionID_MORNING,
            TradingSessionID_AFTERNOON,
            TradingSessionID_EVENING,
            TradingSessionID_AFTER_HOURS,
            NUM_TradingSessionID,
            TradingSessionID_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ContraTrader;
        
        enum TradSesMethod : unsigned int {
            TradSesMethod_ELECTRONIC,
            TradSesMethod_OPEN_OUTCRY,
            TradSesMethod_TWO_PARTY,
            NUM_TradSesMethod,
            TradSesMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TradSesMode : unsigned int {
            TradSesMode_TESTING,
            TradSesMode_SIMULATED,
            TradSesMode_PRODUCTION,
            NUM_TradSesMode,
            TradSesMode_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TradSesStatus : unsigned int {
            TradSesStatus_UNKNOWN,
            TradSesStatus_HALTED,
            TradSesStatus_OPEN,
            TradSesStatus_CLOSED,
            TradSesStatus_PRE_OPEN,
            TradSesStatus_PRE_CLOSE,
            TradSesStatus_REQUEST_REJECTED,
            NUM_TradSesStatus,
            TradSesStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TradSesStartTime;
        
        typedef Poco::Int32 TradSesOpenTime;
        
        typedef Poco::Int32 TradSesPreCloseTime;
        
        typedef Poco::Int32 TradSesCloseTime;
        
        typedef Poco::Int32 TradSesEndTime;
        
        typedef Poco::Int32 NumberOfOrders;
        
        typedef std::string MessageEncoding;
        
        typedef Poco::Int32 EncodedIssuerLen;
        
        typedef std::string EncodedIssuer;
        
        typedef Poco::Int32 EncodedSecurityDescLen;
        
        typedef std::string EncodedSecurityDesc;
        
        typedef Poco::Int32 EncodedListExecInstLen;
        
        typedef std::string EncodedListExecInst;
        
        typedef Poco::Int32 EncodedTextLen;
        
        typedef std::string EncodedText;
        
        typedef Poco::Int32 EncodedSubjectLen;
        
        typedef std::string EncodedSubject;
        
        typedef Poco::Int32 EncodedHeadlineLen;
        
        typedef std::string EncodedHeadline;
        
        typedef Poco::Int32 EncodedAllocTextLen;
        
        typedef std::string EncodedAllocText;
        
        typedef Poco::Int32 EncodedUnderlyingIssuerLen;
        
        typedef std::string EncodedUnderlyingIssuer;
        
        typedef Poco::Int32 EncodedUnderlyingSecurityDescLen;
        
        typedef std::string EncodedUnderlyingSecurityDesc;
        
        typedef double AllocPrice;
        
        typedef Poco::Int32 QuoteSetValidUntilTime;
        
        typedef Poco::Int32 QuoteEntryRejectReason;
        
        typedef Poco::Int32 LastMsgSeqNumProcessed;
        
        typedef Poco::Int32 RefTagID;
        
        typedef std::string RefMsgType;
        
        enum SessionRejectReason : unsigned int {
            SessionRejectReason_INVALID_TAG_NUMBER,
            SessionRejectReason_REQUIRED_TAG_MISSING,
            SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE,
            SessionRejectReason_UNDEFINED_TAG,
            SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE,
            SessionRejectReason_VALUE_IS_INCORRECT,
            SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE,
            SessionRejectReason_DECRYPTION_PROBLEM,
            SessionRejectReason_SIGNATURE_PROBLEM,
            SessionRejectReason_COMPID_PROBLEM,
            SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM,
            SessionRejectReason_INVALID_MSGTYPE,
            SessionRejectReason_XML_VALIDATION_ERROR,
            SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE,
            SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER,
            SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER,
            SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP,
            SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER,
            SessionRejectReason_INVALID_UNSUPPORTED_APPLICATION_VERSION,
            SessionRejectReason_OTHER,
            NUM_SessionRejectReason,
            SessionRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum BidRequestTransType : unsigned int {
            BidRequestTransType_CANCEL,
            BidRequestTransType_NO,
            NUM_BidRequestTransType,
            BidRequestTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ContraBroker;
        
        typedef std::string ComplianceID;
        
        enum SolicitedFlag : unsigned int {
            SolicitedFlag_NO,
            SolicitedFlag_YES,
            NUM_SolicitedFlag,
            SolicitedFlag_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ExecRestatementReason : unsigned int {
            ExecRestatementReason_GT_CORPORATE_ACTION,
            ExecRestatementReason_GT_RENEWAL,
            ExecRestatementReason_VERBAL_CHANGE,
            ExecRestatementReason_REPRICING_OF_ORDER,
            ExecRestatementReason_BROKER_OPTION,
            ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY,
            ExecRestatementReason_CANCEL_ON_TRADING_HALT,
            ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE,
            ExecRestatementReason_MARKET,
            ExecRestatementReason_CANCELED_NOT_BEST,
            ExecRestatementReason_WAREHOUSE_RECAP,
            ExecRestatementReason_PEG_REFRESH,
            ExecRestatementReason_OTHER,
            NUM_ExecRestatementReason,
            ExecRestatementReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string BusinessRejectRefID;
        
        enum BusinessRejectReason : unsigned int {
            BusinessRejectReason_OTHER,
            BusinessRejectReason_UNKNOWN_ID,
            BusinessRejectReason_UNKNOWN_SECURITY,
            BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE,
            BusinessRejectReason_APPLICATION_NOT_AVAILABLE,
            BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING,
            BusinessRejectReason_NOT_AUTHORIZED,
            BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME,
            BusinessRejectReason_INVALID_PRICE_INCREMENT,
            NUM_BusinessRejectReason,
            BusinessRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double GrossTradeAmt;
        
        typedef Poco::Int32 NoContraBrokers;
        
        typedef Poco::Int32 MaxMessageSize;
        
        typedef Poco::Int32 NoMsgTypes;
        
        enum MsgDirection : unsigned int {
            MsgDirection_RECEIVE,
            MsgDirection_SEND,
            NUM_MsgDirection,
            MsgDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoTradingSessions;
        
        typedef double TotalVolumeTraded;
        
        enum DiscretionInst : unsigned int {
            DiscretionInst_RELATED_TO_DISPLAYED_PRICE,
            DiscretionInst_RELATED_TO_MARKET_PRICE,
            DiscretionInst_RELATED_TO_PRIMARY_PRICE,
            DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE,
            DiscretionInst_RELATED_TO_MIDPOINT_PRICE,
            DiscretionInst_RELATED_TO_LAST_TRADE_PRICE,
            DiscretionInst_RELATED_TO_VWAP,
            DiscretionInst_AVERAGE_PRICE_GUARANTEE,
            NUM_DiscretionInst,
            DiscretionInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float DiscretionOffsetValue;
        
        typedef std::string BidID;
        
        typedef std::string ClientBidID;
        
        typedef std::string ListName;
        
        typedef Poco::Int32 TotNoRelatedSym;
        
        enum BidType : unsigned int {
            BidType_NON_DISCLOSED_STYLE,
            BidType_DISCLOSED_SYTLE,
            BidType_NO_BIDDING_PROCESS,
            NUM_BidType,
            BidType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NumTickets;
        
        typedef double SideValue1;
        
        typedef double SideValue2;
        
        typedef Poco::Int32 NoBidDescriptors;
        
        enum BidDescriptorType : unsigned int {
            BidDescriptorType_SECTOR,
            BidDescriptorType_COUNTRY,
            BidDescriptorType_INDEX,
            NUM_BidDescriptorType,
            BidDescriptorType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string BidDescriptor;
        
        enum SideValueInd : unsigned int {
            SideValueInd_SIDE_VALUE_1,
            SideValueInd_SIDE_VALUE_2,
            NUM_SideValueInd,
            SideValueInd_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float LiquidityPctLow;
        
        typedef float LiquidityPctHigh;
        
        typedef double LiquidityValue;
        
        typedef float EFPTrackingError;
        
        typedef double FairValue;
        
        typedef float OutsideIndexPct;
        
        typedef double ValueOfFutures;
        
        enum LiquidityIndType : unsigned int {
            LiquidityIndType_5_DAY_MOVING_AVERAGE,
            LiquidityIndType_20_DAY_MOVING_AVERAGE,
            LiquidityIndType_NORMAL_MARKET_SIZE,
            LiquidityIndType_OTHER,
            NUM_LiquidityIndType,
            LiquidityIndType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float WtAverageLiquidity;
        
        enum ExchangeForPhysical : unsigned int {
            ExchangeForPhysical_NO,
            ExchangeForPhysical_YES,
            NUM_ExchangeForPhysical,
            ExchangeForPhysical_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double OutMainCntryUIndex;
        
        typedef float CrossPercent;
        
        enum ProgRptReqs : unsigned int {
            ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST,
            ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD,
            ProgRptReqs_REAL_TIME_EXECUTION_REPORTS,
            NUM_ProgRptReqs,
            ProgRptReqs_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ProgPeriodInterval;
        
        enum IncTaxInd : unsigned int {
            IncTaxInd_NET,
            IncTaxInd_GROSS,
            NUM_IncTaxInd,
            IncTaxInd_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NumBidders;
        
        enum BidTradeType : unsigned int {
            BidTradeType_AGENCY,
            BidTradeType_VWAP_GUARANTEE,
            BidTradeType_GUARANTEED_CLOSE,
            BidTradeType_RISK_TRADE,
            NUM_BidTradeType,
            BidTradeType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum BasisPxType : unsigned int {
            BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION,
            BasisPxType_CLOSING_PRICE,
            BasisPxType_CURRENT_PRICE,
            BasisPxType_SQ,
            BasisPxType_VWAP_THROUGH_A_DAY,
            BasisPxType_VWAP_THROUGH_A_MORNING_SESSION,
            BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION,
            BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI,
            BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI,
            BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI,
            BasisPxType_STRIKE,
            BasisPxType_OPEN,
            BasisPxType_OTHERS,
            NUM_BasisPxType,
            BasisPxType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoBidComponents;
        
        typedef std::string Country;
        
        typedef Poco::Int32 TotNoStrikes;
        
        enum PriceType : unsigned int {
            PriceType_PERCENTAGE,
            PriceType_PER_UNIT,
            PriceType_FIXED_AMOUNT,
            PriceType_DISCOUNT,
            PriceType_PREMIUM,
            PriceType_SPREAD,
            PriceType_TED_PRICE,
            PriceType_TED_YIELD,
            PriceType_YIELD,
            PriceType_FIXED_CABINET_TRADE_PRICE,
            PriceType_VARIABLE_CABINET_TRADE_PRICE,
            PriceType_PRODUCT_TICKS_IN_HALFS,
            PriceType_PRODUCT_TICKS_IN_FOURTHS,
            PriceType_PRODUCT_TICKS_IN_EIGHTS,
            PriceType_PRODUCT_TICKS_IN_SIXTEENTHS,
            PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS,
            PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS,
            PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS,
            NUM_PriceType,
            PriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double DayOrderQty;
        
        typedef double DayCumQty;
        
        typedef double DayAvgPx;
        
        enum GTBookingInst : unsigned int {
            GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION,
            GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES,
            GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE,
            NUM_GTBookingInst,
            GTBookingInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoStrikes;
        
        enum ListStatusType : unsigned int {
            ListStatusType_ACK,
            ListStatusType_RESPONSE,
            ListStatusType_TIMED,
            ListStatusType_EXEC_STARTED,
            ListStatusType_ALL_DONE,
            ListStatusType_ALERT,
            NUM_ListStatusType,
            ListStatusType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum NetGrossInd : unsigned int {
            NetGrossInd_NET,
            NetGrossInd_GROSS,
            NUM_NetGrossInd,
            NetGrossInd_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ListOrderStatus : unsigned int {
            ListOrderStatus_IN_BIDDING_PROCESS,
            ListOrderStatus_RECEIVED_FOR_EXECUTION,
            ListOrderStatus_EXECUTING,
            ListOrderStatus_CANCELLING,
            ListOrderStatus_ALERT,
            ListOrderStatus_ALL_DONE,
            ListOrderStatus_REJECT,
            NUM_ListOrderStatus,
            ListOrderStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ExpireDate;
        
        enum ListExecInstType : unsigned int {
            ListExecInstType_IMMEDIATE,
            ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION,
            ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3,
            ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4,
            ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5,
            NUM_ListExecInstType,
            ListExecInstType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CxlRejResponseTo : unsigned int {
            CxlRejResponseTo_ORDER_CANCEL_REQUEST,
            CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST,
            NUM_CxlRejResponseTo,
            CxlRejResponseTo_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float UnderlyingCouponRate;
        
        typedef float UnderlyingContractMultiplier;
        
        typedef double ContraTradeQty;
        
        typedef Poco::Int32 ContraTradeTime;
        
        typedef Poco::Int32 LiquidityNumSecurities;
        
        enum MultiLegReportingType : unsigned int {
            MultiLegReportingType_SINGLE_SECURITY,
            MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY,
            MultiLegReportingType_MULTI_LEG_SECURITY,
            NUM_MultiLegReportingType,
            MultiLegReportingType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 StrikeTime;
        
        typedef std::string ListStatusText;
        
        typedef Poco::Int32 EncodedListStatusTextLen;
        
        typedef std::string EncodedListStatusText;
        
        enum PartyIDSource : unsigned int {
            PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER,
            PartyIDSource_US_SOCIAL_SECURITY_NUMBER,
            PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER,
            PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER,
            PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER,
            PartyIDSource_KOREAN_INVESTOR_ID,
            PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID,
            PartyIDSource_TAIWANESE_TRADING_ACCT,
            PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY,
            PartyIDSource_CHINESE_INVESTOR_ID,
            PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT,
            PartyIDSource_BIC,
            PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER,
            PartyIDSource_PROPRIETARY,
            PartyIDSource_ISO_COUNTRY_CODE,
            PartyIDSource_SETTLEMENT_ENTITY_LOCATION,
            PartyIDSource_MIC,
            PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE,
            NUM_PartyIDSource,
            PartyIDSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string PartyID;
        
        typedef double NetChgPrevDay;
        
        enum PartyRole : unsigned int {
            PartyRole_EXECUTING_FIRM,
            PartyRole_BROKER_OF_CREDIT,
            PartyRole_CLIENT_ID,
            PartyRole_CLEARING_FIRM,
            PartyRole_INVESTOR_ID,
            PartyRole_INTRODUCING_FIRM,
            PartyRole_ENTERING_FIRM,
            PartyRole_LOCATE,
            PartyRole_FUND_MANAGER_CLIENT_ID,
            PartyRole_SETTLEMENT_LOCATION,
            PartyRole_ORDER_ORIGINATION_TRADER,
            PartyRole_EXECUTING_TRADER,
            PartyRole_ORDER_ORIGINATION_FIRM,
            PartyRole_GIVEUP_CLEARING_FIRM,
            PartyRole_CORRESPONDANT_CLEARING_FIRM,
            PartyRole_EXECUTING_SYSTEM,
            PartyRole_CONTRA_FIRM,
            PartyRole_CONTRA_CLEARING_FIRM,
            PartyRole_SPONSORING_FIRM,
            PartyRole_UNDERLYING_CONTRA_FIRM,
            PartyRole_CLEARING_ORGANIZATION,
            PartyRole_EXCHANGE,
            PartyRole_CUSTOMER_ACCOUNT,
            PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION,
            PartyRole_CORRESPONDENT_BROKER,
            PartyRole_BUYER_SELLER,
            PartyRole_CUSTODIAN,
            PartyRole_INTERMEDIARY,
            PartyRole_AGENT,
            PartyRole_SUB_CUSTODIAN,
            PartyRole_BENEFICIARY,
            PartyRole_INTERESTED_PARTY,
            PartyRole_REGULATORY_BODY,
            PartyRole_LIQUIDITY_PROVIDER,
            PartyRole_ENTERING_TRADER,
            PartyRole_CONTRA_TRADER,
            PartyRole_POSITION_ACCOUNT,
            PartyRole_CONTRA_INVESTOR_ID,
            PartyRole_TRANSFER_TO_FIRM,
            PartyRole_CONTRA_POSITION_ACCOUNT,
            PartyRole_CONTRA_EXCHANGE,
            PartyRole_INTERNAL_CARRY_ACCOUNT,
            PartyRole_ORDER_ENTRY_OPERATOR_ID,
            PartyRole_SECONDARY_ACCOUNT_NUMBER,
            PartyRole_FOREIGN_FIRM,
            PartyRole_THIRD_PARTY_ALLOCATION_FIRM,
            PartyRole_CLAIMING_ACCOUNT,
            PartyRole_ASSET_MANAGER,
            PartyRole_PLEDGOR_ACCOUNT,
            PartyRole_PLEDGEE_ACCOUNT,
            PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT,
            PartyRole_TRADER_MNEMONIC,
            PartyRole_SENDER_LOCATION,
            PartyRole_SESSION_ID,
            PartyRole_ACCEPTABLE_COUNTERPARTY,
            PartyRole_UNACCEPTABLE_COUNTERPARTY,
            PartyRole_ENTERING_UNIT,
            PartyRole_EXECUTING_UNIT,
            PartyRole_INTRODUCING_BROKER,
            PartyRole_QUOTE_ORIGINATOR,
            PartyRole_REPORT_ORIGINATOR,
            PartyRole_SYSTEMATIC_INTERNALISER,
            PartyRole_MULTILATERAL_TRADING_FACILITY,
            PartyRole_REGULATED_MARKET,
            PartyRole_MARKET_MAKER,
            PartyRole_INVESTMENT_FIRM,
            PartyRole_HOST_COMPETENT_AUTHORITY,
            PartyRole_HOME_COMPETENT_AUTHORITY,
            PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY,
            PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION,
            PartyRole_REPORTING_INTERMEDIARY,
            PartyRole_EXECUTION_VENUE,
            PartyRole_MARKET_DATA_ENTRY_ORIGINATOR,
            PartyRole_LOCATION_ID,
            PartyRole_DESK_ID,
            PartyRole_MARKET_DATA_MARKET,
            PartyRole_ALLOCATION_ENTITY,
            PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES,
            PartyRole_STEP_OUT_FIRM,
            PartyRole_BROKERCLEARINGID,
            PartyRole_CENTRAL_REGISTRATION_DEPOSITORY,
            PartyRole_CLEARING_ACCOUNT,
            PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY,
            PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY,
            NUM_PartyRole,
            PartyRole_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoPartyIDs;
        
        typedef Poco::Int32 NoSecurityAltID;
        
        typedef std::string SecurityAltID;
        
        typedef std::string SecurityAltIDSource;
        
        typedef Poco::Int32 NoUnderlyingSecurityAltID;
        
        typedef std::string UnderlyingSecurityAltID;
        
        typedef std::string UnderlyingSecurityAltIDSource;
        
        enum Product : unsigned int {
            Product_AGENCY,
            Product_COMMODITY,
            Product_CORPORATE,
            Product_CURRENCY,
            Product_EQUITY,
            Product_GOVERNMENT,
            Product_INDEX,
            Product_LOAN,
            Product_MONEYMARKET,
            Product_MORTGAGE,
            Product_MUNICIPAL,
            Product_OTHER,
            Product_FINANCING,
            NUM_Product,
            Product_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CFICode;
        
        typedef Poco::Int32 UnderlyingProduct;
        
        typedef std::string UnderlyingCFICode;
        
        enum TestMessageIndicator : unsigned int {
            TestMessageIndicator_NO,
            TestMessageIndicator_YES,
            NUM_TestMessageIndicator,
            TestMessageIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string BookingRefID;
        
        typedef std::string IndividualAllocID;
        
        enum RoundingDirection : unsigned int {
            RoundingDirection_ROUND_TO_NEAREST,
            RoundingDirection_ROUND_DOWN,
            RoundingDirection_ROUND_UP,
            NUM_RoundingDirection,
            RoundingDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float RoundingModulus;
        
        typedef std::string CountryOfIssue;
        
        typedef std::string StateOrProvinceOfIssue;
        
        typedef std::string LocaleOfIssue;
        
        typedef Poco::Int32 NoRegistDtls;
        
        typedef std::string MailingDtls;
        
        typedef std::string InvestorCountryOfResidence;
        
        typedef std::string PaymentRef;
        
        enum DistribPaymentMethod : unsigned int {
            DistribPaymentMethod_CREST,
            DistribPaymentMethod_NSCC,
            DistribPaymentMethod_EUROCLEAR,
            DistribPaymentMethod_CLEARSTREAM,
            DistribPaymentMethod_CHEQUE,
            DistribPaymentMethod_TELEGRAPHIC_TRANSFER,
            DistribPaymentMethod_FED_WIRE,
            DistribPaymentMethod_DIRECT_CREDIT,
            DistribPaymentMethod_ACH_CREDIT,
            DistribPaymentMethod_BPAY,
            DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS,
            DistribPaymentMethod_REINVEST_IN_FUND,
            NUM_DistribPaymentMethod,
            DistribPaymentMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CashDistribCurr;
        
        typedef std::string CommCurrency;
        
        enum CancellationRights : unsigned int {
            CancellationRights_YES,
            CancellationRights_NO_N,
            CancellationRights_NO_M,
            CancellationRights_NO_O,
            NUM_CancellationRights,
            CancellationRights_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MoneyLaunderingStatus : unsigned int {
            MoneyLaunderingStatus_PASSED,
            MoneyLaunderingStatus_NOT_CHECKED,
            MoneyLaunderingStatus_EXEMPT_1,
            MoneyLaunderingStatus_EXEMPT_2,
            MoneyLaunderingStatus_EXEMPT_3,
            NUM_MoneyLaunderingStatus,
            MoneyLaunderingStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MailingInst;
        
        typedef Poco::Int32 TransBkdTime;
        
        enum ExecPriceType : unsigned int {
            ExecPriceType_BID_PRICE,
            ExecPriceType_CREATION_PRICE,
            ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT,
            ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT,
            ExecPriceType_OFFER_PRICE,
            ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT,
            ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT,
            ExecPriceType_SINGLE_PRICE,
            NUM_ExecPriceType,
            ExecPriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float ExecPriceAdjustment;
        
        typedef Poco::Int32 DateOfBirth;
        
        enum TradeReportTransType : unsigned int {
            TradeReportTransType_NEW,
            TradeReportTransType_CANCEL,
            TradeReportTransType_REPLACE,
            TradeReportTransType_RELEASE,
            TradeReportTransType_REVERSE,
            TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE,
            NUM_TradeReportTransType,
            TradeReportTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CardHolderName;
        
        typedef std::string CardNumber;
        
        typedef Poco::Int32 CardExpDate;
        
        typedef std::string CardIssNum;
        
        enum PaymentMethod : unsigned int {
            PaymentMethod_CREST,
            PaymentMethod_NSCC,
            PaymentMethod_EUROCLEAR,
            PaymentMethod_CLEARSTREAM,
            PaymentMethod_CHEQUE,
            PaymentMethod_TELEGRAPHIC_TRANSFER,
            PaymentMethod_FED_WIRE,
            PaymentMethod_DEBIT_CARD,
            PaymentMethod_DIRECT_DEBIT,
            PaymentMethod_DIRECT_CREDIT,
            PaymentMethod_CREDIT_CARD,
            PaymentMethod_ACH_DEBIT,
            PaymentMethod_ACH_CREDIT,
            PaymentMethod_BPAY,
            PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM,
            NUM_PaymentMethod,
            PaymentMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RegistAcctType;
        
        typedef std::string Designation;
        
        enum TaxAdvantageType : unsigned int {
            TaxAdvantageType_NONE_NOT_APPLICABLE,
            TaxAdvantageType_MAXI_ISA,
            TaxAdvantageType_TESSA,
            TaxAdvantageType_MINI_CASH_ISA,
            TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA,
            TaxAdvantageType_MINI_INSURANCE_ISA,
            TaxAdvantageType_CURRENT_YEAR_PAYMENT,
            TaxAdvantageType_PRIOR_YEAR_PAYMENT,
            TaxAdvantageType_ASSET_TRANSFER,
            TaxAdvantageType_EMPLOYEE_9,
            TaxAdvantageType_EMPLOYEE_10,
            TaxAdvantageType_EMPLOYER_11,
            TaxAdvantageType_EMPLOYER_12,
            TaxAdvantageType_NON_FUND_PROTOTYPE_IRA,
            TaxAdvantageType_NON_FUND_QUALIFIED_PLAN,
            TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN,
            TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16,
            TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17,
            TaxAdvantageType_KEOGH,
            TaxAdvantageType_PROFIT_SHARING_PLAN,
            TaxAdvantageType_401,
            TaxAdvantageType_SELF_DIRECTED_IRA,
            TaxAdvantageType_403,
            TaxAdvantageType_457,
            TaxAdvantageType_ROTH_IRA_24,
            TaxAdvantageType_ROTH_IRA_25,
            TaxAdvantageType_ROTH_CONVERSION_IRA_26,
            TaxAdvantageType_ROTH_CONVERSION_IRA_27,
            TaxAdvantageType_EDUCATION_IRA_28,
            TaxAdvantageType_EDUCATION_IRA_29,
            TaxAdvantageType_OTHER,
            NUM_TaxAdvantageType,
            TaxAdvantageType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RegistRejReasonText;
        
        enum FundRenewWaiv : unsigned int {
            FundRenewWaiv_NO,
            FundRenewWaiv_YES,
            NUM_FundRenewWaiv,
            FundRenewWaiv_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CashDistribAgentName;
        
        typedef std::string CashDistribAgentCode;
        
        typedef std::string CashDistribAgentAcctNumber;
        
        typedef std::string CashDistribPayRef;
        
        typedef std::string CashDistribAgentAcctName;
        
        typedef Poco::Int32 CardStartDate;
        
        typedef Poco::Int32 PaymentDate;
        
        typedef std::string PaymentRemitterID;
        
        enum RegistStatus : unsigned int {
            RegistStatus_ACCEPTED,
            RegistStatus_REJECTED,
            RegistStatus_HELD,
            RegistStatus_REMINDER,
            NUM_RegistStatus,
            RegistStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum RegistRejReasonCode : unsigned int {
            RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID,
            RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE,
            RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM,
            RegistRejReasonCode_OTHER,
            NUM_RegistRejReasonCode,
            RegistRejReasonCode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RegistRefID;
        
        typedef std::string RegistDtls;
        
        typedef Poco::Int32 NoDistribInsts;
        
        typedef std::string RegistEmail;
        
        typedef float DistribPercentage;
        
        typedef std::string RegistID;
        
        enum RegistTransType : unsigned int {
            RegistTransType_NEW,
            RegistTransType_CANCEL,
            RegistTransType_REPLACE,
            NUM_RegistTransType,
            RegistTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ExecValuationPoint;
        
        typedef float OrderPercent;
        
        enum OwnershipType : unsigned int {
            OwnershipType_JOINT_INVESTORS,
            OwnershipType_TENANTS_IN_COMMON,
            OwnershipType_JOINT_TRUSTEES,
            NUM_OwnershipType,
            OwnershipType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoContAmts;
        
        enum ContAmtType : unsigned int {
            ContAmtType_COMMISSION_AMOUNT,
            ContAmtType_COMMISSION_PERCENT,
            ContAmtType_INITIAL_CHARGE_AMOUNT,
            ContAmtType_INITIAL_CHARGE_PERCENT,
            ContAmtType_DISCOUNT_AMOUNT,
            ContAmtType_DISCOUNT_PERCENT,
            ContAmtType_DILUTION_LEVY_AMOUNT,
            ContAmtType_DILUTION_LEVY_PERCENT,
            ContAmtType_EXIT_CHARGE_AMOUNT,
            ContAmtType_EXIT_CHARGE_PERCENT,
            ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT,
            ContAmtType_PROJECTED_FUND_VALUE,
            ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13,
            ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14,
            ContAmtType_NET_SETTLEMENT_AMOUNT,
            NUM_ContAmtType,
            ContAmtType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float ContAmtValue;
        
        typedef std::string ContAmtCurr;
        
        enum OwnerType : unsigned int {
            OwnerType_INDIVIDUAL_INVESTOR,
            OwnerType_PUBLIC_COMPANY,
            OwnerType_PRIVATE_COMPANY,
            OwnerType_INDIVIDUAL_TRUSTEE,
            OwnerType_COMPANY_TRUSTEE,
            OwnerType_PENSION_PLAN,
            OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT,
            OwnerType_TRUSTS,
            OwnerType_FIDUCIARIES,
            OwnerType_NETWORKING_SUB_ACCOUNT,
            OwnerType_NON_PROFIT_ORGANIZATION,
            OwnerType_CORPORATE_BODY,
            OwnerType_NOMINEE,
            NUM_OwnerType,
            OwnerType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string PartySubID;
        
        typedef std::string NestedPartyID;
        
        typedef std::string NestedPartyIDSource;
        
        typedef std::string SecondaryClOrdID;
        
        typedef std::string SecondaryExecID;
        
        enum OrderCapacity : unsigned int {
            OrderCapacity_AGENCY,
            OrderCapacity_PROPRIETARY,
            OrderCapacity_INDIVIDUAL,
            OrderCapacity_PRINCIPAL,
            OrderCapacity_RISKLESS_PRINCIPAL,
            OrderCapacity_AGENT_FOR_OTHER_MEMBER,
            NUM_OrderCapacity,
            OrderCapacity_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OrderRestrictions : unsigned int {
            OrderRestrictions_PROGRAM_TRADE,
            OrderRestrictions_INDEX_ARBITRAGE,
            OrderRestrictions_NON_INDEX_ARBITRAGE,
            OrderRestrictions_COMPETING_MARKET_MAKER,
            OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY,
            OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY,
            OrderRestrictions_FOREIGN_ENTITY,
            OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT,
            OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE,
            OrderRestrictions_RISKLESS_ARBITRAGE,
            OrderRestrictions_ISSUER_HOLDING,
            OrderRestrictions_ISSUE_PRICE_STABILIZATION,
            OrderRestrictions_NON_ALGORITHMIC,
            OrderRestrictions_ALGORITHMIC,
            OrderRestrictions_CROSS,
            NUM_OrderRestrictions,
            OrderRestrictions_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassCancelRequestType : unsigned int {
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY,
            MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION,
            MassCancelRequestType_CANCEL_ALL_ORDERS,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT,
            MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP,
            MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER,
            MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassCancelRequestType,
            MassCancelRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassCancelResponse : unsigned int {
            MassCancelResponse_CANCEL_REQUEST_REJECTED,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY,
            MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION,
            MassCancelResponse_CANCEL_ALL_ORDERS,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP,
            MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER,
            MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassCancelResponse,
            MassCancelResponse_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassCancelRejectReason : unsigned int {
            MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY,
            MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET,
            MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP,
            MassCancelRejectReason_OTHER,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER,
            MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassCancelRejectReason,
            MassCancelRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotalAffectedOrders;
        
        typedef Poco::Int32 NoAffectedOrders;
        
        typedef std::string AffectedOrderID;
        
        typedef std::string AffectedSecondaryOrderID;
        
        enum QuoteType : unsigned int {
            QuoteType_INDICATIVE,
            QuoteType_TRADEABLE,
            QuoteType_RESTRICTED_TRADEABLE,
            QuoteType_COUNTER,
            NUM_QuoteType,
            QuoteType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NestedPartyRole;
        
        typedef Poco::Int32 NoNestedPartyIDs;
        
        typedef double TotalAccruedInterestAmt;
        
        typedef Poco::Int32 MaturityDate;
        
        typedef Poco::Int32 UnderlyingMaturityDate;
        
        typedef std::string InstrRegistry;
        
        enum CashMargin : unsigned int {
            CashMargin_CASH,
            CashMargin_MARGIN_OPEN,
            CashMargin_MARGIN_CLOSE,
            NUM_CashMargin,
            CashMargin_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string NestedPartySubID;
        
        enum Scope : unsigned int {
            Scope_LOCAL_MARKET,
            Scope_NATIONAL,
            Scope_GLOBAL,
            NUM_Scope,
            Scope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MDImplicitDelete : unsigned int {
            MDImplicitDelete_NO,
            MDImplicitDelete_YES,
            NUM_MDImplicitDelete,
            MDImplicitDelete_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CrossID;
        
        enum CrossType : unsigned int {
            CrossType_CROSS_AON,
            CrossType_CROSS_IOC,
            CrossType_CROSS_ONE_SIDE,
            CrossType_CROSS_SAME_PRICE,
            NUM_CrossType,
            CrossType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CrossPrioritization : unsigned int {
            CrossPrioritization_NONE,
            CrossPrioritization_BUY_SIDE_IS_PRIORITIZED,
            CrossPrioritization_SELL_SIDE_IS_PRIORITIZED,
            NUM_CrossPrioritization,
            CrossPrioritization_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OrigCrossID;
        
        enum NoSides : unsigned int {
            NoSides_ONE_SIDE,
            NoSides_BOTH_SIDES,
            NUM_NoSides,
            NoSides_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string Username;
        
        typedef std::string Password;
        
        typedef Poco::Int32 NoLegs;
        
        typedef std::string LegCurrency;
        
        typedef Poco::Int32 TotNoSecurityTypes;
        
        typedef Poco::Int32 NoSecurityTypes;
        
        enum SecurityListRequestType : unsigned int {
            SecurityListRequestType_SYMBOL,
            SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE,
            SecurityListRequestType_PRODUCT,
            SecurityListRequestType_TRADINGSESSIONID,
            SecurityListRequestType_ALL_SECURITIES,
            SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID,
            NUM_SecurityListRequestType,
            SecurityListRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SecurityRequestResult : unsigned int {
            SecurityRequestResult_VALID_REQUEST,
            SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST,
            SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA,
            SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA,
            SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE,
            SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED,
            NUM_SecurityRequestResult,
            SecurityRequestResult_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double RoundLot;
        
        typedef double MinTradeVol;
        
        enum MultiLegRptTypeReq : unsigned int {
            MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY,
            MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY,
            MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY,
            NUM_MultiLegRptTypeReq,
            MultiLegRptTypeReq_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string LegPositionEffect;
        
        typedef Poco::Int32 LegCoveredOrUncovered;
        
        typedef double LegPrice;
        
        enum TradSesStatusRejReason : unsigned int {
            TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID,
            TradSesStatusRejReason_OTHER,
            NUM_TradSesStatusRejReason,
            TradSesStatusRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradeRequestID;
        
        enum TradeRequestType : unsigned int {
            TradeRequestType_ALL_TRADES,
            TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST,
            TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA,
            TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA,
            TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA,
            NUM_TradeRequestType,
            TradeRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PreviouslyReported : unsigned int {
            PreviouslyReported_NO,
            PreviouslyReported_YES,
            NUM_PreviouslyReported,
            PreviouslyReported_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradeReportID;
        
        typedef std::string TradeReportRefID;
        
        enum MatchStatus : unsigned int {
            MatchStatus_COMPARED_MATCHED_OR_AFFIRMED,
            MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED,
            MatchStatus_ADVISORY_OR_ALERT,
            NUM_MatchStatus,
            MatchStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MatchType : unsigned int {
            MatchType_ONE_PARTY_TRADE_REPORT,
            MatchType_TWO_PARTY_TRADE_REPORT,
            MatchType_CONFIRMED_TRADE_REPORT,
            MatchType_AUTO_MATCH,
            MatchType_CROSS_AUCTION,
            MatchType_COUNTER_ORDER_SELECTION,
            MatchType_CALL_AUCTION,
            MatchType_ISSUING_BUY_BACK_AUCTION,
            MatchType_ACT_ACCEPTED_TRADE,
            MatchType_ACT_DEFAULT_TRADE,
            MatchType_ACT_DEFAULT_AFTER_M2,
            MatchType_ACT_M6_MATCH,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME,
            MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS,
            MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED,
            MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED,
            MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED,
            MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED,
            MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED,
            MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH,
            MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH,
            MatchType_OCS_LOCKED_IN_NON_ACT,
            NUM_MatchType,
            MatchType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OddLot : unsigned int {
            OddLot_NO,
            OddLot_YES,
            NUM_OddLot,
            OddLot_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoClearingInstructions;
        
        enum ClearingInstruction : unsigned int {
            ClearingInstruction_PROCESS_NORMALLY,
            ClearingInstruction_EXCLUDE_FROM_ALL_NETTING,
            ClearingInstruction_BILATERAL_NETTING_ONLY,
            ClearingInstruction_EX_CLEARING,
            ClearingInstruction_SPECIAL_TRADE,
            ClearingInstruction_MULTILATERAL_NETTING,
            ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY,
            ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY,
            ClearingInstruction_MANUAL_MODE,
            ClearingInstruction_AUTOMATIC_POSTING_MODE,
            ClearingInstruction_AUTOMATIC_GIVE_UP_MODE,
            ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR,
            ClearingInstruction_CUSTOMER_TRADE,
            ClearingInstruction_SELF_CLEARING,
            NUM_ClearingInstruction,
            ClearingInstruction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradeInputSource;
        
        typedef std::string TradeInputDevice;
        
        typedef Poco::Int32 NoDates;
        
        enum AccountType : unsigned int {
            AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS,
            AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS,
            AccountType_HOUSE_TRADER,
            AccountType_FLOOR_TRADER,
            AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED,
            AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED,
            AccountType_JOINT_BACK_OFFICE_ACCOUNT,
            NUM_AccountType,
            AccountType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CustOrderCapacity : unsigned int {
            CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT,
            CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT,
            CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER,
            CustOrderCapacity_ALL_OTHER,
            NUM_CustOrderCapacity,
            CustOrderCapacity_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ClOrdLinkID;
        
        typedef std::string MassStatusReqID;
        
        enum MassStatusReqType : unsigned int {
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION,
            MassStatusReqType_STATUS_FOR_ALL_ORDERS,
            MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID,
            MassStatusReqType_STATUS_FOR_SECURITY_ISSUER,
            MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassStatusReqType,
            MassStatusReqType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 OrigOrdModTime;
        
        typedef std::string LegSettlType;
        
        typedef Poco::Int32 LegSettlDate;
        
        enum DayBookingInst : unsigned int {
            DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR,
            DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING,
            DayBookingInst_ACCUMULATE,
            NUM_DayBookingInst,
            DayBookingInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum BookingUnit : unsigned int {
            BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT,
            BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER,
            BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE,
            NUM_BookingUnit,
            BookingUnit_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PreallocMethod : unsigned int {
            PreallocMethod_PRO_RATA,
            PreallocMethod_DO_NOT_PRO_RATA,
            NUM_PreallocMethod,
            PreallocMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string UnderlyingCountryOfIssue;
        
        typedef std::string UnderlyingStateOrProvinceOfIssue;
        
        typedef std::string UnderlyingLocaleOfIssue;
        
        typedef std::string UnderlyingInstrRegistry;
        
        typedef std::string LegCountryOfIssue;
        
        typedef std::string LegStateOrProvinceOfIssue;
        
        typedef std::string LegLocaleOfIssue;
        
        typedef std::string LegInstrRegistry;
        
        typedef std::string LegSymbol;
        
        typedef std::string LegSymbolSfx;
        
        typedef std::string LegSecurityID;
        
        typedef std::string LegSecurityIDSource;
        
        typedef Poco::Int32 NoLegSecurityAltID;
        
        typedef std::string LegSecurityAltID;
        
        typedef std::string LegSecurityAltIDSource;
        
        typedef Poco::Int32 LegProduct;
        
        typedef std::string LegCFICode;
        
        typedef std::string LegSecurityType;
        
        typedef Poco::Int32 LegMaturityMonthYear;
        
        typedef Poco::Int32 LegMaturityDate;
        
        typedef double LegStrikePrice;
        
        typedef std::string LegOptAttribute;
        
        typedef float LegContractMultiplier;
        
        typedef float LegCouponRate;
        
        typedef std::string LegSecurityExchange;
        
        typedef std::string LegIssuer;
        
        typedef Poco::Int32 EncodedLegIssuerLen;
        
        typedef std::string EncodedLegIssuer;
        
        typedef std::string LegSecurityDesc;
        
        typedef Poco::Int32 EncodedLegSecurityDescLen;
        
        typedef std::string EncodedLegSecurityDesc;
        
        typedef float LegRatioQty;
        
        typedef std::string LegSide;
        
        enum TradingSessionSubID : unsigned int {
            TradingSessionSubID_PRE_TRADING,
            TradingSessionSubID_OPENING_OR_OPENING_AUCTION,
            TradingSessionSubID_3,
            TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION,
            TradingSessionSubID_POST_TRADING,
            TradingSessionSubID_INTRADAY_AUCTION,
            TradingSessionSubID_QUIESCENT,
            NUM_TradingSessionSubID,
            TradingSessionSubID_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AllocType : unsigned int {
            AllocType_CALCULATED,
            AllocType_PRELIMINARY,
            AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY,
            AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY,
            AllocType_READY_TO_BOOK,
            AllocType_BUYSIDE_READY_TO_BOOK,
            AllocType_WAREHOUSE_INSTRUCTION,
            AllocType_REQUEST_TO_INTERMEDIARY,
            AllocType_ACCEPT,
            AllocType_REJECT,
            AllocType_ACCEPT_PENDING,
            AllocType_INCOMPLETE_GROUP,
            AllocType_COMPLETE_GROUP,
            AllocType_REVERSAL_PENDING,
            NUM_AllocType,
            AllocType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoHops;
        
        typedef std::string HopCompID;
        
        typedef Poco::Int32 HopSendingTime;
        
        typedef Poco::Int32 HopRefID;
        
        typedef double MidPx;
        
        typedef float BidYield;
        
        typedef float MidYield;
        
        typedef float OfferYield;
        
        enum ClearingFeeIndicator : unsigned int {
            ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT,
            ClearingFeeIndicator_CBOE_MEMBER,
            ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER,
            ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER,
            ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS,
            ClearingFeeIndicator_106H_AND_106J_FIRMS,
            ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS,
            ClearingFeeIndicator_LESSEE_106F_EMPLOYEES,
            ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES,
            NUM_ClearingFeeIndicator,
            ClearingFeeIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum WorkingIndicator : unsigned int {
            WorkingIndicator_NO,
            WorkingIndicator_YES,
            NUM_WorkingIndicator,
            WorkingIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double LegLastPx;
        
        enum PriorityIndicator : unsigned int {
            PriorityIndicator_PRIORITY_UNCHANGED,
            PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE,
            NUM_PriorityIndicator,
            PriorityIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double PriceImprovement;
        
        typedef double Price2;
        
        typedef double LastForwardPoints2;
        
        typedef double BidForwardPoints2;
        
        typedef double OfferForwardPoints2;
        
        typedef std::string RFQReqID;
        
        typedef double MktBidPx;
        
        typedef double MktOfferPx;
        
        typedef double MinBidSize;
        
        typedef double MinOfferSize;
        
        typedef std::string QuoteStatusReqID;
        
        enum LegalConfirm : unsigned int {
            LegalConfirm_NO,
            LegalConfirm_YES,
            NUM_LegalConfirm,
            LegalConfirm_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double UnderlyingLastPx;
        
        typedef double UnderlyingLastQty;
        
        typedef std::string LegRefID;
        
        typedef std::string ContraLegRefID;
        
        typedef float SettlCurrBidFxRate;
        
        typedef float SettlCurrOfferFxRate;
        
        enum QuoteRequestRejectReason : unsigned int {
            QuoteRequestRejectReason_UNKNOWN_SYMBOL,
            QuoteRequestRejectReason_EXCHANGE,
            QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT,
            QuoteRequestRejectReason_TOO_LATE_TO_ENTER,
            QuoteRequestRejectReason_INVALID_PRICE,
            QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE,
            QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY,
            QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT,
            QuoteRequestRejectReason_NO_INVENTORY,
            QuoteRequestRejectReason_PASS,
            QuoteRequestRejectReason_INSUFFICIENT_CREDIT,
            QuoteRequestRejectReason_OTHER,
            NUM_QuoteRequestRejectReason,
            QuoteRequestRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SideComplianceID;
        
        enum AcctIDSource : unsigned int {
            AcctIDSource_BIC,
            AcctIDSource_SID_CODE,
            AcctIDSource_TFM,
            AcctIDSource_OMGEO,
            AcctIDSource_DTCC_CODE,
            AcctIDSource_OTHER,
            NUM_AcctIDSource,
            AcctIDSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 AllocAcctIDSource;
        
        typedef double BenchmarkPrice;
        
        typedef Poco::Int32 BenchmarkPriceType;
        
        typedef std::string ConfirmID;
        
        enum ConfirmStatus : unsigned int {
            ConfirmStatus_RECEIVED,
            ConfirmStatus_MISMATCHED_ACCOUNT,
            ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS,
            ConfirmStatus_CONFIRMED,
            ConfirmStatus_REQUEST_REJECTED,
            NUM_ConfirmStatus,
            ConfirmStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ConfirmTransType : unsigned int {
            ConfirmTransType_NEW,
            ConfirmTransType_REPLACE,
            ConfirmTransType_CANCEL,
            NUM_ConfirmTransType,
            ConfirmTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ContractSettlMonth;
        
        enum DeliveryForm : unsigned int {
            DeliveryForm_BOOK_ENTRY,
            DeliveryForm_BEARER,
            NUM_DeliveryForm,
            DeliveryForm_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double LastParPx;
        
        typedef Poco::Int32 NoLegAllocs;
        
        typedef std::string LegAllocAccount;
        
        typedef std::string LegIndividualAllocID;
        
        typedef double LegAllocQty;
        
        typedef std::string LegAllocAcctIDSource;
        
        typedef std::string LegSettlCurrency;
        
        typedef std::string LegBenchmarkCurveCurrency;
        
        typedef std::string LegBenchmarkCurveName;
        
        typedef std::string LegBenchmarkCurvePoint;
        
        typedef double LegBenchmarkPrice;
        
        typedef Poco::Int32 LegBenchmarkPriceType;
        
        typedef double LegBidPx;
        
        typedef std::string LegIOIQty;
        
        typedef Poco::Int32 NoLegStipulations;
        
        typedef double LegOfferPx;
        
        typedef double LegOrderQty;
        
        typedef Poco::Int32 LegPriceType;
        
        typedef double LegQty;
        
        typedef std::string LegStipulationType;
        
        typedef std::string LegStipulationValue;
        
        enum LegSwapType : unsigned int {
            LegSwapType_PAR_FOR_PAR,
            LegSwapType_MODIFIED_DURATION,
            LegSwapType_RISK,
            LegSwapType_PROCEEDS,
            NUM_LegSwapType,
            LegSwapType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string Pool;
        
        enum QuotePriceType : unsigned int {
            QuotePriceType_PERCENT,
            QuotePriceType_PER_SHARE,
            QuotePriceType_FIXED_AMOUNT,
            QuotePriceType_DISCOUNT,
            QuotePriceType_PREMIUM,
            QuotePriceType_SPREAD,
            QuotePriceType_TED_PRICE,
            QuotePriceType_TED_YIELD,
            QuotePriceType_YIELD_SPREAD,
            QuotePriceType_YIELD,
            NUM_QuotePriceType,
            QuotePriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string QuoteRespID;
        
        enum QuoteRespType : unsigned int {
            QuoteRespType_HIT_LIFT,
            QuoteRespType_COUNTER,
            QuoteRespType_EXPIRED,
            QuoteRespType_COVER,
            QuoteRespType_DONE_AWAY,
            QuoteRespType_PASS,
            QuoteRespType_END_TRADE,
            QuoteRespType_TIMED_OUT,
            NUM_QuoteRespType,
            QuoteRespType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string QuoteQualifier;
        
        typedef Poco::Int32 YieldRedemptionDate;
        
        typedef double YieldRedemptionPrice;
        
        typedef Poco::Int32 YieldRedemptionPriceType;
        
        typedef std::string BenchmarkSecurityID;
        
        typedef bool ReversalIndicator;
        
        typedef Poco::Int32 YieldCalcDate;
        
        typedef Poco::Int32 NoPositions;
        
        enum PosType : unsigned int {
            PosType_ALLOCATION_TRADE_QTY,
            PosType_OPTION_ASSIGNMENT,
            PosType_AS_OF_TRADE_QTY,
            PosType_DELIVERY_QTY,
            PosType_ELECTRONIC_TRADE_QTY,
            PosType_OPTION_EXERCISE_QTY,
            PosType_END_OF_DAY_QTY,
            PosType_INTRA_SPREAD_QTY,
            PosType_INTER_SPREAD_QTY,
            PosType_ADJUSTMENT_QTY,
            PosType_PIT_TRADE_QTY,
            PosType_START_OF_DAY_QTY,
            PosType_INTEGRAL_SPLIT,
            PosType_TRANSACTION_FROM_ASSIGNMENT,
            PosType_TOTAL_TRANSACTION_QTY,
            PosType_TRANSACTION_QUANTITY,
            PosType_TRANSFER_TRADE_QTY,
            PosType_TRANSACTION_FROM_EXERCISE,
            PosType_CROSS_MARGIN_QTY,
            PosType_RECEIVE_QUANTITY,
            PosType_CORPORATE_ACTION_ADJUSTMENT,
            PosType_DELIVERY_NOTICE_QTY,
            PosType_EXCHANGE_FOR_PHYSICAL_QTY,
            PosType_PRIVATELY_NEGOTIATED_TRADE_QTY,
            PosType_NET_DELTA_QTY,
            PosType_CREDIT_EVENT_ADJUSTMENT,
            PosType_SUCCESSION_EVENT_ADJUSTMENT,
            NUM_PosType,
            PosType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double LongQty;
        
        typedef double ShortQty;
        
        enum PosQtyStatus : unsigned int {
            PosQtyStatus_SUBMITTED,
            PosQtyStatus_ACCEPTED,
            PosQtyStatus_REJECTED,
            NUM_PosQtyStatus,
            PosQtyStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PosAmtType : unsigned int {
            PosAmtType_CASH_AMOUNT,
            PosAmtType_CASH_RESIDUAL_AMOUNT,
            PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT,
            PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT,
            PosAmtType_PREMIUM_AMOUNT,
            PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT,
            PosAmtType_TRADE_VARIATION_AMOUNT,
            PosAmtType_VALUE_ADJUSTED_AMOUNT,
            PosAmtType_SETTLEMENT_VALUE,
            PosAmtType_INITIAL_TRADE_COUPON_AMOUNT,
            PosAmtType_ACCRUED_COUPON_AMOUNT,
            PosAmtType_COUPON_AMOUNT,
            PosAmtType_INCREMENTAL_ACCRUED_COUPON,
            PosAmtType_COLLATERALIZED_MARK_TO_MARKET,
            PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET,
            PosAmtType_COMPENSATION_AMOUNT,
            PosAmtType_TOTAL_BANKED_AMOUNT,
            PosAmtType_TOTAL_COLLATERALIZED_AMOUNT,
            NUM_PosAmtType,
            PosAmtType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double PosAmt;
        
        enum PosTransType : unsigned int {
            PosTransType_EXERCISE,
            PosTransType_DO_NOT_EXERCISE,
            PosTransType_POSITION_ADJUSTMENT,
            PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION,
            PosTransType_PLEDGE,
            PosTransType_LARGE_TRADER_SUBMISSION,
            NUM_PosTransType,
            PosTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string PosReqID;
        
        typedef Poco::Int32 NoUnderlyings;
        
        enum PosMaintAction : unsigned int {
            PosMaintAction_NEW,
            PosMaintAction_REPLACE,
            PosMaintAction_CANCEL,
            PosMaintAction_REVERSE,
            NUM_PosMaintAction,
            PosMaintAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OrigPosReqRefID;
        
        typedef std::string PosMaintRptRefID;
        
        typedef Poco::Int32 ClearingBusinessDate;
        
        enum SettlSessID : unsigned int {
            SettlSessID_INTRADAY,
            SettlSessID_REGULAR_TRADING_HOURS,
            SettlSessID_ELECTRONIC_TRADING_HOURS,
            SettlSessID_END_OF_DAY,
            NUM_SettlSessID,
            SettlSessID_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SettlSessSubID;
        
        enum AdjustmentType : unsigned int {
            AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION,
            AdjustmentType_DELTA_PLUS,
            AdjustmentType_DELTA_MINUS,
            AdjustmentType_FINAL,
            NUM_AdjustmentType,
            AdjustmentType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef bool ContraryInstructionIndicator;
        
        typedef bool PriorSpreadIndicator;
        
        typedef std::string PosMaintRptID;
        
        enum PosMaintStatus : unsigned int {
            PosMaintStatus_ACCEPTED,
            PosMaintStatus_ACCEPTED_WITH_WARNINGS,
            PosMaintStatus_REJECTED,
            PosMaintStatus_COMPLETED,
            PosMaintStatus_COMPLETED_WITH_WARNINGS,
            NUM_PosMaintStatus,
            PosMaintStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PosMaintResult : unsigned int {
            PosMaintResult_SUCCESSFUL_COMPLETION,
            PosMaintResult_REJECTED,
            PosMaintResult_OTHER,
            NUM_PosMaintResult,
            PosMaintResult_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PosReqType : unsigned int {
            PosReqType_POSITIONS,
            PosReqType_TRADES,
            PosReqType_EXERCISES,
            PosReqType_ASSIGNMENTS,
            PosReqType_SETTLEMENT_ACTIVITY,
            PosReqType_BACKOUT_MESSAGE,
            PosReqType_DELTA_POSITIONS,
            NUM_PosReqType,
            PosReqType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ResponseTransportType : unsigned int {
            ResponseTransportType_INBAND,
            ResponseTransportType_OUT_OF_BAND,
            NUM_ResponseTransportType,
            ResponseTransportType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ResponseDestination;
        
        typedef Poco::Int32 TotalNumPosReports;
        
        enum PosReqResult : unsigned int {
            PosReqResult_VALID_REQUEST,
            PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST,
            PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA,
            PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS,
            PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED,
            PosReqResult_OTHER,
            NUM_PosReqResult,
            PosReqResult_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PosReqStatus : unsigned int {
            PosReqStatus_COMPLETED,
            PosReqStatus_COMPLETED_WITH_WARNINGS,
            PosReqStatus_REJECTED,
            NUM_PosReqStatus,
            PosReqStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double SettlPrice;
        
        enum SettlPriceType : unsigned int {
            SettlPriceType_FINAL,
            SettlPriceType_THEORETICAL,
            NUM_SettlPriceType,
            SettlPriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double UnderlyingSettlPrice;
        
        typedef Poco::Int32 UnderlyingSettlPriceType;
        
        typedef double PriorSettlPrice;
        
        typedef Poco::Int32 NoQuoteQualifiers;
        
        typedef std::string AllocSettlCurrency;
        
        typedef double AllocSettlCurrAmt;
        
        typedef double InterestAtMaturity;
        
        typedef Poco::Int32 LegDatedDate;
        
        typedef std::string LegPool;
        
        typedef double AllocInterestAtMaturity;
        
        typedef double AllocAccruedInterestAmt;
        
        typedef Poco::Int32 DeliveryDate;
        
        enum AssignmentMethod : unsigned int {
            AssignmentMethod_PRO_RATA,
            AssignmentMethod_RANDOM,
            NUM_AssignmentMethod,
            AssignmentMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double AssignmentUnit;
        
        typedef double OpenInterest;
        
        enum ExerciseMethod : unsigned int {
            ExerciseMethod_AUTOMATIC,
            ExerciseMethod_MANUAL,
            NUM_ExerciseMethod,
            ExerciseMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotNumTradeReports;
        
        enum TradeRequestResult : unsigned int {
            TradeRequestResult_SUCCESSFUL,
            TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT,
            TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED,
            TradeRequestResult_INVALID_PARTIES,
            TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED,
            TradeRequestResult_INVALID_DESTINATION_REQUESTED,
            TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED,
            TradeRequestResult_NOT_AUTHORIZED,
            TradeRequestResult_OTHER,
            NUM_TradeRequestResult,
            TradeRequestResult_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TradeRequestStatus : unsigned int {
            TradeRequestStatus_ACCEPTED,
            TradeRequestStatus_COMPLETED,
            TradeRequestStatus_REJECTED,
            NUM_TradeRequestStatus,
            TradeRequestStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TradeReportRejectReason : unsigned int {
            TradeReportRejectReason_SUCCESSFUL,
            TradeReportRejectReason_INVALID_PARTY_ONFORMATION,
            TradeReportRejectReason_UNKNOWN_INSTRUMENT,
            TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES,
            TradeReportRejectReason_INVALID_TRADE_TYPE,
            TradeReportRejectReason_OTHER,
            NUM_TradeReportRejectReason,
            TradeReportRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SideMultiLegReportingType : unsigned int {
            SideMultiLegReportingType_SINGLE_SECURITY,
            SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY,
            SideMultiLegReportingType_MULTILEG_SECURITY,
            NUM_SideMultiLegReportingType,
            SideMultiLegReportingType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoPosAmt;
        
        typedef bool AutoAcceptIndicator;
        
        typedef std::string AllocReportID;
        
        typedef Poco::Int32 NoNested2PartyIDs;
        
        typedef std::string Nested2PartyID;
        
        typedef std::string Nested2PartyIDSource;
        
        typedef Poco::Int32 Nested2PartyRole;
        
        typedef std::string Nested2PartySubID;
        
        typedef std::string BenchmarkSecurityIDSource;
        
        typedef std::string SecuritySubType;
        
        typedef std::string UnderlyingSecuritySubType;
        
        typedef std::string LegSecuritySubType;
        
        typedef float AllowableOneSidednessPct;
        
        typedef double AllowableOneSidednessValue;
        
        typedef std::string AllowableOneSidednessCurr;
        
        typedef Poco::Int32 NoTrdRegTimestamps;
        
        typedef Poco::Int32 TrdRegTimestamp;
        
        enum TrdRegTimestampType : unsigned int {
            TrdRegTimestampType_EXECUTION_TIME,
            TrdRegTimestampType_TIME_IN,
            TrdRegTimestampType_TIME_OUT,
            TrdRegTimestampType_BROKER_RECEIPT,
            TrdRegTimestampType_BROKER_EXECUTION,
            TrdRegTimestampType_DESK_RECEIPT,
            TrdRegTimestampType_SUBMISSION_TO_CLEARING,
            NUM_TrdRegTimestampType,
            TrdRegTimestampType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TrdRegTimestampOrigin;
        
        typedef std::string ConfirmRefID;
        
        enum ConfirmType : unsigned int {
            ConfirmType_STATUS,
            ConfirmType_CONFIRMATION,
            ConfirmType_CONFIRMATION_REQUEST_REJECTED,
            NUM_ConfirmType,
            ConfirmType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ConfirmRejReason : unsigned int {
            ConfirmRejReason_MISMATCHED_ACCOUNT,
            ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS,
            ConfirmRejReason_OTHER,
            NUM_ConfirmRejReason,
            ConfirmRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum BookingType : unsigned int {
            BookingType_REGULAR_BOOKING,
            BookingType_CFD,
            BookingType_TOTAL_RETURN_SWAP,
            NUM_BookingType,
            BookingType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 IndividualAllocRejCode;
        
        typedef std::string SettlInstMsgID;
        
        typedef Poco::Int32 NoSettlInst;
        
        typedef Poco::Int32 LastUpdateTime;
        
        enum AllocSettlInstType : unsigned int {
            AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS,
            AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED,
            AllocSettlInstType_FULL_DETAILS_PROVIDED,
            AllocSettlInstType_SSI_DB_IDS_PROVIDED,
            AllocSettlInstType_PHONE_FOR_INSTRUCTIONS,
            NUM_AllocSettlInstType,
            AllocSettlInstType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoSettlPartyIDs;
        
        typedef std::string SettlPartyID;
        
        typedef std::string SettlPartyIDSource;
        
        typedef Poco::Int32 SettlPartyRole;
        
        typedef std::string SettlPartySubID;
        
        typedef Poco::Int32 SettlPartySubIDType;
        
        enum DlvyInstType : unsigned int {
            DlvyInstType_CASH,
            DlvyInstType_SECURITIES,
            NUM_DlvyInstType,
            DlvyInstType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TerminationType : unsigned int {
            TerminationType_OVERNIGHT,
            TerminationType_TERM,
            TerminationType_FLEXIBLE,
            TerminationType_OPEN,
            NUM_TerminationType,
            TerminationType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NextExpectedMsgSeqNum;
        
        typedef std::string OrdStatusReqID;
        
        typedef std::string SettlInstReqID;
        
        enum SettlInstReqRejCode : unsigned int {
            SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST,
            SettlInstReqRejCode_UNKNOWN_ACCOUNT,
            SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND,
            SettlInstReqRejCode_OTHER,
            NUM_SettlInstReqRejCode,
            SettlInstReqRejCode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SecondaryAllocID;
        
        enum AllocReportType : unsigned int {
            AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY,
            AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY,
            AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY,
            AllocReportType_WAREHOUSE_RECAP,
            AllocReportType_REQUEST_TO_INTERMEDIARY,
            AllocReportType_ACCEPT,
            AllocReportType_REJECT,
            AllocReportType_ACCEPT_PENDING,
            AllocReportType_COMPLETE,
            AllocReportType_REVERSE_PENDING,
            NUM_AllocReportType,
            AllocReportType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string AllocReportRefID;
        
        enum AllocCancReplaceReason : unsigned int {
            AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT,
            AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS,
            AllocCancReplaceReason_OTHER,
            NUM_AllocCancReplaceReason,
            AllocCancReplaceReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef bool CopyMsgIndicator;
        
        enum AllocAccountType : unsigned int {
            AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS,
            AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS,
            AllocAccountType_HOUSE_TRADER,
            AllocAccountType_FLOOR_TRADER,
            AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED,
            AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED,
            AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT,
            NUM_AllocAccountType,
            AllocAccountType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double OrderAvgPx;
        
        typedef double OrderBookingQty;
        
        typedef Poco::Int32 NoSettlPartySubIDs;
        
        typedef Poco::Int32 NoPartySubIDs;
        
        enum PartySubIDType : unsigned int {
            PartySubIDType_FIRM,
            PartySubIDType_PERSON,
            PartySubIDType_SYSTEM,
            PartySubIDType_APPLICATION,
            PartySubIDType_FULL_LEGAL_NAME_OF_FIRM,
            PartySubIDType_POSTAL_ADDRESS,
            PartySubIDType_PHONE_NUMBER,
            PartySubIDType_EMAIL_ADDRESS,
            PartySubIDType_CONTACT_NAME,
            PartySubIDType_SECURITIES_ACCOUNT_NUMBER,
            PartySubIDType_REGISTRATION_NUMBER,
            PartySubIDType_REGISTERED_ADDRESS_12,
            PartySubIDType_REGULATORY_STATUS,
            PartySubIDType_REGISTRATION_NAME,
            PartySubIDType_CASH_ACCOUNT_NUMBER,
            PartySubIDType_BIC,
            PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE,
            PartySubIDType_REGISTERED_ADDRESS_18,
            PartySubIDType_FUND_ACCOUNT_NAME,
            PartySubIDType_TELEX_NUMBER,
            PartySubIDType_FAX_NUMBER,
            PartySubIDType_SECURITIES_ACCOUNT_NAME,
            PartySubIDType_CASH_ACCOUNT_NAME,
            PartySubIDType_DEPARTMENT,
            PartySubIDType_LOCATION_DESK,
            PartySubIDType_POSITION_ACCOUNT_TYPE,
            PartySubIDType_SECURITY_LOCATE_ID,
            PartySubIDType_MARKET_MAKER,
            PartySubIDType_ELIGIBLE_COUNTERPARTY,
            PartySubIDType_PROFESSIONAL_CLIENT,
            PartySubIDType_LOCATION,
            PartySubIDType_EXECUTION_VENUE,
            PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER,
            NUM_PartySubIDType,
            PartySubIDType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoNestedPartySubIDs;
        
        typedef Poco::Int32 NestedPartySubIDType;
        
        typedef Poco::Int32 NoNested2PartySubIDs;
        
        typedef Poco::Int32 Nested2PartySubIDType;
        
        enum AllocIntermedReqType : unsigned int {
            AllocIntermedReqType_PENDING_ACCEPT,
            AllocIntermedReqType_PENDING_RELEASE,
            AllocIntermedReqType_PENDING_REVERSAL,
            AllocIntermedReqType_ACCEPT,
            AllocIntermedReqType_BLOCK_LEVEL_REJECT,
            AllocIntermedReqType_ACCOUNT_LEVEL_REJECT,
            NUM_AllocIntermedReqType,
            AllocIntermedReqType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoUsernames;
        
        typedef double UnderlyingPx;
        
        typedef float PriceDelta;
        
        typedef Poco::Int32 ApplQueueMax;
        
        typedef Poco::Int32 ApplQueueDepth;
        
        enum ApplQueueResolution : unsigned int {
            ApplQueueResolution_NO_ACTION_TAKEN,
            ApplQueueResolution_QUEUE_FLUSHED,
            ApplQueueResolution_OVERLAY_LAST,
            ApplQueueResolution_END_SESSION,
            NUM_ApplQueueResolution,
            ApplQueueResolution_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ApplQueueAction : unsigned int {
            ApplQueueAction_NO_ACTION_TAKEN,
            ApplQueueAction_QUEUE_FLUSHED,
            ApplQueueAction_OVERLAY_LAST,
            ApplQueueAction_END_SESSION,
            NUM_ApplQueueAction,
            ApplQueueAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoAltMDSource;
        
        typedef std::string AltMDSourceID;
        
        typedef std::string SecondaryTradeReportID;
        
        enum AvgPxIndicator : unsigned int {
            AvgPxIndicator_NO_AVERAGE_PRICING,
            AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID,
            AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID,
            NUM_AvgPxIndicator,
            AvgPxIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradeLinkID;
        
        typedef std::string OrderInputDevice;
        
        typedef std::string UnderlyingTradingSessionID;
        
        typedef std::string UnderlyingTradingSessionSubID;
        
        typedef std::string TradeLegRefID;
        
        typedef std::string ExchangeRule;
        
        enum TradeAllocIndicator : unsigned int {
            TradeAllocIndicator_ALLOCATION_NOT_REQUIRED,
            TradeAllocIndicator_ALLOCATION_REQUIRED,
            TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE,
            TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR,
            TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR,
            TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT,
            NUM_TradeAllocIndicator,
            TradeAllocIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ExpirationCycle : unsigned int {
            ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE,
            ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN,
            ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE,
            NUM_ExpirationCycle,
            ExpirationCycle_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TrdType : unsigned int {
            TrdType_REGULAR_TRADE,
            TrdType_BLOCK_TRADE_1,
            TrdType_EFP,
            TrdType_TRANSFER,
            TrdType_LATE_TRADE,
            TrdType_T_TRADE,
            TrdType_WEIGHTED_AVERAGE_PRICE_TRADE,
            TrdType_BUNCHED_TRADE,
            TrdType_LATE_BUNCHED_TRADE,
            TrdType_PRIOR_REFERENCE_PRICE_TRADE,
            TrdType_AFTER_HOURS_TRADE,
            TrdType_EXCHANGE_FOR_RISK,
            TrdType_EXCHANGE_FOR_SWAP,
            TrdType_EXCHANGE_OF_FUTURES_FOR,
            TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS,
            TrdType_TRADING_AT_SETTLEMENT,
            TrdType_ALL_OR_NONE,
            TrdType_FUTURES_LARGE_ORDER_EXECUTION,
            TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES,
            TrdType_OPTION_INTERIM_TRADE,
            TrdType_OPTION_CABINET_TRADE,
            TrdType_PRIVATELY_NEGOTIATED_TRADES,
            TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS,
            TrdType_NON_STANDARD_SETTLEMENT,
            TrdType_DERIVATIVE_RELATED_TRANSACTION,
            TrdType_PORTFOLIO_TRADE,
            TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE,
            TrdType_EXCHANGE_GRANTED_TRADE,
            TrdType_REPURCHASE_AGREEMENT,
            TrdType_OTC,
            TrdType_EXCHANGE_BASIS_FACILITY,
            TrdType_ERROR_TRADE,
            TrdType_SPECIAL_CUM_DIVIDEND,
            TrdType_SPECIAL_EX_DIVIDEND,
            TrdType_SPECIAL_CUM_COUPON,
            TrdType_SPECIAL_EX_COUPON,
            TrdType_CASH_SETTLEMENT,
            TrdType_SPECIAL_PRICE,
            TrdType_GUARANTEED_DELIVERY,
            TrdType_SPECIAL_CUM_RIGHTS,
            TrdType_SPECIAL_EX_RIGHTS,
            TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS,
            TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS,
            TrdType_SPECIAL_CUM_BONUS,
            TrdType_SPECIAL_EX_BONUS,
            TrdType_BLOCK_TRADE_38,
            TrdType_WORKED_PRINCIPAL_TRADE,
            TrdType_BLOCK_TRADES,
            TrdType_NAME_CHANGE,
            TrdType_PORTFOLIO_TRANSFER,
            TrdType_PROROGATION_BUY,
            TrdType_PROROGATION_SELL,
            TrdType_OPTION_EXERCISE,
            TrdType_DELTA_NEUTRAL_TRANSACTION,
            TrdType_FINANCING_TRANSACTION,
            NUM_TrdType,
            TrdType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TrdSubType : unsigned int {
            TrdSubType_CMTA,
            TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT,
            TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT,
            TrdSubType_REJECT_FOR_SUBMITTING_SIDE,
            TrdSubType_ADVISORY_FOR_CONTRA_SIDE,
            TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION,
            TrdSubType_ONSET_DUE_TO_AN_ALLOCATION,
            TrdSubType_DIFFERENTIAL_SPREAD,
            TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT,
            TrdSubType_TRANSACTION_FROM_EXERCISE,
            TrdSubType_TRANSACTION_FROM_ASSIGNMENT,
            TrdSubType_ACATS,
            TrdSubType_OFF_HOURS_TRADE,
            TrdSubType_ON_HOURS_TRADE,
            TrdSubType_OTC_QUOTE,
            TrdSubType_CONVERTED_SWAP,
            TrdSubType_AI,
            TrdSubType_B,
            TrdSubType_K,
            TrdSubType_LC,
            TrdSubType_M,
            TrdSubType_N,
            TrdSubType_NM,
            TrdSubType_NR,
            TrdSubType_P,
            TrdSubType_PA,
            TrdSubType_PC,
            TrdSubType_PN,
            TrdSubType_R,
            TrdSubType_RO,
            TrdSubType_RT,
            TrdSubType_SW,
            TrdSubType_T,
            TrdSubType_WN,
            TrdSubType_WT,
            TrdSubType_CROSSED_TRADE,
            TrdSubType_INTERIM_PROTECTED_TRADE,
            TrdSubType_LARGE_IN_SCALE,
            NUM_TrdSubType,
            TrdSubType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TransferReason;
        
        typedef Poco::Int32 TotNumAssignmentReports;
        
        typedef std::string AsgnRptID;
        
        typedef double ThresholdAmount;
        
        enum PegMoveType : unsigned int {
            PegMoveType_FLOATING,
            PegMoveType_FIXED,
            NUM_PegMoveType,
            PegMoveType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PegOffsetType : unsigned int {
            PegOffsetType_PRICE,
            PegOffsetType_BASIS_POINTS,
            PegOffsetType_TICKS,
            PegOffsetType_PRICE_TIER,
            NUM_PegOffsetType,
            PegOffsetType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PegLimitType : unsigned int {
            PegLimitType_OR_BETTER,
            PegLimitType_STRICT,
            PegLimitType_OR_WORSE,
            NUM_PegLimitType,
            PegLimitType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PegRoundDirection : unsigned int {
            PegRoundDirection_MORE_AGGRESSIVE,
            PegRoundDirection_MORE_PASSIVE,
            NUM_PegRoundDirection,
            PegRoundDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double PeggedPrice;
        
        enum PegScope : unsigned int {
            PegScope_LOCAL,
            PegScope_NATIONAL,
            PegScope_GLOBAL,
            PegScope_NATIONAL_EXCLUDING_LOCAL,
            NUM_PegScope,
            PegScope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DiscretionMoveType : unsigned int {
            DiscretionMoveType_FLOATING,
            DiscretionMoveType_FIXED,
            NUM_DiscretionMoveType,
            DiscretionMoveType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DiscretionOffsetType : unsigned int {
            DiscretionOffsetType_PRICE,
            DiscretionOffsetType_BASIS_POINTS,
            DiscretionOffsetType_TICKS,
            DiscretionOffsetType_PRICE_TIER,
            NUM_DiscretionOffsetType,
            DiscretionOffsetType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DiscretionLimitType : unsigned int {
            DiscretionLimitType_OR_BETTER,
            DiscretionLimitType_STRICT,
            DiscretionLimitType_OR_WORSE,
            NUM_DiscretionLimitType,
            DiscretionLimitType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DiscretionRoundDirection : unsigned int {
            DiscretionRoundDirection_MORE_AGGRESSIVE,
            DiscretionRoundDirection_MORE_PASSIVE,
            NUM_DiscretionRoundDirection,
            DiscretionRoundDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double DiscretionPrice;
        
        enum DiscretionScope : unsigned int {
            DiscretionScope_LOCAL,
            DiscretionScope_NATIONAL,
            DiscretionScope_GLOBAL,
            DiscretionScope_NATIONAL_EXCLUDING_LOCAL,
            NUM_DiscretionScope,
            DiscretionScope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TargetStrategy : unsigned int {
            TargetStrategy_VWAP,
            TargetStrategy_PARTICIPATE,
            TargetStrategy_MININIZE_MARKET_IMPACT,
            NUM_TargetStrategy,
            TargetStrategy_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TargetStrategyParameters;
        
        typedef float ParticipationRate;
        
        typedef float TargetStrategyPerformance;
        
        enum LastLiquidityInd : unsigned int {
            LastLiquidityInd_ADDED_LIQUIDITY,
            LastLiquidityInd_REMOVED_LIQUIDITY,
            LastLiquidityInd_LIQUIDITY_ROUTED_OUT,
            LastLiquidityInd_AUCTION,
            NUM_LastLiquidityInd,
            LastLiquidityInd_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PublishTrdIndicator : unsigned int {
            PublishTrdIndicator_NO,
            PublishTrdIndicator_YES,
            NUM_PublishTrdIndicator,
            PublishTrdIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ShortSaleReason : unsigned int {
            ShortSaleReason_DEALER_SOLD_SHORT,
            ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT,
            ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT,
            ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT,
            ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE,
            ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT,
            NUM_ShortSaleReason,
            ShortSaleReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum QtyType : unsigned int {
            QtyType_UNITS,
            QtyType_CONTRACTS,
            QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT,
            NUM_QtyType,
            QtyType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 SecondaryTrdType;
        
        enum TradeReportType : unsigned int {
            TradeReportType_SUBMIT,
            TradeReportType_ALLEGED_1,
            TradeReportType_ACCEPT,
            TradeReportType_DECLINE,
            TradeReportType_ADDENDUM,
            TradeReportType_NO_WAS,
            TradeReportType_TRADE_REPORT_CANCEL,
            TradeReportType_7,
            TradeReportType_DEFAULTED,
            TradeReportType_INVALID_CMTA,
            TradeReportType_PENDED,
            TradeReportType_ALLEGED_NEW,
            TradeReportType_ALLEGED_ADDENDUM,
            TradeReportType_ALLEGED_NO_WAS,
            TradeReportType_ALLEGED_TRADE_REPORT_CANCEL,
            TradeReportType_ALLEGED_15,
            NUM_TradeReportType,
            TradeReportType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AllocNoOrdersType : unsigned int {
            AllocNoOrdersType_NOT_SPECIFIED,
            AllocNoOrdersType_EXPLICIT_LIST_PROVIDED,
            NUM_AllocNoOrdersType,
            AllocNoOrdersType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double SharedCommission;
        
        typedef std::string ConfirmReqID;
        
        typedef double AvgParPx;
        
        typedef double ReportedPx;
        
        typedef Poco::Int32 NoCapacities;
        
        typedef double OrderCapacityQty;
        
        typedef Poco::Int32 NoEvents;
        
        enum EventType : unsigned int {
            EventType_PUT,
            EventType_CALL,
            EventType_TENDER,
            EventType_SINKING_FUND_CALL,
            EventType_ACTIVATION,
            EventType_INACTIVIATION,
            EventType_LAST_ELIGIBLE_TRADE_DATE,
            EventType_SWAP_START_DATE,
            EventType_SWAP_END_DATE,
            EventType_SWAP_ROLL_DATE,
            EventType_SWAP_NEXT_START_DATE,
            EventType_SWAP_NEXT_ROLL_DATE,
            EventType_FIRST_DELIVERY_DATE,
            EventType_LAST_DELIVERY_DATE,
            EventType_INITIAL_INVENTORY_DUE_DATE,
            EventType_FINAL_INVENTORY_DUE_DATE,
            EventType_FIRST_INTENT_DATE,
            EventType_LAST_INTENT_DATE,
            EventType_POSITION_REMOVAL_DATE,
            EventType_OTHER,
            NUM_EventType,
            EventType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 EventDate;
        
        typedef double EventPx;
        
        typedef std::string EventText;
        
        typedef float PctAtRisk;
        
        typedef Poco::Int32 NoInstrAttrib;
        
        enum InstrAttribType : unsigned int {
            InstrAttribType_FLAT,
            InstrAttribType_ZERO_COUPON,
            InstrAttribType_INTEREST_BEARING,
            InstrAttribType_NO_PERIODIC_PAYMENTS,
            InstrAttribType_VARIABLE_RATE,
            InstrAttribType_LESS_FEE_FOR_PUT,
            InstrAttribType_STEPPED_COUPON,
            InstrAttribType_COUPON_PERIOD,
            InstrAttribType_WHEN_AND_IF_ISSUED,
            InstrAttribType_ORIGINAL_ISSUE_DISCOUNT,
            InstrAttribType_CALLABLE_PUTTABLE,
            InstrAttribType_ESCROWED_TO_MATURITY,
            InstrAttribType_ESCROWED_TO_REDEMPTION_DATE,
            InstrAttribType_PRE_REFUNDED,
            InstrAttribType_IN_DEFAULT,
            InstrAttribType_UNRATED,
            InstrAttribType_TAXABLE,
            InstrAttribType_INDEXED,
            InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX,
            InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE,
            InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE,
            InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED,
            InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY,
            InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY,
            InstrAttribType_INSTRUMENT_DENOMINATOR,
            InstrAttribType_INSTRUMENT_NUMERATOR,
            InstrAttribType_INSTRUMENT_PRICE_PRECISION,
            InstrAttribType_INSTRUMENT_STRIKE_PRICE,
            InstrAttribType_TRADEABLE_INDICATOR,
            InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE,
            NUM_InstrAttribType,
            InstrAttribType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string InstrAttribValue;
        
        typedef Poco::Int32 DatedDate;
        
        typedef Poco::Int32 InterestAccrualDate;
        
        enum CPProgram : unsigned int {
            CPProgram_3,
            CPProgram_4,
            CPProgram_OTHER,
            NUM_CPProgram,
            CPProgram_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CPRegType;
        
        typedef std::string UnderlyingCPProgram;
        
        typedef std::string UnderlyingCPRegType;
        
        typedef double UnderlyingQty;
        
        typedef std::string TrdMatchID;
        
        typedef std::string SecondaryTradeReportRefID;
        
        typedef double UnderlyingDirtyPrice;
        
        typedef double UnderlyingEndPrice;
        
        typedef double UnderlyingStartValue;
        
        typedef double UnderlyingCurrentValue;
        
        typedef double UnderlyingEndValue;
        
        typedef Poco::Int32 NoUnderlyingStips;
        
        typedef std::string UnderlyingStipType;
        
        typedef std::string UnderlyingStipValue;
        
        typedef double MaturityNetMoney;
        
        enum MiscFeeBasis : unsigned int {
            MiscFeeBasis_ABSOLUTE,
            MiscFeeBasis_PER_UNIT,
            MiscFeeBasis_PERCENTAGE,
            NUM_MiscFeeBasis,
            MiscFeeBasis_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotNoAllocs;
        
        enum LastFragment : unsigned int {
            LastFragment_NO,
            LastFragment_YES,
            NUM_LastFragment,
            LastFragment_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CollReqID;
        
        enum CollAsgnReason : unsigned int {
            CollAsgnReason_INITIAL,
            CollAsgnReason_SCHEDULED,
            CollAsgnReason_TIME_WARNING,
            CollAsgnReason_MARGIN_DEFICIENCY,
            CollAsgnReason_MARGIN_EXCESS,
            CollAsgnReason_FORWARD_COLLATERAL_DEMAND,
            CollAsgnReason_EVENT_OF_DEFAULT,
            CollAsgnReason_ADVERSE_TAX_EVENT,
            NUM_CollAsgnReason,
            CollAsgnReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CollInquiryQualifier : unsigned int {
            CollInquiryQualifier_TRADE_DATE,
            CollInquiryQualifier_GC_INSTRUMENT,
            CollInquiryQualifier_COLLATERAL_INSTRUMENT,
            CollInquiryQualifier_SUBSTITUTION_ELIGIBLE,
            CollInquiryQualifier_NOT_ASSIGNED,
            CollInquiryQualifier_PARTIALLY_ASSIGNED,
            CollInquiryQualifier_FULLY_ASSIGNED,
            CollInquiryQualifier_OUTSTANDING_TRADES,
            NUM_CollInquiryQualifier,
            CollInquiryQualifier_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoTrades;
        
        typedef float MarginRatio;
        
        typedef double MarginExcess;
        
        typedef double TotalNetValue;
        
        typedef double CashOutstanding;
        
        typedef std::string CollAsgnID;
        
        enum CollAsgnTransType : unsigned int {
            CollAsgnTransType_NEW,
            CollAsgnTransType_REPLACE,
            CollAsgnTransType_CANCEL,
            CollAsgnTransType_RELEASE,
            CollAsgnTransType_REVERSE,
            NUM_CollAsgnTransType,
            CollAsgnTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CollRespID;
        
        enum CollAsgnRespType : unsigned int {
            CollAsgnRespType_RECEIVED,
            CollAsgnRespType_ACCEPTED,
            CollAsgnRespType_DECLINED,
            CollAsgnRespType_REJECTED,
            NUM_CollAsgnRespType,
            CollAsgnRespType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CollAsgnRejectReason : unsigned int {
            CollAsgnRejectReason_UNKNOWN_DEAL,
            CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT,
            CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION,
            CollAsgnRejectReason_INSUFFICIENT_COLLATERAL,
            CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL,
            CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION,
            CollAsgnRejectReason_OTHER,
            NUM_CollAsgnRejectReason,
            CollAsgnRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CollAsgnRefID;
        
        typedef std::string CollRptID;
        
        typedef std::string CollInquiryID;
        
        enum CollStatus : unsigned int {
            CollStatus_UNASSIGNED,
            CollStatus_PARTIALLY_ASSIGNED,
            CollStatus_ASSIGNMENT_PROPOSED,
            CollStatus_ASSIGNED,
            CollStatus_CHALLENGED,
            NUM_CollStatus,
            CollStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotNumReports;
        
        enum LastRptRequested : unsigned int {
            LastRptRequested_NO,
            LastRptRequested_YES,
            NUM_LastRptRequested,
            LastRptRequested_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string AgreementDesc;
        
        typedef std::string AgreementID;
        
        typedef Poco::Int32 AgreementDate;
        
        typedef Poco::Int32 StartDate;
        
        typedef Poco::Int32 EndDate;
        
        typedef std::string AgreementCurrency;
        
        enum DeliveryType : unsigned int {
            DeliveryType_VERSUS_PAYMENT_DELIVER,
            DeliveryType_FREE_DELIVER,
            DeliveryType_TRI_PARTY,
            DeliveryType_HOLD_IN_CUSTODY,
            NUM_DeliveryType,
            DeliveryType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double EndAccruedInterestAmt;
        
        typedef double StartCash;
        
        typedef double EndCash;
        
        typedef std::string UserRequestID;
        
        enum UserRequestType : unsigned int {
            UserRequestType_LOG_ON_USER,
            UserRequestType_LOG_OFF_USER,
            UserRequestType_CHANGE_PASSWORD_FOR_USER,
            UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS,
            NUM_UserRequestType,
            UserRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string NewPassword;
        
        enum UserStatus : unsigned int {
            UserStatus_LOGGED_IN,
            UserStatus_NOT_LOGGED_IN,
            UserStatus_USER_NOT_RECOGNISED,
            UserStatus_PASSWORD_INCORRECT,
            UserStatus_PASSWORD_CHANGED,
            UserStatus_OTHER,
            UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE,
            UserStatus_SESSION_SHUTDOWN_WARNING,
            NUM_UserStatus,
            UserStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string UserStatusText;
        
        enum StatusValue : unsigned int {
            StatusValue_CONNECTED,
            StatusValue_NOT_CONNECTED_2,
            StatusValue_NOT_CONNECTED_3,
            StatusValue_IN_PROCESS,
            NUM_StatusValue,
            StatusValue_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string StatusText;
        
        typedef std::string RefCompID;
        
        typedef std::string RefSubID;
        
        typedef std::string NetworkResponseID;
        
        typedef std::string NetworkRequestID;
        
        typedef std::string LastNetworkResponseID;
        
        enum NetworkRequestType : unsigned int {
            NetworkRequestType_SNAPSHOT,
            NetworkRequestType_SUBSCRIBE,
            NetworkRequestType_STOP_SUBSCRIBING,
            NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED,
            NUM_NetworkRequestType,
            NetworkRequestType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoCompIDs;
        
        enum NetworkStatusResponseType : unsigned int {
            NetworkStatusResponseType_FULL,
            NetworkStatusResponseType_INCREMENTAL_UPDATE,
            NUM_NetworkStatusResponseType,
            NetworkStatusResponseType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoCollInquiryQualifier;
        
        enum TrdRptStatus : unsigned int {
            TrdRptStatus_ACCEPTED,
            TrdRptStatus_REJECTED,
            TrdRptStatus_ACCEPTED_WITH_ERRORS,
            NUM_TrdRptStatus,
            TrdRptStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AffirmStatus : unsigned int {
            AffirmStatus_RECEIVED,
            AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED,
            AffirmStatus_AFFIRMED,
            NUM_AffirmStatus,
            AffirmStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string UnderlyingStrikeCurrency;
        
        typedef std::string LegStrikeCurrency;
        
        typedef std::string TimeBracket;
        
        enum CollAction : unsigned int {
            CollAction_RETAIN,
            CollAction_ADD,
            CollAction_REMOVE,
            NUM_CollAction,
            CollAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CollInquiryStatus : unsigned int {
            CollInquiryStatus_ACCEPTED,
            CollInquiryStatus_ACCEPTED_WITH_WARNINGS,
            CollInquiryStatus_COMPLETED,
            CollInquiryStatus_COMPLETED_WITH_WARNINGS,
            CollInquiryStatus_REJECTED,
            NUM_CollInquiryStatus,
            CollInquiryStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum CollInquiryResult : unsigned int {
            CollInquiryResult_SUCCESSFUL,
            CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT,
            CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE,
            CollInquiryResult_INVALID_PARTIES,
            CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED,
            CollInquiryResult_INVALID_DESTINATION_REQUESTED,
            CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED,
            CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED,
            CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED,
            CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY,
            CollInquiryResult_OTHER,
            NUM_CollInquiryResult,
            CollInquiryResult_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string StrikeCurrency;
        
        typedef Poco::Int32 NoNested3PartyIDs;
        
        typedef std::string Nested3PartyID;
        
        typedef std::string Nested3PartyIDSource;
        
        typedef Poco::Int32 Nested3PartyRole;
        
        typedef Poco::Int32 NoNested3PartySubIDs;
        
        typedef std::string Nested3PartySubID;
        
        typedef Poco::Int32 Nested3PartySubIDType;
        
        typedef Poco::Int32 LegContractSettlMonth;
        
        typedef Poco::Int32 LegInterestAccrualDate;
        
        typedef Poco::Int32 NoStrategyParameters;
        
        typedef std::string StrategyParameterName;
        
        enum StrategyParameterType : unsigned int {
            StrategyParameterType_INT,
            StrategyParameterType_LENGTH,
            StrategyParameterType_NUMINGROUP,
            StrategyParameterType_SEQNUM,
            StrategyParameterType_TAGNUM,
            StrategyParameterType_FLOAT,
            StrategyParameterType_QTY,
            StrategyParameterType_PRICE,
            StrategyParameterType_PRICEOFFSET,
            StrategyParameterType_AMT,
            StrategyParameterType_PERCENTAGE,
            StrategyParameterType_CHAR,
            StrategyParameterType_BOOLEAN,
            StrategyParameterType_STRING,
            StrategyParameterType_MULTIPLECHARVALUE,
            StrategyParameterType_CURRENCY,
            StrategyParameterType_EXCHANGE,
            StrategyParameterType_MONTHYEAR,
            StrategyParameterType_UTCTIMESTAMP,
            StrategyParameterType_UTCTIMEONLY,
            StrategyParameterType_LOCALMKTDATE,
            StrategyParameterType_UTCDATEONLY,
            StrategyParameterType_DATA,
            StrategyParameterType_MULTIPLESTRINGVALUE,
            StrategyParameterType_COUNTRY,
            StrategyParameterType_LANGUAGE,
            StrategyParameterType_TZTIMEONLY,
            StrategyParameterType_TZTIMESTAMP,
            StrategyParameterType_TENOR,
            NUM_StrategyParameterType,
            StrategyParameterType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string StrategyParameterValue;
        
        typedef std::string HostCrossID;
        
        typedef Poco::Int32 SideTimeInForce;
        
        typedef Poco::Int32 MDReportID;
        
        typedef Poco::Int32 SecurityReportID;
        
        enum SecurityStatus : unsigned int {
            SecurityStatus_ACTIVE,
            SecurityStatus_INACTIVE,
            NUM_SecurityStatus,
            SecurityStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SettleOnOpenFlag;
        
        typedef float StrikeMultiplier;
        
        typedef float StrikeValue;
        
        typedef float MinPriceIncrement;
        
        typedef Poco::Int32 PositionLimit;
        
        typedef Poco::Int32 NTPositionLimit;
        
        typedef float UnderlyingAllocationPercent;
        
        typedef double UnderlyingCashAmount;
        
        enum UnderlyingCashType : unsigned int {
            UnderlyingCashType_FIXED,
            UnderlyingCashType_DIFF,
            NUM_UnderlyingCashType,
            UnderlyingCashType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum UnderlyingSettlementType : unsigned int {
            UnderlyingSettlementType_T_PLUS_1,
            UnderlyingSettlementType_T_PLUS_3,
            UnderlyingSettlementType_T_PLUS_4,
            NUM_UnderlyingSettlementType,
            UnderlyingSettlementType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 QuantityDate;
        
        typedef std::string ContIntRptID;
        
        typedef bool LateIndicator;
        
        typedef std::string InputSource;
        
        enum SecurityUpdateAction : unsigned int {
            SecurityUpdateAction_ADD,
            SecurityUpdateAction_DELETE,
            SecurityUpdateAction_MODIFY,
            NUM_SecurityUpdateAction,
            SecurityUpdateAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoExpiration;
        
        enum ExpirationQtyType : unsigned int {
            ExpirationQtyType_AUTO_EXERCISE,
            ExpirationQtyType_NON_AUTO_EXERCISE,
            ExpirationQtyType_FINAL_WILL_BE_EXERCISED,
            ExpirationQtyType_CONTRARY_INTENTION,
            ExpirationQtyType_DIFFERENCE,
            NUM_ExpirationQtyType,
            ExpirationQtyType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double ExpQty;
        
        typedef Poco::Int32 NoUnderlyingAmounts;
        
        typedef double UnderlyingPayAmount;
        
        typedef double UnderlyingCollectAmount;
        
        typedef Poco::Int32 UnderlyingSettlementDate;
        
        typedef std::string UnderlyingSettlementStatus;
        
        typedef std::string SecondaryIndividualAllocID;
        
        typedef std::string LegReportID;
        
        typedef double RndPx;
        
        enum IndividualAllocType : unsigned int {
            IndividualAllocType_SUB_ALLOCATE,
            IndividualAllocType_THIRD_PARTY_ALLOCATION,
            NUM_IndividualAllocType,
            IndividualAllocType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string AllocCustomerCapacity;
        
        typedef std::string TierCode;
        
        enum UnitOfMeasure : unsigned int {
            UnitOfMeasure_BILLION_CUBIC_FEET,
            UnitOfMeasure_MILLION_BARRELS,
            UnitOfMeasure_ONE_MILLION_BTU,
            UnitOfMeasure_MEGAWATT_HOURS,
            UnitOfMeasure_BARRELS,
            UnitOfMeasure_BUSHELS,
            UnitOfMeasure_POUNDS,
            UnitOfMeasure_GALLONS,
            UnitOfMeasure_TROY_OUNCES,
            UnitOfMeasure_METRIC_TONS,
            UnitOfMeasure_TONS,
            UnitOfMeasure_US_DOLLARS,
            UnitOfMeasure_ALLOWANCES,
            NUM_UnitOfMeasure,
            UnitOfMeasure_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TimeUnit : unsigned int {
            TimeUnit_HOUR,
            TimeUnit_MINUTE,
            TimeUnit_SECOND,
            TimeUnit_DAY,
            TimeUnit_WEEK,
            TimeUnit_MONTH,
            TimeUnit_YEAR,
            NUM_TimeUnit,
            TimeUnit_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string UnderlyingUnitOfMeasure;
        
        typedef std::string LegUnitOfMeasure;
        
        typedef std::string UnderlyingTimeUnit;
        
        typedef std::string LegTimeUnit;
        
        enum AllocMethod : unsigned int {
            AllocMethod_AUTOMATIC,
            AllocMethod_GUARANTOR,
            AllocMethod_MANUAL,
            NUM_AllocMethod,
            AllocMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string TradeID;
        
        typedef std::string SideTradeReportID;
        
        typedef std::string SideFillStationCd;
        
        typedef std::string SideReasonCd;
        
        typedef Poco::Int32 SideTrdSubTyp;
        
        typedef Poco::Int32 SideLastQty;
        
        typedef std::string MessageEventSource;
        
        typedef Poco::Int32 SideTrdRegTimestamp;
        
        typedef Poco::Int32 SideTrdRegTimestampType;
        
        typedef std::string SideTrdRegTimestampSrc;
        
        enum AsOfIndicator : unsigned int {
            AsOfIndicator_FALSE,
            AsOfIndicator_TRUE,
            NUM_AsOfIndicator,
            AsOfIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoSideTrdRegTS;
        
        typedef float LegOptionRatio;
        
        typedef Poco::Int32 NoInstrumentParties;
        
        typedef std::string InstrumentPartyID;
        
        typedef double TradeVolume;
        
        enum MDBookType : unsigned int {
            MDBookType_TOP_OF_BOOK,
            MDBookType_PRICE_DEPTH,
            MDBookType_ORDER_DEPTH,
            NUM_MDBookType,
            MDBookType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MDFeedType;
        
        typedef Poco::Int32 MDPriceLevel;
        
        enum MDOriginType : unsigned int {
            MDOriginType_BOOK,
            MDOriginType_OFF_BOOK,
            MDOriginType_CROSS,
            NUM_MDOriginType,
            MDOriginType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double FirstPx;
        
        typedef float MDEntrySpotRate;
        
        typedef double MDEntryForwardPoints;
        
        typedef bool ManualOrderIndicator;
        
        typedef bool CustDirectedOrder;
        
        typedef std::string ReceivedDeptID;
        
        enum CustOrderHandlingInst : unsigned int {
            CustOrderHandlingInst_ADD_ON_ORDER,
            CustOrderHandlingInst_ALL_OR_NONE,
            CustOrderHandlingInst_CASH_NOT_HELD,
            CustOrderHandlingInst_DIRECTED_ORDER,
            CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION,
            CustOrderHandlingInst_FILL_OR_KILL,
            CustOrderHandlingInst_IMBALANCE_ONLY,
            CustOrderHandlingInst_IMMEDIATE_OR_CANCEL,
            CustOrderHandlingInst_LIMIT_ON_OPEN,
            CustOrderHandlingInst_LIMIT_ON_CLOSE,
            CustOrderHandlingInst_MARKET_AT_OPEN,
            CustOrderHandlingInst_MARKET_AT_CLOSE,
            CustOrderHandlingInst_MARKET_ON_OPEN,
            CustOrderHandlingInst_MARKET_ON_CLOSE,
            CustOrderHandlingInst_MINIMUM_QUANTITY,
            CustOrderHandlingInst_NOT_HELD,
            CustOrderHandlingInst_OVER_THE_DAY,
            CustOrderHandlingInst_PEGGED,
            CustOrderHandlingInst_RESERVE_SIZE_ORDER,
            CustOrderHandlingInst_STOP_STOCK_TRANSACTION,
            CustOrderHandlingInst_SCALE,
            CustOrderHandlingInst_TIME_ORDER,
            CustOrderHandlingInst_TRAILING_STOP,
            CustOrderHandlingInst_WORK,
            NUM_CustOrderHandlingInst,
            CustOrderHandlingInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OrderHandlingInstSource : unsigned int {
            OrderHandlingInstSource_NASD_OATS,
            NUM_OrderHandlingInstSource,
            OrderHandlingInstSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DeskType : unsigned int {
            DeskType_AGENCY,
            DeskType_ARBITRAGE,
            DeskType_DERIVATIVES,
            DeskType_INTERNATIONAL,
            DeskType_INSTITUTIONAL,
            DeskType_OTHER,
            DeskType_PREFERRED_TRADING,
            DeskType_PROPRIETARY,
            DeskType_PROGRAM_TRADING,
            DeskType_SALES,
            DeskType_TRADING,
            NUM_DeskType,
            DeskType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DeskTypeSource : unsigned int {
            DeskTypeSource_NASD_OATS,
            NUM_DeskTypeSource,
            DeskTypeSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DeskOrderHandlingInst : unsigned int {
            DeskOrderHandlingInst_ADD_ON_ORDER,
            DeskOrderHandlingInst_ALL_OR_NONE,
            DeskOrderHandlingInst_CASH_NOT_HELD,
            DeskOrderHandlingInst_DIRECTED_ORDER,
            DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION,
            DeskOrderHandlingInst_FILL_OR_KILL,
            DeskOrderHandlingInst_IMBALANCE_ONLY,
            DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL,
            DeskOrderHandlingInst_LIMIT_ON_OPEN,
            DeskOrderHandlingInst_LIMIT_ON_CLOSE,
            DeskOrderHandlingInst_MARKET_AT_OPEN,
            DeskOrderHandlingInst_MARKET_AT_CLOSE,
            DeskOrderHandlingInst_MARKET_ON_OPEN,
            DeskOrderHandlingInst_MARKET_ON_CLOSE,
            DeskOrderHandlingInst_MINIMUM_QUANTITY,
            DeskOrderHandlingInst_NOT_HELD,
            DeskOrderHandlingInst_OVER_THE_DAY,
            DeskOrderHandlingInst_PEGGED,
            DeskOrderHandlingInst_RESERVE_SIZE_ORDER,
            DeskOrderHandlingInst_STOP_STOCK_TRANSACTION,
            DeskOrderHandlingInst_SCALE,
            DeskOrderHandlingInst_TIME_ORDER,
            DeskOrderHandlingInst_TRAILING_STOP,
            DeskOrderHandlingInst_WORK,
            NUM_DeskOrderHandlingInst,
            DeskOrderHandlingInst_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ExecAckStatus : unsigned int {
            ExecAckStatus_RECEIVED_NOT_YET_PROCESSED,
            ExecAckStatus_ACCEPTED,
            ExecAckStatus_DONT_KNOW,
            NUM_ExecAckStatus,
            ExecAckStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double UnderlyingDeliveryAmount;
        
        typedef double UnderlyingCapValue;
        
        typedef std::string UnderlyingSettlMethod;
        
        typedef std::string SecondaryTradeID;
        
        typedef std::string FirmTradeID;
        
        typedef std::string SecondaryFirmTradeID;
        
        enum CollApplType : unsigned int {
            CollApplType_SPECIFIC_DEPOSIT,
            CollApplType_GENERAL,
            NUM_CollApplType,
            CollApplType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double UnderlyingAdjustedQuantity;
        
        typedef float UnderlyingFXRate;
        
        enum UnderlyingFXRateCalc : unsigned int {
            UnderlyingFXRateCalc_DIVIDE,
            UnderlyingFXRateCalc_MULTIPLY,
            NUM_UnderlyingFXRateCalc,
            UnderlyingFXRateCalc_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum AllocPositionEffect : unsigned int {
            AllocPositionEffect_OPEN,
            AllocPositionEffect_CLOSE,
            AllocPositionEffect_ROLLED,
            AllocPositionEffect_FIFO,
            NUM_AllocPositionEffect,
            AllocPositionEffect_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DealingCapacity : unsigned int {
            DealingCapacity_AGENT,
            DealingCapacity_PRINCIPAL,
            DealingCapacity_RISKLESS_PRINCIPAL,
            NUM_DealingCapacity,
            DealingCapacity_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum InstrmtAssignmentMethod : unsigned int {
            InstrmtAssignmentMethod_PRO_RATA,
            InstrmtAssignmentMethod_RANDOM,
            NUM_InstrmtAssignmentMethod,
            InstrmtAssignmentMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string InstrumentPartyIDSource;
        
        typedef Poco::Int32 InstrumentPartyRole;
        
        typedef Poco::Int32 NoInstrumentPartySubIDs;
        
        typedef std::string InstrumentPartySubID;
        
        typedef Poco::Int32 InstrumentPartySubIDType;
        
        typedef std::string PositionCurrency;
        
        typedef double CalculatedCcyLastQty;
        
        enum AggressorIndicator : unsigned int {
            AggressorIndicator_YES,
            AggressorIndicator_NO,
            NUM_AggressorIndicator,
            AggressorIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoUndlyInstrumentParties;
        
        typedef std::string UnderlyingInstrumentPartyID;
        
        typedef std::string UnderlyingInstrumentPartyIDSource;
        
        typedef Poco::Int32 UnderlyingInstrumentPartyRole;
        
        typedef Poco::Int32 NoUndlyInstrumentPartySubIDs;
        
        typedef std::string UnderlyingInstrumentPartySubID;
        
        typedef Poco::Int32 UnderlyingInstrumentPartySubIDType;
        
        typedef double BidSwapPoints;
        
        typedef double OfferSwapPoints;
        
        typedef double LegBidForwardPoints;
        
        typedef double LegOfferForwardPoints;
        
        typedef double SwapPoints;
        
        enum MDQuoteType : unsigned int {
            MDQuoteType_INDICATIVE,
            MDQuoteType_TRADEABLE,
            MDQuoteType_RESTRICTED_TRADEABLE,
            MDQuoteType_COUNTER,
            MDQuoteType_INDICATIVE_AND_TRADEABLE,
            NUM_MDQuoteType,
            MDQuoteType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double LastSwapPoints;
        
        typedef double SideGrossTradeAmt;
        
        typedef double LegLastForwardPoints;
        
        typedef double LegCalculatedCcyLastQty;
        
        typedef double LegGrossTradeAmt;
        
        typedef Poco::Int32 MaturityTime;
        
        typedef std::string RefOrderID;
        
        enum RefOrderIDSource : unsigned int {
            RefOrderIDSource_SECONDARYORDERID,
            RefOrderIDSource_ORDERID,
            RefOrderIDSource_MDENTRYID,
            RefOrderIDSource_QUOTEENTRYID,
            RefOrderIDSource_ORIGINAL_ORDER_ID,
            NUM_RefOrderIDSource,
            RefOrderIDSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double SecondaryDisplayQty;
        
        enum DisplayWhen : unsigned int {
            DisplayWhen_IMMEDIATE,
            DisplayWhen_EXHAUST,
            NUM_DisplayWhen,
            DisplayWhen_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum DisplayMethod : unsigned int {
            DisplayMethod_INITIAL,
            DisplayMethod_NEW,
            DisplayMethod_RANDOM,
            DisplayMethod_UNDISCLOSED,
            NUM_DisplayMethod,
            DisplayMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double DisplayLowQty;
        
        typedef double DisplayHighQty;
        
        typedef double DisplayMinIncr;
        
        typedef double RefreshQty;
        
        typedef double MatchIncrement;
        
        typedef Poco::Int32 MaxPriceLevels;
        
        typedef bool PreTradeAnonymity;
        
        enum PriceProtectionScope : unsigned int {
            PriceProtectionScope_NONE,
            PriceProtectionScope_LOCAL,
            PriceProtectionScope_NATIONAL,
            PriceProtectionScope_GLOBAL,
            NUM_PriceProtectionScope,
            PriceProtectionScope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum LotType : unsigned int {
            LotType_ODD_LOT,
            LotType_ROUND_LOT,
            LotType_BLOCK_LOT,
            LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE,
            NUM_LotType,
            LotType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum PegPriceType : unsigned int {
            PegPriceType_LAST_PEG,
            PegPriceType_MID_PRICE_PEG,
            PegPriceType_OPENING_PEG,
            PegPriceType_MARKET_PEG,
            PegPriceType_PRIMARY_PEG,
            PegPriceType_PEG_TO_VWAP,
            PegPriceType_TRAILING_STOP_PEG,
            PegPriceType_PEG_TO_LIMIT_PRICE,
            NUM_PegPriceType,
            PegPriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double PeggedRefPrice;
        
        typedef std::string PegSecurityIDSource;
        
        typedef std::string PegSecurityID;
        
        typedef std::string PegSymbol;
        
        typedef std::string PegSecurityDesc;
        
        enum TriggerType : unsigned int {
            TriggerType_PARTIAL_EXECUTION,
            TriggerType_SPECIFIED_TRADING_SESSION,
            TriggerType_NEXT_AUCTION,
            TriggerType_PRICE_MOVEMENT,
            NUM_TriggerType,
            TriggerType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TriggerAction : unsigned int {
            TriggerAction_ACTIVATE,
            TriggerAction_MODIFY,
            TriggerAction_CANCEL,
            NUM_TriggerAction,
            TriggerAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double TriggerPrice;
        
        typedef std::string TriggerSymbol;
        
        typedef std::string TriggerSecurityID;
        
        typedef std::string TriggerSecurityIDSource;
        
        typedef std::string TriggerSecurityDesc;
        
        enum TriggerPriceType : unsigned int {
            TriggerPriceType_BEST_OFFER,
            TriggerPriceType_LAST_TRADE,
            TriggerPriceType_BEST_BID,
            TriggerPriceType_BEST_BID_OR_LAST_TRADE,
            TriggerPriceType_BEST_OFFER_OR_LAST_TRADE,
            TriggerPriceType_BEST_MID,
            NUM_TriggerPriceType,
            TriggerPriceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TriggerPriceTypeScope : unsigned int {
            TriggerPriceTypeScope_NONE,
            TriggerPriceTypeScope_LOCAL,
            TriggerPriceTypeScope_NATIONAL,
            TriggerPriceTypeScope_GLOBAL,
            NUM_TriggerPriceTypeScope,
            TriggerPriceTypeScope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum TriggerPriceDirection : unsigned int {
            TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE,
            TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE,
            NUM_TriggerPriceDirection,
            TriggerPriceDirection_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double TriggerNewPrice;
        
        enum TriggerOrderType : unsigned int {
            TriggerOrderType_MARKET,
            TriggerOrderType_LIMIT,
            NUM_TriggerOrderType,
            TriggerOrderType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double TriggerNewQty;
        
        typedef std::string TriggerTradingSessionID;
        
        typedef std::string TriggerTradingSessionSubID;
        
        enum OrderCategory : unsigned int {
            OrderCategory_ORDER,
            OrderCategory_QUOTE,
            OrderCategory_PRIVATELY_NEGOTIATED_TRADE,
            OrderCategory_MULTILEG_ORDER,
            OrderCategory_LINKED_ORDER,
            OrderCategory_QUOTE_REQUEST,
            OrderCategory_IMPLIED_ORDER,
            OrderCategory_CROSS_ORDER,
            OrderCategory_STREAMING_PRICE,
            NUM_OrderCategory,
            OrderCategory_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoRootPartyIDs;
        
        typedef std::string RootPartyID;
        
        typedef std::string RootPartyIDSource;
        
        typedef Poco::Int32 RootPartyRole;
        
        typedef Poco::Int32 NoRootPartySubIDs;
        
        typedef std::string RootPartySubID;
        
        typedef Poco::Int32 RootPartySubIDType;
        
        enum TradeHandlingInstr : unsigned int {
            TradeHandlingInstr_TRADE_CONFIRMATION,
            TradeHandlingInstr_TWO_PARTY_REPORT,
            TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING,
            TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH,
            TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING,
            TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM,
            NUM_TradeHandlingInstr,
            TradeHandlingInstr_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string OrigTradeHandlingInstr;
        
        typedef Poco::Int32 OrigTradeDate;
        
        typedef std::string OrigTradeID;
        
        typedef std::string OrigSecondaryTradeID;
        
        enum ApplVerID : unsigned int {
            ApplVerID_FIX27,
            ApplVerID_FIX30,
            ApplVerID_FIX40,
            ApplVerID_FIX41,
            ApplVerID_FIX42,
            ApplVerID_FIX43,
            ApplVerID_FIX44,
            ApplVerID_FIX50,
            ApplVerID_FIX50SP1,
            ApplVerID_FIX50SP2,
            NUM_ApplVerID,
            ApplVerID_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string CstmApplVerID;
        
        typedef std::string RefApplVerID;
        
        typedef std::string RefCstmApplVerID;
        
        typedef Poco::Int32 TZTransactTime;
        
        enum ExDestinationIDSource : unsigned int {
            ExDestinationIDSource_BIC,
            ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER,
            ExDestinationIDSource_PROPRIETARY,
            ExDestinationIDSource_ISO_COUNTRY_CODE,
            ExDestinationIDSource_MIC,
            NUM_ExDestinationIDSource,
            ExDestinationIDSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef bool ReportedPxDiff;
        
        typedef std::string RptSys;
        
        typedef std::string AllocClearingFeeIndicator;
        
        typedef std::string DefaultApplVerID;
        
        typedef double DisplayQty;
        
        typedef std::string ExchangeSpecialInstructions;
        
        typedef double MaxTradeVol;
        
        typedef Poco::Int32 NoMDFeedTypes;
        
        typedef std::string MatchAlgorithm;
        
        typedef float MaxPriceVariation;
        
        enum ImpliedMarketIndicator : unsigned int {
            ImpliedMarketIndicator_NOT_IMPLIED,
            ImpliedMarketIndicator_IMPLIED_IN,
            ImpliedMarketIndicator_IMPLIED_OUT,
            ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT,
            NUM_ImpliedMarketIndicator,
            ImpliedMarketIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 EventTime;
        
        typedef double MinPriceIncrementAmount;
        
        typedef double UnitOfMeasureQty;
        
        typedef double LowLimitPrice;
        
        typedef double HighLimitPrice;
        
        typedef double TradingReferencePrice;
        
        typedef std::string SecurityGroup;
        
        typedef Poco::Int32 LegNumber;
        
        typedef Poco::Int32 SettlementCycleNo;
        
        typedef std::string SideCurrency;
        
        typedef std::string SideSettlCurrency;
        
        typedef Poco::Int32 ApplExtID;
        
        typedef double CcyAmt;
        
        typedef Poco::Int32 NoSettlDetails;
        
        enum SettlObligMode : unsigned int {
            SettlObligMode_PRELIMINARY,
            SettlObligMode_FINAL,
            NUM_SettlObligMode,
            SettlObligMode_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SettlObligMsgID;
        
        typedef std::string SettlObligID;
        
        enum SettlObligTransType : unsigned int {
            SettlObligTransType_CANCEL,
            SettlObligTransType_NEW,
            SettlObligTransType_REPLACE,
            SettlObligTransType_RESTATE,
            NUM_SettlObligTransType,
            SettlObligTransType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SettlObligRefID;
        
        enum SettlObligSource : unsigned int {
            SettlObligSource_INSTRUCTIONS_OF_BROKER,
            SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION,
            SettlObligSource_INVESTOR,
            NUM_SettlObligSource,
            SettlObligSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoSettlOblig;
        
        typedef std::string QuoteMsgID;
        
        enum QuoteEntryStatus : unsigned int {
            QuoteEntryStatus_ACCEPTED,
            QuoteEntryStatus_REJECTED,
            QuoteEntryStatus_REMOVED_FROM_MARKET,
            QuoteEntryStatus_EXPIRED,
            QuoteEntryStatus_LOCKED_MARKET_WARNING,
            QuoteEntryStatus_CROSS_MARKET_WARNING,
            QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET,
            QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET,
            QuoteEntryStatus_ACTIVE,
            NUM_QuoteEntryStatus,
            QuoteEntryStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 TotNoCxldQuotes;
        
        typedef Poco::Int32 TotNoAccQuotes;
        
        typedef Poco::Int32 TotNoRejQuotes;
        
        enum PrivateQuote : unsigned int {
            PrivateQuote_YES,
            PrivateQuote_NO,
            NUM_PrivateQuote,
            PrivateQuote_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum RespondentType : unsigned int {
            RespondentType_ALL_MARKET_PARTICIPANTS,
            RespondentType_SPECIFIED_MARKET_PARTICIPANTS,
            RespondentType_ALL_MARKET_MAKERS,
            RespondentType_PRIMARY_MARKET_MAKER,
            NUM_RespondentType,
            RespondentType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 MDSubBookType;
        
        enum SecurityTradingEvent : unsigned int {
            SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED,
            SecurityTradingEvent_TRADING_RESUMES,
            SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION,
            SecurityTradingEvent_CHANGE_OF_TRADING_SESSION,
            SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION,
            SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS,
            SecurityTradingEvent_CHANGE_OF_BOOK_TYPE,
            SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH,
            NUM_SecurityTradingEvent,
            SecurityTradingEvent_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoStatsIndicators;
        
        enum StatsType : unsigned int {
            StatsType_EXCHANGE_LAST,
            StatsType_HIGH,
            StatsType_AVERAGE_PRICE,
            StatsType_TURNOVER,
            NUM_StatsType,
            StatsType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoOfSecSizes;
        
        enum MDSecSizeType : unsigned int {
            MDSecSizeType_CUSTOMER,
            NUM_MDSecSizeType,
            MDSecSizeType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double MDSecSize;
        
        typedef std::string ApplID;
        
        typedef Poco::Int32 ApplSeqNum;
        
        typedef Poco::Int32 ApplBegSeqNum;
        
        typedef Poco::Int32 ApplEndSeqNum;
        
        typedef Poco::Int32 SecurityXMLLen;
        
        typedef std::string SecurityXML;
        
        typedef std::string SecurityXMLSchema;
        
        typedef bool RefreshIndicator;
        
        typedef float Volatility;
        
        typedef float TimeToExpiration;
        
        typedef float RiskFreeRate;
        
        typedef std::string PriceUnitOfMeasure;
        
        typedef double PriceUnitOfMeasureQty;
        
        enum SettlMethod : unsigned int {
            SettlMethod_CASH_SETTLEMENT_REQUIRED,
            SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED,
            NUM_SettlMethod,
            SettlMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ExerciseStyle : unsigned int {
            ExerciseStyle_EUROPEAN,
            ExerciseStyle_AMERICAN,
            ExerciseStyle_BERMUDA,
            NUM_ExerciseStyle,
            ExerciseStyle_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double OptPayoutAmount;
        
        enum PriceQuoteMethod : unsigned int {
            PriceQuoteMethod_STANDARD_MONEY_PER_UNIT_OF_A_PHYSICAL,
            PriceQuoteMethod_INDEX,
            PriceQuoteMethod_INTEREST_RATE_INDEX,
            PriceQuoteMethod_PERCENT_OF_PAR,
            NUM_PriceQuoteMethod,
            PriceQuoteMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ValuationMethod : unsigned int {
            ValuationMethod_PREMIUM_STYLE,
            ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET,
            ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT,
            ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON,
            ValuationMethod_CDS_IN_DELIVERY,
            NUM_ValuationMethod,
            ValuationMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ListMethod : unsigned int {
            ListMethod_PRE_LISTED_ONLY,
            ListMethod_USER_REQUESTED,
            NUM_ListMethod,
            ListMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double CapPrice;
        
        typedef double FloorPrice;
        
        typedef Poco::Int32 NoStrikeRules;
        
        typedef double StartStrikePxRange;
        
        typedef double EndStrikePxRange;
        
        typedef float StrikeIncrement;
        
        typedef Poco::Int32 NoTickRules;
        
        typedef double StartTickPriceRange;
        
        typedef double EndTickPriceRange;
        
        typedef double TickIncrement;
        
        enum TickRuleType : unsigned int {
            TickRuleType_REGULAR,
            TickRuleType_VARIABLE,
            TickRuleType_FIXED,
            TickRuleType_TRADED_AS_A_SPREAD_LEG,
            TickRuleType_SETTLED_AS_A_SPREAD_LEG,
            NUM_TickRuleType,
            TickRuleType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NestedInstrAttribType;
        
        typedef std::string NestedInstrAttribValue;
        
        typedef Poco::Int32 LegMaturityTime;
        
        typedef Poco::Int32 UnderlyingMaturityTime;
        
        typedef std::string DerivativeSymbol;
        
        typedef std::string DerivativeSymbolSfx;
        
        typedef std::string DerivativeSecurityID;
        
        typedef std::string DerivativeSecurityIDSource;
        
        typedef Poco::Int32 NoDerivativeSecurityAltID;
        
        typedef std::string DerivativeSecurityAltID;
        
        typedef std::string DerivativeSecurityAltIDSource;
        
        typedef double SecondaryLowLimitPrice;
        
        typedef std::string MaturityRuleID;
        
        typedef std::string StrikeRuleID;
        
        typedef double LegUnitOfMeasureQty;
        
        typedef double DerivativeOptPayAmount;
        
        typedef Poco::Int32 EndMaturityMonthYear;
        
        typedef std::string ProductComplex;
        
        typedef std::string DerivativeProductComplex;
        
        typedef Poco::Int32 MaturityMonthYearIncrement;
        
        typedef double SecondaryHighLimitPrice;
        
        typedef double MinLotSize;
        
        typedef Poco::Int32 NoExecInstRules;
        
        typedef Poco::Int32 NoLotTypeRules;
        
        typedef Poco::Int32 NoMatchRules;
        
        typedef Poco::Int32 NoMaturityRules;
        
        typedef Poco::Int32 NoOrdTypeRules;
        
        typedef Poco::Int32 NoTimeInForceRules;
        
        typedef double SecondaryTradingReferencePrice;
        
        typedef Poco::Int32 StartMaturityMonthYear;
        
        typedef bool FlexProductEligibilityIndicator;
        
        typedef bool DerivFlexProductEligibilityIndicator;
        
        typedef bool FlexibleIndicator;
        
        typedef std::string TradingCurrency;
        
        typedef Poco::Int32 DerivativeProduct;
        
        typedef std::string DerivativeSecurityGroup;
        
        typedef std::string DerivativeCFICode;
        
        typedef std::string DerivativeSecurityType;
        
        typedef std::string DerivativeSecuritySubType;
        
        typedef Poco::Int32 DerivativeMaturityMonthYear;
        
        typedef Poco::Int32 DerivativeMaturityDate;
        
        typedef Poco::Int32 DerivativeMaturityTime;
        
        typedef std::string DerivativeSettleOnOpenFlag;
        
        typedef std::string DerivativeInstrmtAssignmentMethod;
        
        typedef std::string DerivativeSecurityStatus;
        
        typedef std::string DerivativeInstrRegistry;
        
        typedef std::string DerivativeCountryOfIssue;
        
        typedef std::string DerivativeStateOrProvinceOfIssue;
        
        typedef std::string DerivativeLocaleOfIssue;
        
        typedef double DerivativeStrikePrice;
        
        typedef std::string DerivativeStrikeCurrency;
        
        typedef float DerivativeStrikeMultiplier;
        
        typedef float DerivativeStrikeValue;
        
        typedef std::string DerivativeOptAttribute;
        
        typedef float DerivativeContractMultiplier;
        
        typedef float DerivativeMinPriceIncrement;
        
        typedef double DerivativeMinPriceIncrementAmount;
        
        typedef std::string DerivativeUnitOfMeasure;
        
        typedef double DerivativeUnitOfMeasureQty;
        
        typedef std::string DerivativeTimeUnit;
        
        typedef std::string DerivativeSecurityExchange;
        
        typedef Poco::Int32 DerivativePositionLimit;
        
        typedef Poco::Int32 DerivativeNTPositionLimit;
        
        typedef std::string DerivativeIssuer;
        
        typedef Poco::Int32 DerivativeIssueDate;
        
        typedef Poco::Int32 DerivativeEncodedIssuerLen;
        
        typedef std::string DerivativeEncodedIssuer;
        
        typedef std::string DerivativeSecurityDesc;
        
        typedef Poco::Int32 DerivativeEncodedSecurityDescLen;
        
        typedef std::string DerivativeEncodedSecurityDesc;
        
        typedef Poco::Int32 DerivativeSecurityXMLLen;
        
        typedef std::string DerivativeSecurityXML;
        
        typedef std::string DerivativeSecurityXMLSchema;
        
        typedef Poco::Int32 DerivativeContractSettlMonth;
        
        typedef Poco::Int32 NoDerivativeEvents;
        
        typedef Poco::Int32 DerivativeEventType;
        
        typedef Poco::Int32 DerivativeEventDate;
        
        typedef Poco::Int32 DerivativeEventTime;
        
        typedef double DerivativeEventPx;
        
        typedef std::string DerivativeEventText;
        
        typedef Poco::Int32 NoDerivativeInstrumentParties;
        
        typedef std::string DerivativeInstrumentPartyID;
        
        typedef std::string DerivativeInstrumentPartyIDSource;
        
        typedef Poco::Int32 DerivativeInstrumentPartyRole;
        
        typedef Poco::Int32 NoDerivativeInstrumentPartySubIDs;
        
        typedef std::string DerivativeInstrumentPartySubID;
        
        typedef Poco::Int32 DerivativeInstrumentPartySubIDType;
        
        typedef std::string DerivativeExerciseStyle;
        
        typedef std::string MarketSegmentID;
        
        typedef std::string MarketID;
        
        enum MaturityMonthYearIncrementUnits : unsigned int {
            MaturityMonthYearIncrementUnits_MONTHS,
            MaturityMonthYearIncrementUnits_DAYS,
            MaturityMonthYearIncrementUnits_WEEKS,
            MaturityMonthYearIncrementUnits_YEARS,
            NUM_MaturityMonthYearIncrementUnits,
            MaturityMonthYearIncrementUnits_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MaturityMonthYearFormat : unsigned int {
            MaturityMonthYearFormat_YEARMONTH_ONLY,
            MaturityMonthYearFormat_YEARMONTHDAY,
            MaturityMonthYearFormat_YEARMONTHWEEK,
            NUM_MaturityMonthYearFormat,
            MaturityMonthYearFormat_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 StrikeExerciseStyle;
        
        typedef Poco::Int32 SecondaryPriceLimitType;
        
        enum PriceLimitType : unsigned int {
            PriceLimitType_PRICE,
            PriceLimitType_TICKS,
            PriceLimitType_PERCENTAGE,
            NUM_PriceLimitType,
            PriceLimitType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ExecInstValue;
        
        typedef Poco::Int32 NoTradingSessionRules;
        
        typedef Poco::Int32 NoMarketSegments;
        
        typedef Poco::Int32 NoDerivativeInstrAttrib;
        
        typedef Poco::Int32 NoNestedInstrAttrib;
        
        typedef Poco::Int32 DerivativeInstrAttribType;
        
        typedef std::string DerivativeInstrAttribValue;
        
        typedef std::string DerivativePriceUnitOfMeasure;
        
        typedef double DerivativePriceUnitOfMeasureQty;
        
        typedef std::string DerivativeSettlMethod;
        
        typedef std::string DerivativePriceQuoteMethod;
        
        typedef std::string DerivativeValuationMethod;
        
        typedef Poco::Int32 DerivativeListMethod;
        
        typedef double DerivativeCapPrice;
        
        typedef double DerivativeFloorPrice;
        
        typedef Poco::Int32 DerivativePutOrCall;
        
        typedef std::string ListUpdateAction;
        
        typedef std::string ParentMktSegmID;
        
        typedef std::string TradingSessionDesc;
        
        typedef std::string TradSesUpdateAction;
        
        typedef std::string RejectText;
        
        typedef float FeeMultiplier;
        
        typedef std::string UnderlyingLegSymbol;
        
        typedef std::string UnderlyingLegSymbolSfx;
        
        typedef std::string UnderlyingLegSecurityID;
        
        typedef std::string UnderlyingLegSecurityIDSource;
        
        typedef Poco::Int32 NoUnderlyingLegSecurityAltID;
        
        typedef std::string UnderlyingLegSecurityAltID;
        
        typedef std::string UnderlyingLegSecurityAltIDSource;
        
        typedef std::string UnderlyingLegSecurityType;
        
        typedef std::string UnderlyingLegSecuritySubType;
        
        typedef Poco::Int32 UnderlyingLegMaturityMonthYear;
        
        typedef double UnderlyingLegStrikePrice;
        
        typedef std::string UnderlyingLegSecurityExchange;
        
        typedef Poco::Int32 NoOfLegUnderlyings;
        
        typedef Poco::Int32 UnderlyingLegPutOrCall;
        
        typedef std::string UnderlyingLegCFICode;
        
        typedef Poco::Int32 UnderlyingLegMaturityDate;
        
        typedef std::string ApplReqID;
        
        enum ApplReqType : unsigned int {
            ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS,
            ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS,
            ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS,
            ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS,
            ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS,
            ApplReqType_CANCEL_RETRANSMISSION,
            ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS,
            NUM_ApplReqType,
            ApplReqType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ApplResponseType : unsigned int {
            ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED,
            ApplResponseType_APPLICATION_DOES_NOT_EXIST,
            ApplResponseType_MESSAGES_NOT_AVAILABLE,
            NUM_ApplResponseType,
            ApplResponseType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 ApplTotalMessageCount;
        
        typedef Poco::Int32 ApplLastSeqNum;
        
        typedef Poco::Int32 NoApplIDs;
        
        typedef bool ApplResendFlag;
        
        typedef std::string ApplResponseID;
        
        enum ApplResponseError : unsigned int {
            ApplResponseError_APPLICATION_DOES_NOT_EXIST,
            ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE,
            ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION,
            NUM_ApplResponseError,
            ApplResponseError_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RefApplID;
        
        typedef std::string ApplReportID;
        
        typedef Poco::Int32 RefApplLastSeqNum;
        
        typedef Poco::Int32 LegPutOrCall;
        
        typedef Poco::Int32 TotNoFills;
        
        typedef Poco::Int32 NoFills;
        
        typedef std::string FillExecID;
        
        typedef double FillPx;
        
        typedef double FillQty;
        
        typedef std::string LegAllocID;
        
        typedef std::string LegAllocSettlCurrency;
        
        enum TradSesEvent : unsigned int {
            TradSesEvent_TRADING_RESUMES,
            TradSesEvent_CHANGE_OF_TRADING_SESSION,
            TradSesEvent_CHANGE_OF_TRADING_SUBSESSION,
            TradSesEvent_CHANGE_OF_TRADING_STATUS,
            NUM_TradSesEvent,
            TradSesEvent_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MassActionReportID;
        
        typedef Poco::Int32 NoNotAffectedOrders;
        
        typedef std::string NotAffectedOrderID;
        
        typedef std::string NotAffOrigClOrdID;
        
        enum MassActionType : unsigned int {
            MassActionType_SUSPEND_ORDERS,
            MassActionType_RELEASE_ORDERS_FROM_SUSPENSION,
            MassActionType_CANCEL_ORDERS,
            NUM_MassActionType,
            MassActionType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassActionScope : unsigned int {
            MassActionScope_ALL_ORDERS_FOR_A_SECURITY,
            MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY,
            MassActionScope_ALL_ORDERS_FOR_A_PRODUCT,
            MassActionScope_ALL_ORDERS_FOR_A_CFICODE,
            MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE,
            MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION,
            MassActionScope_ALL_ORDERS,
            MassActionScope_ALL_ORDERS_FOR_A_MARKET,
            MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT,
            MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP,
            MassActionScope_CANCEL_FOR_SECURITY_ISSUER,
            MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassActionScope,
            MassActionScope_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassActionResponse : unsigned int {
            MassActionResponse_REJECTED,
            MassActionResponse_ACCEPTED,
            NUM_MassActionResponse,
            MassActionResponse_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MassActionRejectReason : unsigned int {
            MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED,
            MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY,
            MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY,
            MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT,
            MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE,
            MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE,
            MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION,
            MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET,
            MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT,
            MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP,
            MassActionRejectReason_OTHER,
            MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER,
            MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY,
            NUM_MassActionRejectReason,
            MassActionRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MultilegModel : unsigned int {
            MultilegModel_PREDEFINED_MULTILEG_SECURITY,
            MultilegModel_USER_DEFINED_MULTLEG_SECURITY,
            MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG,
            NUM_MultilegModel,
            MultilegModel_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum MultilegPriceMethod : unsigned int {
            MultilegPriceMethod_NET_PRICE,
            MultilegPriceMethod_REVERSED_NET_PRICE,
            MultilegPriceMethod_YIELD_DIFFERENCE,
            MultilegPriceMethod_INDIVIDUAL,
            MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE,
            MultilegPriceMethod_MULTIPLIED_PRICE,
            NUM_MultilegPriceMethod,
            MultilegPriceMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float LegVolatility;
        
        typedef float DividendYield;
        
        typedef float LegDividendYield;
        
        typedef float CurrencyRatio;
        
        typedef float LegCurrencyRatio;
        
        typedef std::string LegExecInst;
        
        enum ContingencyType : unsigned int {
            ContingencyType_ONE_CANCELS_THE_OTHER,
            ContingencyType_ONE_TRIGGERS_THE_OTHER,
            ContingencyType_ONE_UPDATES_THE_OTHER_3,
            ContingencyType_ONE_UPDATES_THE_OTHER_4,
            NUM_ContingencyType,
            ContingencyType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ListRejectReason : unsigned int {
            ListRejectReason_BROKER,
            ListRejectReason_EXCHANGE_CLOSED,
            ListRejectReason_TOO_LATE_TO_ENTER,
            ListRejectReason_UNKNOWN_ORDER,
            ListRejectReason_DUPLICATE_ORDER,
            ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC,
            ListRejectReason_OTHER,
            NUM_ListRejectReason,
            ListRejectReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoTrdRepIndicators;
        
        typedef Poco::Int32 TrdRepPartyRole;
        
        typedef bool TrdRepIndicator;
        
        enum TradePublishIndicator : unsigned int {
            TradePublishIndicator_DO_NOT_PUBLISH_TRADE,
            TradePublishIndicator_PUBLISH_TRADE,
            TradePublishIndicator_DEFERRED_PUBLICATION,
            NUM_TradePublishIndicator,
            TradePublishIndicator_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string UnderlyingLegOptAttribute;
        
        typedef std::string UnderlyingLegSecurityDesc;
        
        typedef std::string MarketReqID;
        
        typedef std::string MarketReportID;
        
        enum MarketUpdateAction : unsigned int {
            MarketUpdateAction_ADD,
            MarketUpdateAction_DELETE,
            MarketUpdateAction_MODIFY,
            NUM_MarketUpdateAction,
            MarketUpdateAction_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string MarketSegmentDesc;
        
        typedef Poco::Int32 EncodedMktSegmDescLen;
        
        typedef std::string EncodedMktSegmDesc;
        
        typedef Poco::Int32 ApplNewSeqNum;
        
        typedef Poco::Int32 EncryptedPasswordMethod;
        
        typedef Poco::Int32 EncryptedPasswordLen;
        
        typedef std::string EncryptedPassword;
        
        typedef Poco::Int32 EncryptedNewPasswordLen;
        
        typedef std::string EncryptedNewPassword;
        
        typedef Poco::Int32 UnderlyingLegMaturityTime;
        
        typedef Poco::Int32 RefApplExtID;
        
        typedef Poco::Int32 DefaultApplExtID;
        
        typedef std::string DefaultCstmApplVerID;
        
        enum SessionStatus : unsigned int {
            SessionStatus_SESSION_ACTIVE,
            SessionStatus_SESSION_PASSWORD_CHANGED,
            SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE,
            SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY,
            SessionStatus_SESSION_LOGOUT_COMPLETE,
            SessionStatus_INVALID_USERNAME_OR_PASSWORD,
            SessionStatus_ACCOUNT_LOCKED,
            SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME,
            SessionStatus_PASSWORD_EXPIRED,
            NUM_SessionStatus,
            SessionStatus_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef bool DefaultVerIndicator;
        
        typedef Poco::Int32 Nested4PartySubIDType;
        
        typedef std::string Nested4PartySubID;
        
        typedef Poco::Int32 NoNested4PartySubIDs;
        
        typedef Poco::Int32 NoNested4PartyIDs;
        
        typedef std::string Nested4PartyID;
        
        typedef std::string Nested4PartyIDSource;
        
        typedef Poco::Int32 Nested4PartyRole;
        
        typedef double LegLastQty;
        
        typedef Poco::Int32 UnderlyingExerciseStyle;
        
        typedef Poco::Int32 LegExerciseStyle;
        
        typedef std::string LegPriceUnitOfMeasure;
        
        typedef double LegPriceUnitOfMeasureQty;
        
        typedef double UnderlyingUnitOfMeasureQty;
        
        typedef std::string UnderlyingPriceUnitOfMeasure;
        
        typedef double UnderlyingPriceUnitOfMeasureQty;
        
        enum ApplReportType : unsigned int {
            ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM,
            ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM,
            ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID,
            ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED,
            NUM_ApplReportType,
            ApplReportType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string SideExecID;
        
        typedef Poco::Int32 OrderDelay;
        
        enum OrderDelayUnit : unsigned int {
            OrderDelayUnit_SECONDS,
            OrderDelayUnit_TENTHS_OF_A_SECOND,
            OrderDelayUnit_HUNDREDTHS_OF_A_SECOND,
            OrderDelayUnit_MILLISECONDS,
            OrderDelayUnit_MICROSECONDS,
            OrderDelayUnit_NANOSECONDS,
            OrderDelayUnit_MINUTES,
            OrderDelayUnit_HOURS,
            OrderDelayUnit_DAYS,
            OrderDelayUnit_WEEKS,
            OrderDelayUnit_MONTHS,
            OrderDelayUnit_YEARS,
            NUM_OrderDelayUnit,
            OrderDelayUnit_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum VenueType : unsigned int {
            VenueType_ELECTRONIC,
            VenueType_PIT,
            VenueType_EX_PIT,
            NUM_VenueType,
            VenueType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum RefOrdIDReason : unsigned int {
            RefOrdIDReason_GTC_FROM_PREVIOUS_DAY,
            RefOrdIDReason_PARTIAL_FILL_REMAINING,
            RefOrdIDReason_ORDER_CHANGED,
            NUM_RefOrdIDReason,
            RefOrdIDReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OrigCustOrderCapacity : unsigned int {
            OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT,
            OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT,
            OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER,
            OrigCustOrderCapacity_ALL_OTHER,
            NUM_OrigCustOrderCapacity,
            OrigCustOrderCapacity_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string RefApplReqID;
        
        enum ModelType : unsigned int {
            ModelType_UTILITY_PROVIDED_STANDARD_MODEL,
            ModelType_PROPRIETARY,
            NUM_ModelType,
            ModelType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ContractMultiplierUnit : unsigned int {
            ContractMultiplierUnit_SHARES,
            ContractMultiplierUnit_HOURS,
            ContractMultiplierUnit_DAYS,
            NUM_ContractMultiplierUnit,
            ContractMultiplierUnit_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 LegContractMultiplierUnit;
        
        typedef Poco::Int32 UnderlyingContractMultiplierUnit;
        
        typedef Poco::Int32 DerivativeContractMultiplierUnit;
        
        enum FlowScheduleType : unsigned int {
            FlowScheduleType_NERC_EASTERN_OFF_PEAK,
            FlowScheduleType_NERC_WESTERN_OFF_PEAK,
            FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH,
            FlowScheduleType_NERC_EASTERN_PEAK,
            FlowScheduleType_NERC_WESTERN_PEAK,
            NUM_FlowScheduleType,
            FlowScheduleType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 LegFlowScheduleType;
        
        typedef Poco::Int32 UnderlyingFlowScheduleType;
        
        typedef Poco::Int32 DerivativeFlowScheduleType;
        
        typedef Poco::Int32 FillLiquidityInd;
        
        typedef Poco::Int32 SideLiquidityInd;
        
        typedef Poco::Int32 NoRateSources;
        
        enum RateSource : unsigned int {
            RateSource_BLOOMBERG,
            RateSource_REUTERS,
            RateSource_TELERATE,
            RateSource_OTHER,
            NUM_RateSource,
            RateSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum RateSourceType : unsigned int {
            RateSourceType_PRIMARY,
            RateSourceType_SECONDARY,
            NUM_RateSourceType,
            RateSourceType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string ReferencePage;
        
        enum RestructuringType : unsigned int {
            RestructuringType_FULL_RESTRUCTURING,
            RestructuringType_MODIFIED_RESTRUCTURING,
            RestructuringType_MODIFIED_MOD_RESTRUCTURING,
            RestructuringType_NO_RESTRUCTURING_SPECIFIED,
            NUM_RestructuringType,
            RestructuringType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum Seniority : unsigned int {
            Seniority_SENIOR_SECURED,
            Seniority_SENIOR,
            Seniority_SUBORDINATED,
            NUM_Seniority,
            Seniority_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float NotionalPercentageOutstanding;
        
        typedef float OriginalNotionalPercentageOutstanding;
        
        typedef std::string UnderlyingRestructuringType;
        
        typedef std::string UnderlyingSeniority;
        
        typedef float UnderlyingNotionalPercentageOutstanding;
        
        typedef float UnderlyingOriginalNotionalPercentageOutstanding;
        
        typedef float AttachmentPoint;
        
        typedef float DetachmentPoint;
        
        typedef float UnderlyingAttachmentPoint;
        
        typedef float UnderlyingDetachmentPoint;
        
        typedef Poco::Int32 NoTargetPartyIDs;
        
        typedef std::string TargetPartyID;
        
        typedef std::string TargetPartyIDSource;
        
        typedef Poco::Int32 TargetPartyRole;
        
        typedef std::string SecurityListID;
        
        typedef std::string SecurityListRefID;
        
        typedef std::string SecurityListDesc;
        
        typedef Poco::Int32 EncodedSecurityListDescLen;
        
        typedef std::string EncodedSecurityListDesc;
        
        enum SecurityListType : unsigned int {
            SecurityListType_INDUSTRY_CLASSIFICATION,
            SecurityListType_TRADING_LIST,
            SecurityListType_MARKET,
            SecurityListType_NEWSPAPER_LIST,
            NUM_SecurityListType,
            SecurityListType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum SecurityListTypeSource : unsigned int {
            SecurityListTypeSource_ICB,
            SecurityListTypeSource_NAICS,
            SecurityListTypeSource_GICS,
            NUM_SecurityListTypeSource,
            SecurityListTypeSource_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef std::string NewsID;
        
        enum NewsCategory : unsigned int {
            NewsCategory_COMPANY_NEWS,
            NewsCategory_MARKETPLACE_NEWS,
            NewsCategory_FINANCIAL_MARKET_NEWS,
            NewsCategory_TECHNICAL_NEWS,
            NewsCategory_OTHER_NEWS,
            NUM_NewsCategory,
            NewsCategory_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 LanguageCode;
        
        typedef Poco::Int32 NoNewsRefIDs;
        
        typedef std::string NewsRefID;
        
        enum NewsRefType : unsigned int {
            NewsRefType_REPLACEMENT,
            NewsRefType_OTHER_LANGUAGE,
            NewsRefType_COMPLIMENTARY,
            NUM_NewsRefType,
            NewsRefType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum StrikePriceDeterminationMethod : unsigned int {
            StrikePriceDeterminationMethod_FIXED_STRIKE,
            StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE,
            StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION,
            StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE,
            NUM_StrikePriceDeterminationMethod,
            StrikePriceDeterminationMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum StrikePriceBoundaryMethod : unsigned int {
            StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY,
            StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY,
            StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY,
            StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY,
            StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY,
            NUM_StrikePriceBoundaryMethod,
            StrikePriceBoundaryMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float StrikePriceBoundaryPrecision;
        
        enum UnderlyingPriceDeterminationMethod : unsigned int {
            UnderlyingPriceDeterminationMethod_REGULAR,
            UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE,
            UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE,
            UnderlyingPriceDeterminationMethod_AVERAGE_VALUE,
            NUM_UnderlyingPriceDeterminationMethod,
            UnderlyingPriceDeterminationMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum OptPayoutType : unsigned int {
            OptPayoutType_VANILLA,
            OptPayoutType_CAPPED,
            OptPayoutType_BINARY,
            NUM_OptPayoutType,
            OptPayoutType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoComplexEvents;
        
        enum ComplexEventType : unsigned int {
            ComplexEventType_CAPPED,
            ComplexEventType_TRIGGER,
            ComplexEventType_KNOCK_IN_UP,
            ComplexEventType_KOCK_IN_DOWN,
            ComplexEventType_KNOCK_OUT_UP,
            ComplexEventType_KNOCK_OUT_DOWN,
            ComplexEventType_UNDERLYING,
            ComplexEventType_RESET_BARRIER,
            ComplexEventType_ROLLING_BARRIER,
            NUM_ComplexEventType,
            ComplexEventType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef double ComplexOptPayoutAmount;
        
        typedef double ComplexEventPrice;
        
        enum ComplexEventPriceBoundaryMethod : unsigned int {
            ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE,
            ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE,
            ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE,
            ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE,
            ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE,
            NUM_ComplexEventPriceBoundaryMethod,
            ComplexEventPriceBoundaryMethod_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef float ComplexEventPriceBoundaryPrecision;
        
        enum ComplexEventPriceTimeType : unsigned int {
            ComplexEventPriceTimeType_EXPIRATION,
            ComplexEventPriceTimeType_IMMEDIATE,
            ComplexEventPriceTimeType_SPECIFIED_DATE_TIME,
            NUM_ComplexEventPriceTimeType,
            ComplexEventPriceTimeType_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum ComplexEventCondition : unsigned int {
            ComplexEventCondition_AND,
            ComplexEventCondition_OR,
            NUM_ComplexEventCondition,
            ComplexEventCondition_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoComplexEventDates;
        
        typedef Poco::Int32 ComplexEventStartDate;
        
        typedef Poco::Int32 ComplexEventEndDate;
        
        typedef Poco::Int32 NoComplexEventTimes;
        
        typedef Poco::Int32 ComplexEventStartTime;
        
        typedef Poco::Int32 ComplexEventEndTime;
        
        typedef std::string StreamAsgnReqID;
        
        enum StreamAsgnReqType : unsigned int {
            StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER,
            StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER,
            NUM_StreamAsgnReqType,
            StreamAsgnReqType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 NoAsgnReqs;
        
        typedef std::string MDStreamID;
        
        typedef std::string StreamAsgnRptID;
        
        enum StreamAsgnRejReason : unsigned int {
            StreamAsgnRejReason_UNKNOWN_CLIENT,
            StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE,
            StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR,
            StreamAsgnRejReason_NO_AVAILABLE_STREAM,
            StreamAsgnRejReason_OTHER,
            NUM_StreamAsgnRejReason,
            StreamAsgnRejReason_UNSET = 0xFFFFFFFF
        }
        ;
        
        enum StreamAsgnAckType : unsigned int {
            StreamAsgnAckType_ASSIGNMENT_ACCEPTED,
            StreamAsgnAckType_ASSIGNMENT_REJECTED,
            NUM_StreamAsgnAckType,
            StreamAsgnAckType_UNSET = 0xFFFFFFFF
        }
        ;
        
        typedef Poco::Int32 RelSymTransactTime;
        
        enum StreamAsgnType : unsigned int {
            StreamAsgnType_ASSIGNMENT,
            StreamAsgnType_REJECTED,
            StreamAsgnType_TERMINATE_UNASSIGN,
            NUM_StreamAsgnType,
            StreamAsgnType_UNSET = 0xFFFFFFFF
        }
        ;
        
        struct CommissionDataObject {
            
            CommissionDataObject()
            :commission(std::numeric_limits<double>::max())
            ,commType(CommType_UNSET)
            ,commCurrency("Unset")
            ,fundRenewWaiv(FundRenewWaiv_UNSET)
            {
            }
            Commission commission;
            CommType commType;
            CommCurrency commCurrency;
            FundRenewWaiv fundRenewWaiv;
        
        };
        
        struct DiscretionInstructionsObject {
            
            DiscretionInstructionsObject()
            :discretionInst(DiscretionInst_UNSET)
            ,discretionOffsetValue(std::numeric_limits<float>::max())
            ,discretionMoveType(DiscretionMoveType_UNSET)
            ,discretionOffsetType(DiscretionOffsetType_UNSET)
            ,discretionLimitType(DiscretionLimitType_UNSET)
            ,discretionRoundDirection(DiscretionRoundDirection_UNSET)
            ,discretionScope(DiscretionScope_UNSET)
            {
            }
            DiscretionInst discretionInst;
            DiscretionOffsetValue discretionOffsetValue;
            DiscretionMoveType discretionMoveType;
            DiscretionOffsetType discretionOffsetType;
            DiscretionLimitType discretionLimitType;
            DiscretionRoundDirection discretionRoundDirection;
            DiscretionScope discretionScope;
        
        };
        
        struct FinancingDetailsObject {
            
            FinancingDetailsObject()
            :agreementDesc("Unset")
            ,agreementID("Unset")
            ,agreementDate(std::numeric_limits<unsigned int>::max())
            ,agreementCurrency("Unset")
            ,terminationType(TerminationType_UNSET)
            ,startDate(std::numeric_limits<unsigned int>::max())
            ,endDate(std::numeric_limits<unsigned int>::max())
            ,deliveryType(DeliveryType_UNSET)
            ,marginRatio(std::numeric_limits<float>::max())
            {
            }
            AgreementDesc agreementDesc;
            AgreementID agreementID;
            AgreementDate agreementDate;
            AgreementCurrency agreementCurrency;
            TerminationType terminationType;
            StartDate startDate;
            EndDate endDate;
            DeliveryType deliveryType;
            MarginRatio marginRatio;
        
        };
        
        struct SecAltIDGrpObject {
            
            SecAltIDGrpObject()
            {
            }
            struct NoSecurityAltID {
                
                NoSecurityAltID()
                :securityAltID("Unset")
                ,securityAltIDSource("Unset")
                {
                }
                SecurityAltID securityAltID;
                SecurityAltIDSource securityAltIDSource;
            
            };
            
            typedef std::vector<NoSecurityAltID> NoSecurityAltIDArray;
            NoSecurityAltIDArray noSecurityAltID;
        
        };
        
        struct SecurityXMLObject {
            
            SecurityXMLObject()
            :securityXMLLen(std::numeric_limits<unsigned int>::max())
            ,securityXML("Unset")
            ,securityXMLSchema("Unset")
            {
            }
            SecurityXMLLen securityXMLLen;
            SecurityXML securityXML;
            SecurityXMLSchema securityXMLSchema;
        
        };
        
        struct EvntGrpObject {
            
            EvntGrpObject()
            {
            }
            struct NoEvents {
                
                NoEvents()
                :eventType(EventType_UNSET)
                ,eventDate(std::numeric_limits<unsigned int>::max())
                ,eventTime(std::numeric_limits<unsigned int>::max())
                ,eventPx(std::numeric_limits<double>::max())
                ,eventText("Unset")
                {
                }
                EventType eventType;
                EventDate eventDate;
                EventTime eventTime;
                EventPx eventPx;
                EventText eventText;
            
            };
            
            typedef std::vector<NoEvents> NoEventsArray;
            NoEventsArray noEvents;
        
        };
        
        struct InstrumentPtysSubGrpObject {
            
            InstrumentPtysSubGrpObject()
            {
            }
            struct NoInstrumentPartySubIDs {
                
                NoInstrumentPartySubIDs()
                :instrumentPartySubID("Unset")
                ,instrumentPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                InstrumentPartySubID instrumentPartySubID;
                InstrumentPartySubIDType instrumentPartySubIDType;
            
            };
            
            typedef std::vector<NoInstrumentPartySubIDs> NoInstrumentPartySubIDsArray;
            NoInstrumentPartySubIDsArray noInstrumentPartySubIDs;
        
        };
        
        struct InstrumentPartiesObject {
            
            InstrumentPartiesObject()
            {
            }
            struct NoInstrumentParties {
                
                NoInstrumentParties()
                :instrumentPartyID("Unset")
                ,instrumentPartyIDSource("Unset")
                ,instrumentPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                InstrumentPartyID instrumentPartyID;
                InstrumentPartyIDSource instrumentPartyIDSource;
                InstrumentPartyRole instrumentPartyRole;
                InstrumentPtysSubGrpObject instrumentPtysSubGrp;
            
            };
            
            typedef std::vector<NoInstrumentParties> NoInstrumentPartiesArray;
            NoInstrumentPartiesArray noInstrumentParties;
        
        };
        
        struct ComplexEventTimesObject {
            
            ComplexEventTimesObject()
            {
            }
            struct NoComplexEventTimes {
                
                NoComplexEventTimes()
                :complexEventStartTime(std::numeric_limits<unsigned int>::max())
                ,complexEventEndTime(std::numeric_limits<unsigned int>::max())
                {
                }
                ComplexEventStartTime complexEventStartTime;
                ComplexEventEndTime complexEventEndTime;
            
            };
            
            typedef std::vector<NoComplexEventTimes> NoComplexEventTimesArray;
            NoComplexEventTimesArray noComplexEventTimes;
        
        };
        
        struct ComplexEventDatesObject {
            
            ComplexEventDatesObject()
            {
            }
            struct NoComplexEventDates {
                
                NoComplexEventDates()
                :complexEventStartDate(std::numeric_limits<unsigned int>::max())
                ,complexEventEndDate(std::numeric_limits<unsigned int>::max())
                {
                }
                ComplexEventStartDate complexEventStartDate;
                ComplexEventEndDate complexEventEndDate;
                ComplexEventTimesObject complexEventTimes;
            
            };
            
            typedef std::vector<NoComplexEventDates> NoComplexEventDatesArray;
            NoComplexEventDatesArray noComplexEventDates;
        
        };
        
        struct ComplexEventsObject {
            
            ComplexEventsObject()
            {
            }
            struct NoComplexEvents {
                
                NoComplexEvents()
                :complexEventType(ComplexEventType_UNSET)
                ,complexOptPayoutAmount(std::numeric_limits<double>::max())
                ,complexEventPrice(std::numeric_limits<double>::max())
                ,complexEventPriceBoundaryMethod(ComplexEventPriceBoundaryMethod_UNSET)
                ,complexEventPriceBoundaryPrecision(std::numeric_limits<float>::max())
                ,complexEventPriceTimeType(ComplexEventPriceTimeType_UNSET)
                ,complexEventCondition(ComplexEventCondition_UNSET)
                {
                }
                ComplexEventType complexEventType;
                ComplexOptPayoutAmount complexOptPayoutAmount;
                ComplexEventPrice complexEventPrice;
                ComplexEventPriceBoundaryMethod complexEventPriceBoundaryMethod;
                ComplexEventPriceBoundaryPrecision complexEventPriceBoundaryPrecision;
                ComplexEventPriceTimeType complexEventPriceTimeType;
                ComplexEventCondition complexEventCondition;
                ComplexEventDatesObject complexEventDates;
            
            };
            
            typedef std::vector<NoComplexEvents> NoComplexEventsArray;
            NoComplexEventsArray noComplexEvents;
        
        };
        
        struct InstrumentObject {
            
            InstrumentObject()
            :symbol("Unset")
            ,symbolSfx(SymbolSfx_UNSET)
            ,securityID("Unset")
            ,securityIDSource(SecurityIDSource_UNSET)
            ,product(Product_UNSET)
            ,productComplex("Unset")
            ,securityGroup("Unset")
            ,cFICode("Unset")
            ,securityType(SecurityType_UNSET)
            ,securitySubType("Unset")
            ,maturityMonthYear(std::numeric_limits<unsigned int>::max())
            ,maturityDate(std::numeric_limits<unsigned int>::max())
            ,maturityTime(std::numeric_limits<unsigned int>::max())
            ,settleOnOpenFlag("Unset")
            ,instrmtAssignmentMethod(InstrmtAssignmentMethod_UNSET)
            ,securityStatus(SecurityStatus_UNSET)
            ,couponPaymentDate(std::numeric_limits<unsigned int>::max())
            ,issueDate(std::numeric_limits<unsigned int>::max())
            ,repoCollateralSecurityType("Unset")
            ,repurchaseTerm(std::numeric_limits<unsigned int>::max())
            ,repurchaseRate(std::numeric_limits<float>::max())
            ,factor(std::numeric_limits<float>::max())
            ,creditRating("Unset")
            ,instrRegistry("Unset")
            ,countryOfIssue("Unset")
            ,stateOrProvinceOfIssue("Unset")
            ,localeOfIssue("Unset")
            ,redemptionDate(std::numeric_limits<unsigned int>::max())
            ,strikePrice(std::numeric_limits<double>::max())
            ,strikeCurrency("Unset")
            ,strikeMultiplier(std::numeric_limits<float>::max())
            ,strikeValue(std::numeric_limits<float>::max())
            ,optAttribute("Unset")
            ,contractMultiplier(std::numeric_limits<float>::max())
            ,minPriceIncrement(std::numeric_limits<float>::max())
            ,minPriceIncrementAmount(std::numeric_limits<double>::max())
            ,unitOfMeasure(UnitOfMeasure_UNSET)
            ,unitOfMeasureQty(std::numeric_limits<double>::max())
            ,priceUnitOfMeasure("Unset")
            ,priceUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,settlMethod(SettlMethod_UNSET)
            ,exerciseStyle(ExerciseStyle_UNSET)
            ,optPayoutAmount(std::numeric_limits<double>::max())
            ,priceQuoteMethod(PriceQuoteMethod_UNSET)
            ,valuationMethod(ValuationMethod_UNSET)
            ,listMethod(ListMethod_UNSET)
            ,capPrice(std::numeric_limits<double>::max())
            ,floorPrice(std::numeric_limits<double>::max())
            ,putOrCall(PutOrCall_UNSET)
            ,flexibleIndicator(false)
            ,flexProductEligibilityIndicator(false)
            ,timeUnit(TimeUnit_UNSET)
            ,couponRate(std::numeric_limits<float>::max())
            ,securityExchange("Unset")
            ,positionLimit(std::numeric_limits<unsigned int>::max())
            ,nTPositionLimit(std::numeric_limits<unsigned int>::max())
            ,issuer("Unset")
            ,encodedIssuerLen(std::numeric_limits<unsigned int>::max())
            ,encodedIssuer("Unset")
            ,securityDesc("Unset")
            ,encodedSecurityDescLen(std::numeric_limits<unsigned int>::max())
            ,encodedSecurityDesc("Unset")
            ,pool("Unset")
            ,contractSettlMonth(std::numeric_limits<unsigned int>::max())
            ,cPProgram(CPProgram_UNSET)
            ,cPRegType("Unset")
            ,datedDate(std::numeric_limits<unsigned int>::max())
            ,interestAccrualDate(std::numeric_limits<unsigned int>::max())
            ,contractMultiplierUnit(ContractMultiplierUnit_UNSET)
            ,flowScheduleType(FlowScheduleType_UNSET)
            ,restructuringType(RestructuringType_UNSET)
            ,seniority(Seniority_UNSET)
            ,notionalPercentageOutstanding(std::numeric_limits<float>::max())
            ,originalNotionalPercentageOutstanding(std::numeric_limits<float>::max())
            ,attachmentPoint(std::numeric_limits<float>::max())
            ,detachmentPoint(std::numeric_limits<float>::max())
            ,strikePriceDeterminationMethod(StrikePriceDeterminationMethod_UNSET)
            ,strikePriceBoundaryMethod(StrikePriceBoundaryMethod_UNSET)
            ,strikePriceBoundaryPrecision(std::numeric_limits<float>::max())
            ,underlyingPriceDeterminationMethod(UnderlyingPriceDeterminationMethod_UNSET)
            ,optPayoutType(OptPayoutType_UNSET)
            {
            }
            Symbol symbol;
            SymbolSfx symbolSfx;
            SecurityID securityID;
            SecurityIDSource securityIDSource;
            SecAltIDGrpObject secAltIDGrp;
            Product product;
            ProductComplex productComplex;
            SecurityGroup securityGroup;
            CFICode cFICode;
            SecurityType securityType;
            SecuritySubType securitySubType;
            MaturityMonthYear maturityMonthYear;
            MaturityDate maturityDate;
            MaturityTime maturityTime;
            SettleOnOpenFlag settleOnOpenFlag;
            InstrmtAssignmentMethod instrmtAssignmentMethod;
            SecurityStatus securityStatus;
            CouponPaymentDate couponPaymentDate;
            IssueDate issueDate;
            RepoCollateralSecurityType repoCollateralSecurityType;
            RepurchaseTerm repurchaseTerm;
            RepurchaseRate repurchaseRate;
            Factor factor;
            CreditRating creditRating;
            InstrRegistry instrRegistry;
            CountryOfIssue countryOfIssue;
            StateOrProvinceOfIssue stateOrProvinceOfIssue;
            LocaleOfIssue localeOfIssue;
            RedemptionDate redemptionDate;
            StrikePrice strikePrice;
            StrikeCurrency strikeCurrency;
            StrikeMultiplier strikeMultiplier;
            StrikeValue strikeValue;
            OptAttribute optAttribute;
            ContractMultiplier contractMultiplier;
            MinPriceIncrement minPriceIncrement;
            MinPriceIncrementAmount minPriceIncrementAmount;
            UnitOfMeasure unitOfMeasure;
            UnitOfMeasureQty unitOfMeasureQty;
            PriceUnitOfMeasure priceUnitOfMeasure;
            PriceUnitOfMeasureQty priceUnitOfMeasureQty;
            SettlMethod settlMethod;
            ExerciseStyle exerciseStyle;
            OptPayoutAmount optPayoutAmount;
            PriceQuoteMethod priceQuoteMethod;
            ValuationMethod valuationMethod;
            ListMethod listMethod;
            CapPrice capPrice;
            FloorPrice floorPrice;
            PutOrCall putOrCall;
            FlexibleIndicator flexibleIndicator;
            FlexProductEligibilityIndicator flexProductEligibilityIndicator;
            TimeUnit timeUnit;
            CouponRate couponRate;
            SecurityExchange securityExchange;
            PositionLimit positionLimit;
            NTPositionLimit nTPositionLimit;
            Issuer issuer;
            EncodedIssuerLen encodedIssuerLen;
            EncodedIssuer encodedIssuer;
            SecurityDesc securityDesc;
            EncodedSecurityDescLen encodedSecurityDescLen;
            EncodedSecurityDesc encodedSecurityDesc;
            SecurityXMLObject securityXML;
            Pool pool;
            ContractSettlMonth contractSettlMonth;
            CPProgram cPProgram;
            CPRegType cPRegType;
            EvntGrpObject evntGrp;
            DatedDate datedDate;
            InterestAccrualDate interestAccrualDate;
            InstrumentPartiesObject instrumentParties;
            ContractMultiplierUnit contractMultiplierUnit;
            FlowScheduleType flowScheduleType;
            RestructuringType restructuringType;
            Seniority seniority;
            NotionalPercentageOutstanding notionalPercentageOutstanding;
            OriginalNotionalPercentageOutstanding originalNotionalPercentageOutstanding;
            AttachmentPoint attachmentPoint;
            DetachmentPoint detachmentPoint;
            StrikePriceDeterminationMethod strikePriceDeterminationMethod;
            StrikePriceBoundaryMethod strikePriceBoundaryMethod;
            StrikePriceBoundaryPrecision strikePriceBoundaryPrecision;
            UnderlyingPriceDeterminationMethod underlyingPriceDeterminationMethod;
            OptPayoutType optPayoutType;
            ComplexEventsObject complexEvents;
        
        };
        
        struct AttrbGrpObject {
            
            AttrbGrpObject()
            {
            }
            struct NoInstrAttrib {
                
                NoInstrAttrib()
                :instrAttribType(InstrAttribType_UNSET)
                ,instrAttribValue("Unset")
                {
                }
                InstrAttribType instrAttribType;
                InstrAttribValue instrAttribValue;
            
            };
            
            typedef std::vector<NoInstrAttrib> NoInstrAttribArray;
            NoInstrAttribArray noInstrAttrib;
        
        };
        
        struct InstrumentExtensionObject {
            
            InstrumentExtensionObject()
            :deliveryForm(DeliveryForm_UNSET)
            ,pctAtRisk(std::numeric_limits<float>::max())
            {
            }
            DeliveryForm deliveryForm;
            PctAtRisk pctAtRisk;
            AttrbGrpObject attrbGrp;
        
        };
        
        struct LegSecAltIDGrpObject {
            
            LegSecAltIDGrpObject()
            {
            }
            struct NoLegSecurityAltID {
                
                NoLegSecurityAltID()
                :legSecurityAltID("Unset")
                ,legSecurityAltIDSource("Unset")
                {
                }
                LegSecurityAltID legSecurityAltID;
                LegSecurityAltIDSource legSecurityAltIDSource;
            
            };
            
            typedef std::vector<NoLegSecurityAltID> NoLegSecurityAltIDArray;
            NoLegSecurityAltIDArray noLegSecurityAltID;
        
        };
        
        struct InstrumentLegObject {
            
            InstrumentLegObject()
            :legSymbol("Unset")
            ,legSymbolSfx("Unset")
            ,legSecurityID("Unset")
            ,legSecurityIDSource("Unset")
            ,legProduct(std::numeric_limits<unsigned int>::max())
            ,legCFICode("Unset")
            ,legSecurityType("Unset")
            ,legSecuritySubType("Unset")
            ,legMaturityMonthYear(std::numeric_limits<unsigned int>::max())
            ,legMaturityDate(std::numeric_limits<unsigned int>::max())
            ,legMaturityTime(std::numeric_limits<unsigned int>::max())
            ,legCouponPaymentDate(std::numeric_limits<unsigned int>::max())
            ,legIssueDate(std::numeric_limits<unsigned int>::max())
            ,legRepoCollateralSecurityType("Unset")
            ,legRepurchaseTerm(std::numeric_limits<unsigned int>::max())
            ,legRepurchaseRate(std::numeric_limits<float>::max())
            ,legFactor(std::numeric_limits<float>::max())
            ,legCreditRating("Unset")
            ,legInstrRegistry("Unset")
            ,legCountryOfIssue("Unset")
            ,legStateOrProvinceOfIssue("Unset")
            ,legLocaleOfIssue("Unset")
            ,legRedemptionDate(std::numeric_limits<unsigned int>::max())
            ,legStrikePrice(std::numeric_limits<double>::max())
            ,legStrikeCurrency("Unset")
            ,legOptAttribute("Unset")
            ,legContractMultiplier(std::numeric_limits<float>::max())
            ,legUnitOfMeasure("Unset")
            ,legUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,legPriceUnitOfMeasure("Unset")
            ,legPriceUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,legTimeUnit("Unset")
            ,legExerciseStyle(std::numeric_limits<unsigned int>::max())
            ,legCouponRate(std::numeric_limits<float>::max())
            ,legSecurityExchange("Unset")
            ,legIssuer("Unset")
            ,encodedLegIssuerLen(std::numeric_limits<unsigned int>::max())
            ,encodedLegIssuer("Unset")
            ,legSecurityDesc("Unset")
            ,encodedLegSecurityDescLen(std::numeric_limits<unsigned int>::max())
            ,encodedLegSecurityDesc("Unset")
            ,legRatioQty(std::numeric_limits<float>::max())
            ,legSide("Unset")
            ,legCurrency("Unset")
            ,legPool("Unset")
            ,legDatedDate(std::numeric_limits<unsigned int>::max())
            ,legContractSettlMonth(std::numeric_limits<unsigned int>::max())
            ,legInterestAccrualDate(std::numeric_limits<unsigned int>::max())
            ,legPutOrCall(std::numeric_limits<unsigned int>::max())
            ,legOptionRatio(std::numeric_limits<float>::max())
            ,legContractMultiplierUnit(std::numeric_limits<unsigned int>::max())
            ,legFlowScheduleType(std::numeric_limits<unsigned int>::max())
            {
            }
            LegSymbol legSymbol;
            LegSymbolSfx legSymbolSfx;
            LegSecurityID legSecurityID;
            LegSecurityIDSource legSecurityIDSource;
            LegSecAltIDGrpObject legSecAltIDGrp;
            LegProduct legProduct;
            LegCFICode legCFICode;
            LegSecurityType legSecurityType;
            LegSecuritySubType legSecuritySubType;
            LegMaturityMonthYear legMaturityMonthYear;
            LegMaturityDate legMaturityDate;
            LegMaturityTime legMaturityTime;
            LegCouponPaymentDate legCouponPaymentDate;
            LegIssueDate legIssueDate;
            LegRepoCollateralSecurityType legRepoCollateralSecurityType;
            LegRepurchaseTerm legRepurchaseTerm;
            LegRepurchaseRate legRepurchaseRate;
            LegFactor legFactor;
            LegCreditRating legCreditRating;
            LegInstrRegistry legInstrRegistry;
            LegCountryOfIssue legCountryOfIssue;
            LegStateOrProvinceOfIssue legStateOrProvinceOfIssue;
            LegLocaleOfIssue legLocaleOfIssue;
            LegRedemptionDate legRedemptionDate;
            LegStrikePrice legStrikePrice;
            LegStrikeCurrency legStrikeCurrency;
            LegOptAttribute legOptAttribute;
            LegContractMultiplier legContractMultiplier;
            LegUnitOfMeasure legUnitOfMeasure;
            LegUnitOfMeasureQty legUnitOfMeasureQty;
            LegPriceUnitOfMeasure legPriceUnitOfMeasure;
            LegPriceUnitOfMeasureQty legPriceUnitOfMeasureQty;
            LegTimeUnit legTimeUnit;
            LegExerciseStyle legExerciseStyle;
            LegCouponRate legCouponRate;
            LegSecurityExchange legSecurityExchange;
            LegIssuer legIssuer;
            EncodedLegIssuerLen encodedLegIssuerLen;
            EncodedLegIssuer encodedLegIssuer;
            LegSecurityDesc legSecurityDesc;
            EncodedLegSecurityDescLen encodedLegSecurityDescLen;
            EncodedLegSecurityDesc encodedLegSecurityDesc;
            LegRatioQty legRatioQty;
            LegSide legSide;
            LegCurrency legCurrency;
            LegPool legPool;
            LegDatedDate legDatedDate;
            LegContractSettlMonth legContractSettlMonth;
            LegInterestAccrualDate legInterestAccrualDate;
            LegPutOrCall legPutOrCall;
            LegOptionRatio legOptionRatio;
            LegContractMultiplierUnit legContractMultiplierUnit;
            LegFlowScheduleType legFlowScheduleType;
        
        };
        
        struct LegBenchmarkCurveDataObject {
            
            LegBenchmarkCurveDataObject()
            :legBenchmarkCurveCurrency("Unset")
            ,legBenchmarkCurveName("Unset")
            ,legBenchmarkCurvePoint("Unset")
            ,legBenchmarkPrice(std::numeric_limits<double>::max())
            ,legBenchmarkPriceType(std::numeric_limits<unsigned int>::max())
            {
            }
            LegBenchmarkCurveCurrency legBenchmarkCurveCurrency;
            LegBenchmarkCurveName legBenchmarkCurveName;
            LegBenchmarkCurvePoint legBenchmarkCurvePoint;
            LegBenchmarkPrice legBenchmarkPrice;
            LegBenchmarkPriceType legBenchmarkPriceType;
        
        };
        
        struct LegStipulationsObject {
            
            LegStipulationsObject()
            {
            }
            struct NoLegStipulations {
                
                NoLegStipulations()
                :legStipulationType("Unset")
                ,legStipulationValue("Unset")
                {
                }
                LegStipulationType legStipulationType;
                LegStipulationValue legStipulationValue;
            
            };
            
            typedef std::vector<NoLegStipulations> NoLegStipulationsArray;
            NoLegStipulationsArray noLegStipulations;
        
        };
        
        struct NstdPtysSubGrpObject {
            
            NstdPtysSubGrpObject()
            {
            }
            struct NoNestedPartySubIDs {
                
                NoNestedPartySubIDs()
                :nestedPartySubID("Unset")
                ,nestedPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                NestedPartySubID nestedPartySubID;
                NestedPartySubIDType nestedPartySubIDType;
            
            };
            
            typedef std::vector<NoNestedPartySubIDs> NoNestedPartySubIDsArray;
            NoNestedPartySubIDsArray noNestedPartySubIDs;
        
        };
        
        struct NestedPartiesObject {
            
            NestedPartiesObject()
            {
            }
            struct NoNestedPartyIDs {
                
                NoNestedPartyIDs()
                :nestedPartyID("Unset")
                ,nestedPartyIDSource("Unset")
                ,nestedPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                NestedPartyID nestedPartyID;
                NestedPartyIDSource nestedPartyIDSource;
                NestedPartyRole nestedPartyRole;
                NstdPtysSubGrpObject nstdPtysSubGrp;
            
            };
            
            typedef std::vector<NoNestedPartyIDs> NoNestedPartyIDsArray;
            NoNestedPartyIDsArray noNestedPartyIDs;
        
        };
        
        struct OrderQtyDataObject {
            
            OrderQtyDataObject()
            :orderQty(std::numeric_limits<double>::max())
            ,cashOrderQty(std::numeric_limits<double>::max())
            ,orderPercent(std::numeric_limits<float>::max())
            ,roundingDirection(RoundingDirection_UNSET)
            ,roundingModulus(std::numeric_limits<float>::max())
            {
            }
            OrderQty orderQty;
            CashOrderQty cashOrderQty;
            OrderPercent orderPercent;
            RoundingDirection roundingDirection;
            RoundingModulus roundingModulus;
        
        };
        
        struct PtysSubGrpObject {
            
            PtysSubGrpObject()
            {
            }
            struct NoPartySubIDs {
                
                NoPartySubIDs()
                :partySubID("Unset")
                ,partySubIDType(PartySubIDType_UNSET)
                {
                }
                PartySubID partySubID;
                PartySubIDType partySubIDType;
            
            };
            
            typedef std::vector<NoPartySubIDs> NoPartySubIDsArray;
            NoPartySubIDsArray noPartySubIDs;
        
        };
        
        struct PartiesObject {
            
            PartiesObject()
            {
            }
            struct NoPartyIDs {
                
                NoPartyIDs()
                :partyID("Unset")
                ,partyIDSource(PartyIDSource_UNSET)
                ,partyRole(PartyRole_UNSET)
                {
                }
                PartyID partyID;
                PartyIDSource partyIDSource;
                PartyRole partyRole;
                PtysSubGrpObject ptysSubGrp;
            
            };
            
            typedef std::vector<NoPartyIDs> NoPartyIDsArray;
            NoPartyIDsArray noPartyIDs;
        
        };
        
        struct PegInstructionsObject {
            
            PegInstructionsObject()
            :pegOffsetValue(std::numeric_limits<float>::max())
            ,pegPriceType(PegPriceType_UNSET)
            ,pegMoveType(PegMoveType_UNSET)
            ,pegOffsetType(PegOffsetType_UNSET)
            ,pegLimitType(PegLimitType_UNSET)
            ,pegRoundDirection(PegRoundDirection_UNSET)
            ,pegScope(PegScope_UNSET)
            ,pegSecurityIDSource("Unset")
            ,pegSecurityID("Unset")
            ,pegSymbol("Unset")
            ,pegSecurityDesc("Unset")
            {
            }
            PegOffsetValue pegOffsetValue;
            PegPriceType pegPriceType;
            PegMoveType pegMoveType;
            PegOffsetType pegOffsetType;
            PegLimitType pegLimitType;
            PegRoundDirection pegRoundDirection;
            PegScope pegScope;
            PegSecurityIDSource pegSecurityIDSource;
            PegSecurityID pegSecurityID;
            PegSymbol pegSymbol;
            PegSecurityDesc pegSecurityDesc;
        
        };
        
        struct PositionAmountDataObject {
            
            PositionAmountDataObject()
            {
            }
            struct NoPosAmt {
                
                NoPosAmt()
                :posAmtType(PosAmtType_UNSET)
                ,posAmt(std::numeric_limits<double>::max())
                ,positionCurrency("Unset")
                {
                }
                PosAmtType posAmtType;
                PosAmt posAmt;
                PositionCurrency positionCurrency;
            
            };
            
            typedef std::vector<NoPosAmt> NoPosAmtArray;
            NoPosAmtArray noPosAmt;
        
        };
        
        struct PositionQtyObject {
            
            PositionQtyObject()
            {
            }
            struct NoPositions {
                
                NoPositions()
                :posType(PosType_UNSET)
                ,longQty(std::numeric_limits<double>::max())
                ,shortQty(std::numeric_limits<double>::max())
                ,posQtyStatus(PosQtyStatus_UNSET)
                ,quantityDate(std::numeric_limits<unsigned int>::max())
                {
                }
                PosType posType;
                LongQty longQty;
                ShortQty shortQty;
                PosQtyStatus posQtyStatus;
                QuantityDate quantityDate;
                NestedPartiesObject nestedParties;
            
            };
            
            typedef std::vector<NoPositions> NoPositionsArray;
            NoPositionsArray noPositions;
        
        };
        
        struct SettlPtysSubGrpObject {
            
            SettlPtysSubGrpObject()
            {
            }
            struct NoSettlPartySubIDs {
                
                NoSettlPartySubIDs()
                :settlPartySubID("Unset")
                ,settlPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                SettlPartySubID settlPartySubID;
                SettlPartySubIDType settlPartySubIDType;
            
            };
            
            typedef std::vector<NoSettlPartySubIDs> NoSettlPartySubIDsArray;
            NoSettlPartySubIDsArray noSettlPartySubIDs;
        
        };
        
        struct SettlPartiesObject {
            
            SettlPartiesObject()
            {
            }
            struct NoSettlPartyIDs {
                
                NoSettlPartyIDs()
                :settlPartyID("Unset")
                ,settlPartyIDSource("Unset")
                ,settlPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                SettlPartyID settlPartyID;
                SettlPartyIDSource settlPartyIDSource;
                SettlPartyRole settlPartyRole;
                SettlPtysSubGrpObject settlPtysSubGrp;
            
            };
            
            typedef std::vector<NoSettlPartyIDs> NoSettlPartyIDsArray;
            NoSettlPartyIDsArray noSettlPartyIDs;
        
        };
        
        struct DlvyInstGrpObject {
            
            DlvyInstGrpObject()
            {
            }
            struct NoDlvyInst {
                
                NoDlvyInst()
                :settlInstSource(SettlInstSource_UNSET)
                ,dlvyInstType(DlvyInstType_UNSET)
                {
                }
                SettlInstSource settlInstSource;
                DlvyInstType dlvyInstType;
                SettlPartiesObject settlParties;
            
            };
            
            typedef std::vector<NoDlvyInst> NoDlvyInstArray;
            NoDlvyInstArray noDlvyInst;
        
        };
        
        struct SettlInstructionsDataObject {
            
            SettlInstructionsDataObject()
            :settlDeliveryType(SettlDeliveryType_UNSET)
            ,standInstDbType(StandInstDbType_UNSET)
            ,standInstDbName("Unset")
            ,standInstDbID("Unset")
            {
            }
            SettlDeliveryType settlDeliveryType;
            StandInstDbType standInstDbType;
            StandInstDbName standInstDbName;
            StandInstDbID standInstDbID;
            DlvyInstGrpObject dlvyInstGrp;
        
        };
        
        struct SpreadOrBenchmarkCurveDataObject {
            
            SpreadOrBenchmarkCurveDataObject()
            :spread(std::numeric_limits<double>::max())
            ,benchmarkCurveCurrency("Unset")
            ,benchmarkCurveName(BenchmarkCurveName_UNSET)
            ,benchmarkCurvePoint("Unset")
            ,benchmarkPrice(std::numeric_limits<double>::max())
            ,benchmarkPriceType(std::numeric_limits<unsigned int>::max())
            ,benchmarkSecurityID("Unset")
            ,benchmarkSecurityIDSource("Unset")
            {
            }
            Spread spread;
            BenchmarkCurveCurrency benchmarkCurveCurrency;
            BenchmarkCurveName benchmarkCurveName;
            BenchmarkCurvePoint benchmarkCurvePoint;
            BenchmarkPrice benchmarkPrice;
            BenchmarkPriceType benchmarkPriceType;
            BenchmarkSecurityID benchmarkSecurityID;
            BenchmarkSecurityIDSource benchmarkSecurityIDSource;
        
        };
        
        struct StipulationsObject {
            
            StipulationsObject()
            {
            }
            struct NoStipulations {
                
                NoStipulations()
                :stipulationType(StipulationType_UNSET)
                ,stipulationValue("Unset")
                {
                }
                StipulationType stipulationType;
                StipulationValue stipulationValue;
            
            };
            
            typedef std::vector<NoStipulations> NoStipulationsArray;
            NoStipulationsArray noStipulations;
        
        };
        
        struct TrdRegTimestampsObject {
            
            TrdRegTimestampsObject()
            {
            }
            struct NoTrdRegTimestamps {
                
                NoTrdRegTimestamps()
                :trdRegTimestamp(std::numeric_limits<unsigned int>::max())
                ,trdRegTimestampType(TrdRegTimestampType_UNSET)
                ,trdRegTimestampOrigin("Unset")
                ,deskType(DeskType_UNSET)
                ,deskTypeSource(DeskTypeSource_UNSET)
                ,deskOrderHandlingInst(DeskOrderHandlingInst_UNSET)
                {
                }
                TrdRegTimestamp trdRegTimestamp;
                TrdRegTimestampType trdRegTimestampType;
                TrdRegTimestampOrigin trdRegTimestampOrigin;
                DeskType deskType;
                DeskTypeSource deskTypeSource;
                DeskOrderHandlingInst deskOrderHandlingInst;
            
            };
            
            typedef std::vector<NoTrdRegTimestamps> NoTrdRegTimestampsArray;
            NoTrdRegTimestampsArray noTrdRegTimestamps;
        
        };
        
        struct UndSecAltIDGrpObject {
            
            UndSecAltIDGrpObject()
            {
            }
            struct NoUnderlyingSecurityAltID {
                
                NoUnderlyingSecurityAltID()
                :underlyingSecurityAltID("Unset")
                ,underlyingSecurityAltIDSource("Unset")
                {
                }
                UnderlyingSecurityAltID underlyingSecurityAltID;
                UnderlyingSecurityAltIDSource underlyingSecurityAltIDSource;
            
            };
            
            typedef std::vector<NoUnderlyingSecurityAltID> NoUnderlyingSecurityAltIDArray;
            NoUnderlyingSecurityAltIDArray noUnderlyingSecurityAltID;
        
        };
        
        struct UnderlyingStipulationsObject {
            
            UnderlyingStipulationsObject()
            {
            }
            struct NoUnderlyingStips {
                
                NoUnderlyingStips()
                :underlyingStipType("Unset")
                ,underlyingStipValue("Unset")
                {
                }
                UnderlyingStipType underlyingStipType;
                UnderlyingStipValue underlyingStipValue;
            
            };
            
            typedef std::vector<NoUnderlyingStips> NoUnderlyingStipsArray;
            NoUnderlyingStipsArray noUnderlyingStips;
        
        };
        
        struct UndlyInstrumentPtysSubGrpObject {
            
            UndlyInstrumentPtysSubGrpObject()
            {
            }
            struct NoUndlyInstrumentPartySubIDs {
                
                NoUndlyInstrumentPartySubIDs()
                :underlyingInstrumentPartySubID("Unset")
                ,underlyingInstrumentPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                UnderlyingInstrumentPartySubID underlyingInstrumentPartySubID;
                UnderlyingInstrumentPartySubIDType underlyingInstrumentPartySubIDType;
            
            };
            
            typedef std::vector<NoUndlyInstrumentPartySubIDs> NoUndlyInstrumentPartySubIDsArray;
            NoUndlyInstrumentPartySubIDsArray noUndlyInstrumentPartySubIDs;
        
        };
        
        struct UndlyInstrumentPartiesObject {
            
            UndlyInstrumentPartiesObject()
            {
            }
            struct NoUndlyInstrumentParties {
                
                NoUndlyInstrumentParties()
                :underlyingInstrumentPartyID("Unset")
                ,underlyingInstrumentPartyIDSource("Unset")
                ,underlyingInstrumentPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                UnderlyingInstrumentPartyID underlyingInstrumentPartyID;
                UnderlyingInstrumentPartyIDSource underlyingInstrumentPartyIDSource;
                UnderlyingInstrumentPartyRole underlyingInstrumentPartyRole;
                UndlyInstrumentPtysSubGrpObject undlyInstrumentPtysSubGrp;
            
            };
            
            typedef std::vector<NoUndlyInstrumentParties> NoUndlyInstrumentPartiesArray;
            NoUndlyInstrumentPartiesArray noUndlyInstrumentParties;
        
        };
        
        struct UnderlyingInstrumentObject {
            
            UnderlyingInstrumentObject()
            :underlyingSymbol("Unset")
            ,underlyingSymbolSfx("Unset")
            ,underlyingSecurityID("Unset")
            ,underlyingSecurityIDSource("Unset")
            ,underlyingProduct(std::numeric_limits<unsigned int>::max())
            ,underlyingCFICode("Unset")
            ,underlyingSecurityType("Unset")
            ,underlyingSecuritySubType("Unset")
            ,underlyingMaturityMonthYear(std::numeric_limits<unsigned int>::max())
            ,underlyingMaturityDate(std::numeric_limits<unsigned int>::max())
            ,underlyingMaturityTime(std::numeric_limits<unsigned int>::max())
            ,underlyingCouponPaymentDate(std::numeric_limits<unsigned int>::max())
            ,underlyingIssueDate(std::numeric_limits<unsigned int>::max())
            ,underlyingRepoCollateralSecurityType("Unset")
            ,underlyingRepurchaseTerm(std::numeric_limits<unsigned int>::max())
            ,underlyingRepurchaseRate(std::numeric_limits<float>::max())
            ,underlyingFactor(std::numeric_limits<float>::max())
            ,underlyingCreditRating("Unset")
            ,underlyingInstrRegistry("Unset")
            ,underlyingCountryOfIssue("Unset")
            ,underlyingStateOrProvinceOfIssue("Unset")
            ,underlyingLocaleOfIssue("Unset")
            ,underlyingRedemptionDate(std::numeric_limits<unsigned int>::max())
            ,underlyingStrikePrice(std::numeric_limits<double>::max())
            ,underlyingStrikeCurrency("Unset")
            ,underlyingOptAttribute("Unset")
            ,underlyingContractMultiplier(std::numeric_limits<float>::max())
            ,underlyingUnitOfMeasure("Unset")
            ,underlyingUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,underlyingPriceUnitOfMeasure("Unset")
            ,underlyingPriceUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,underlyingTimeUnit("Unset")
            ,underlyingExerciseStyle(std::numeric_limits<unsigned int>::max())
            ,underlyingCouponRate(std::numeric_limits<float>::max())
            ,underlyingSecurityExchange("Unset")
            ,underlyingIssuer("Unset")
            ,encodedUnderlyingIssuerLen(std::numeric_limits<unsigned int>::max())
            ,encodedUnderlyingIssuer("Unset")
            ,underlyingSecurityDesc("Unset")
            ,encodedUnderlyingSecurityDescLen(std::numeric_limits<unsigned int>::max())
            ,encodedUnderlyingSecurityDesc("Unset")
            ,underlyingCPProgram("Unset")
            ,underlyingCPRegType("Unset")
            ,underlyingAllocationPercent(std::numeric_limits<float>::max())
            ,underlyingCurrency("Unset")
            ,underlyingQty(std::numeric_limits<double>::max())
            ,underlyingSettlementType(UnderlyingSettlementType_UNSET)
            ,underlyingCashAmount(std::numeric_limits<double>::max())
            ,underlyingCashType(UnderlyingCashType_UNSET)
            ,underlyingPx(std::numeric_limits<double>::max())
            ,underlyingDirtyPrice(std::numeric_limits<double>::max())
            ,underlyingEndPrice(std::numeric_limits<double>::max())
            ,underlyingStartValue(std::numeric_limits<double>::max())
            ,underlyingCurrentValue(std::numeric_limits<double>::max())
            ,underlyingEndValue(std::numeric_limits<double>::max())
            ,underlyingAdjustedQuantity(std::numeric_limits<double>::max())
            ,underlyingFXRate(std::numeric_limits<float>::max())
            ,underlyingFXRateCalc(UnderlyingFXRateCalc_UNSET)
            ,underlyingCapValue(std::numeric_limits<double>::max())
            ,underlyingSettlMethod("Unset")
            ,underlyingPutOrCall(std::numeric_limits<unsigned int>::max())
            ,underlyingContractMultiplierUnit(std::numeric_limits<unsigned int>::max())
            ,underlyingFlowScheduleType(std::numeric_limits<unsigned int>::max())
            ,underlyingRestructuringType("Unset")
            ,underlyingSeniority("Unset")
            ,underlyingNotionalPercentageOutstanding(std::numeric_limits<float>::max())
            ,underlyingOriginalNotionalPercentageOutstanding(std::numeric_limits<float>::max())
            ,underlyingAttachmentPoint(std::numeric_limits<float>::max())
            ,underlyingDetachmentPoint(std::numeric_limits<float>::max())
            {
            }
            UnderlyingSymbol underlyingSymbol;
            UnderlyingSymbolSfx underlyingSymbolSfx;
            UnderlyingSecurityID underlyingSecurityID;
            UnderlyingSecurityIDSource underlyingSecurityIDSource;
            UndSecAltIDGrpObject undSecAltIDGrp;
            UnderlyingProduct underlyingProduct;
            UnderlyingCFICode underlyingCFICode;
            UnderlyingSecurityType underlyingSecurityType;
            UnderlyingSecuritySubType underlyingSecuritySubType;
            UnderlyingMaturityMonthYear underlyingMaturityMonthYear;
            UnderlyingMaturityDate underlyingMaturityDate;
            UnderlyingMaturityTime underlyingMaturityTime;
            UnderlyingCouponPaymentDate underlyingCouponPaymentDate;
            UnderlyingIssueDate underlyingIssueDate;
            UnderlyingRepoCollateralSecurityType underlyingRepoCollateralSecurityType;
            UnderlyingRepurchaseTerm underlyingRepurchaseTerm;
            UnderlyingRepurchaseRate underlyingRepurchaseRate;
            UnderlyingFactor underlyingFactor;
            UnderlyingCreditRating underlyingCreditRating;
            UnderlyingInstrRegistry underlyingInstrRegistry;
            UnderlyingCountryOfIssue underlyingCountryOfIssue;
            UnderlyingStateOrProvinceOfIssue underlyingStateOrProvinceOfIssue;
            UnderlyingLocaleOfIssue underlyingLocaleOfIssue;
            UnderlyingRedemptionDate underlyingRedemptionDate;
            UnderlyingStrikePrice underlyingStrikePrice;
            UnderlyingStrikeCurrency underlyingStrikeCurrency;
            UnderlyingOptAttribute underlyingOptAttribute;
            UnderlyingContractMultiplier underlyingContractMultiplier;
            UnderlyingUnitOfMeasure underlyingUnitOfMeasure;
            UnderlyingUnitOfMeasureQty underlyingUnitOfMeasureQty;
            UnderlyingPriceUnitOfMeasure underlyingPriceUnitOfMeasure;
            UnderlyingPriceUnitOfMeasureQty underlyingPriceUnitOfMeasureQty;
            UnderlyingTimeUnit underlyingTimeUnit;
            UnderlyingExerciseStyle underlyingExerciseStyle;
            UnderlyingCouponRate underlyingCouponRate;
            UnderlyingSecurityExchange underlyingSecurityExchange;
            UnderlyingIssuer underlyingIssuer;
            EncodedUnderlyingIssuerLen encodedUnderlyingIssuerLen;
            EncodedUnderlyingIssuer encodedUnderlyingIssuer;
            UnderlyingSecurityDesc underlyingSecurityDesc;
            EncodedUnderlyingSecurityDescLen encodedUnderlyingSecurityDescLen;
            EncodedUnderlyingSecurityDesc encodedUnderlyingSecurityDesc;
            UnderlyingCPProgram underlyingCPProgram;
            UnderlyingCPRegType underlyingCPRegType;
            UnderlyingAllocationPercent underlyingAllocationPercent;
            UnderlyingCurrency underlyingCurrency;
            UnderlyingQty underlyingQty;
            UnderlyingSettlementType underlyingSettlementType;
            UnderlyingCashAmount underlyingCashAmount;
            UnderlyingCashType underlyingCashType;
            UnderlyingPx underlyingPx;
            UnderlyingDirtyPrice underlyingDirtyPrice;
            UnderlyingEndPrice underlyingEndPrice;
            UnderlyingStartValue underlyingStartValue;
            UnderlyingCurrentValue underlyingCurrentValue;
            UnderlyingEndValue underlyingEndValue;
            UnderlyingStipulationsObject underlyingStipulations;
            UnderlyingAdjustedQuantity underlyingAdjustedQuantity;
            UnderlyingFXRate underlyingFXRate;
            UnderlyingFXRateCalc underlyingFXRateCalc;
            UnderlyingCapValue underlyingCapValue;
            UndlyInstrumentPartiesObject undlyInstrumentParties;
            UnderlyingSettlMethod underlyingSettlMethod;
            UnderlyingPutOrCall underlyingPutOrCall;
            UnderlyingContractMultiplierUnit underlyingContractMultiplierUnit;
            UnderlyingFlowScheduleType underlyingFlowScheduleType;
            UnderlyingRestructuringType underlyingRestructuringType;
            UnderlyingSeniority underlyingSeniority;
            UnderlyingNotionalPercentageOutstanding underlyingNotionalPercentageOutstanding;
            UnderlyingOriginalNotionalPercentageOutstanding underlyingOriginalNotionalPercentageOutstanding;
            UnderlyingAttachmentPoint underlyingAttachmentPoint;
            UnderlyingDetachmentPoint underlyingDetachmentPoint;
        
        };
        
        struct YieldDataObject {
            
            YieldDataObject()
            :yieldType(YieldType_UNSET)
            ,yield(std::numeric_limits<float>::max())
            ,yieldCalcDate(std::numeric_limits<unsigned int>::max())
            ,yieldRedemptionDate(std::numeric_limits<unsigned int>::max())
            ,yieldRedemptionPrice(std::numeric_limits<double>::max())
            ,yieldRedemptionPriceType(std::numeric_limits<unsigned int>::max())
            {
            }
            YieldType yieldType;
            Yield yield;
            YieldCalcDate yieldCalcDate;
            YieldRedemptionDate yieldRedemptionDate;
            YieldRedemptionPrice yieldRedemptionPrice;
            YieldRedemptionPriceType yieldRedemptionPriceType;
        
        };
        
        struct NstdPtys2SubGrpObject {
            
            NstdPtys2SubGrpObject()
            {
            }
            struct NoNested2PartySubIDs {
                
                NoNested2PartySubIDs()
                :nested2PartySubID("Unset")
                ,nested2PartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested2PartySubID nested2PartySubID;
                Nested2PartySubIDType nested2PartySubIDType;
            
            };
            
            typedef std::vector<NoNested2PartySubIDs> NoNested2PartySubIDsArray;
            NoNested2PartySubIDsArray noNested2PartySubIDs;
        
        };
        
        struct NestedParties2Object {
            
            NestedParties2Object()
            {
            }
            struct NoNested2PartyIDs {
                
                NoNested2PartyIDs()
                :nested2PartyID("Unset")
                ,nested2PartyIDSource("Unset")
                ,nested2PartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested2PartyID nested2PartyID;
                Nested2PartyIDSource nested2PartyIDSource;
                Nested2PartyRole nested2PartyRole;
                NstdPtys2SubGrpObject nstdPtys2SubGrp;
            
            };
            
            typedef std::vector<NoNested2PartyIDs> NoNested2PartyIDsArray;
            NoNested2PartyIDsArray noNested2PartyIDs;
        
        };
        
        struct NstdPtys3SubGrpObject {
            
            NstdPtys3SubGrpObject()
            {
            }
            struct NoNested3PartySubIDs {
                
                NoNested3PartySubIDs()
                :nested3PartySubID("Unset")
                ,nested3PartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested3PartySubID nested3PartySubID;
                Nested3PartySubIDType nested3PartySubIDType;
            
            };
            
            typedef std::vector<NoNested3PartySubIDs> NoNested3PartySubIDsArray;
            NoNested3PartySubIDsArray noNested3PartySubIDs;
        
        };
        
        struct NestedParties3Object {
            
            NestedParties3Object()
            {
            }
            struct NoNested3PartyIDs {
                
                NoNested3PartyIDs()
                :nested3PartyID("Unset")
                ,nested3PartyIDSource("Unset")
                ,nested3PartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested3PartyID nested3PartyID;
                Nested3PartyIDSource nested3PartyIDSource;
                Nested3PartyRole nested3PartyRole;
                NstdPtys3SubGrpObject nstdPtys3SubGrp;
            
            };
            
            typedef std::vector<NoNested3PartyIDs> NoNested3PartyIDsArray;
            NoNested3PartyIDsArray noNested3PartyIDs;
        
        };
        
        struct AffectedOrdGrpObject {
            
            AffectedOrdGrpObject()
            {
            }
            struct NoAffectedOrders {
                
                NoAffectedOrders()
                :origClOrdID("Unset")
                ,affectedOrderID("Unset")
                ,affectedSecondaryOrderID("Unset")
                {
                }
                OrigClOrdID origClOrdID;
                AffectedOrderID affectedOrderID;
                AffectedSecondaryOrderID affectedSecondaryOrderID;
            
            };
            
            typedef std::vector<NoAffectedOrders> NoAffectedOrdersArray;
            NoAffectedOrdersArray noAffectedOrders;
        
        };
        
        struct AllocAckGrpObject {
            
            AllocAckGrpObject()
            {
            }
            struct NoAllocs {
                
                NoAllocs()
                :allocAccount("Unset")
                ,allocAcctIDSource(std::numeric_limits<unsigned int>::max())
                ,allocPrice(std::numeric_limits<double>::max())
                ,allocPositionEffect(AllocPositionEffect_UNSET)
                ,individualAllocID("Unset")
                ,individualAllocRejCode(std::numeric_limits<unsigned int>::max())
                ,allocText("Unset")
                ,encodedAllocTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedAllocText("Unset")
                ,secondaryIndividualAllocID("Unset")
                ,allocCustomerCapacity("Unset")
                ,individualAllocType(IndividualAllocType_UNSET)
                ,allocQty(std::numeric_limits<double>::max())
                {
                }
                AllocAccount allocAccount;
                AllocAcctIDSource allocAcctIDSource;
                AllocPrice allocPrice;
                AllocPositionEffect allocPositionEffect;
                IndividualAllocID individualAllocID;
                IndividualAllocRejCode individualAllocRejCode;
                NestedPartiesObject nestedParties;
                AllocText allocText;
                EncodedAllocTextLen encodedAllocTextLen;
                EncodedAllocText encodedAllocText;
                SecondaryIndividualAllocID secondaryIndividualAllocID;
                AllocCustomerCapacity allocCustomerCapacity;
                IndividualAllocType individualAllocType;
                AllocQty allocQty;
            
            };
            
            typedef std::vector<NoAllocs> NoAllocsArray;
            NoAllocsArray noAllocs;
        
        };
        
        struct MiscFeesGrpObject {
            
            MiscFeesGrpObject()
            {
            }
            struct NoMiscFees {
                
                NoMiscFees()
                :miscFeeAmt(std::numeric_limits<double>::max())
                ,miscFeeCurr("Unset")
                ,miscFeeType(MiscFeeType_UNSET)
                ,miscFeeBasis(MiscFeeBasis_UNSET)
                {
                }
                MiscFeeAmt miscFeeAmt;
                MiscFeeCurr miscFeeCurr;
                MiscFeeType miscFeeType;
                MiscFeeBasis miscFeeBasis;
            
            };
            
            typedef std::vector<NoMiscFees> NoMiscFeesArray;
            NoMiscFeesArray noMiscFees;
        
        };
        
        struct ClrInstGrpObject {
            
            ClrInstGrpObject()
            {
            }
            struct NoClearingInstructions {
                
                NoClearingInstructions()
                :clearingInstruction(ClearingInstruction_UNSET)
                {
                }
                ClearingInstruction clearingInstruction;
            
            };
            
            typedef std::vector<NoClearingInstructions> NoClearingInstructionsArray;
            NoClearingInstructionsArray noClearingInstructions;
        
        };
        
        struct AllocGrpObject {
            
            AllocGrpObject()
            {
            }
            struct NoAllocs {
                
                NoAllocs()
                :allocAccount("Unset")
                ,allocAcctIDSource(std::numeric_limits<unsigned int>::max())
                ,matchStatus(MatchStatus_UNSET)
                ,allocPrice(std::numeric_limits<double>::max())
                ,allocQty(std::numeric_limits<double>::max())
                ,individualAllocID("Unset")
                ,processCode(ProcessCode_UNSET)
                ,secondaryIndividualAllocID("Unset")
                ,allocMethod(AllocMethod_UNSET)
                ,allocCustomerCapacity("Unset")
                ,allocPositionEffect(AllocPositionEffect_UNSET)
                ,individualAllocType(IndividualAllocType_UNSET)
                ,notifyBrokerOfCredit(NotifyBrokerOfCredit_UNSET)
                ,allocHandlInst(AllocHandlInst_UNSET)
                ,allocText("Unset")
                ,encodedAllocTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedAllocText("Unset")
                ,allocAvgPx(std::numeric_limits<double>::max())
                ,allocNetMoney(std::numeric_limits<double>::max())
                ,settlCurrAmt(std::numeric_limits<double>::max())
                ,allocSettlCurrAmt(std::numeric_limits<double>::max())
                ,settlCurrency("Unset")
                ,allocSettlCurrency("Unset")
                ,settlCurrFxRate(std::numeric_limits<float>::max())
                ,settlCurrFxRateCalc(SettlCurrFxRateCalc_UNSET)
                ,allocAccruedInterestAmt(std::numeric_limits<double>::max())
                ,allocInterestAtMaturity(std::numeric_limits<double>::max())
                ,clearingFeeIndicator(ClearingFeeIndicator_UNSET)
                ,allocSettlInstType(AllocSettlInstType_UNSET)
                {
                }
                AllocAccount allocAccount;
                AllocAcctIDSource allocAcctIDSource;
                MatchStatus matchStatus;
                AllocPrice allocPrice;
                AllocQty allocQty;
                IndividualAllocID individualAllocID;
                ProcessCode processCode;
                SecondaryIndividualAllocID secondaryIndividualAllocID;
                AllocMethod allocMethod;
                AllocCustomerCapacity allocCustomerCapacity;
                AllocPositionEffect allocPositionEffect;
                IndividualAllocType individualAllocType;
                NestedPartiesObject nestedParties;
                NotifyBrokerOfCredit notifyBrokerOfCredit;
                AllocHandlInst allocHandlInst;
                AllocText allocText;
                EncodedAllocTextLen encodedAllocTextLen;
                EncodedAllocText encodedAllocText;
                CommissionDataObject commissionData;
                AllocAvgPx allocAvgPx;
                AllocNetMoney allocNetMoney;
                SettlCurrAmt settlCurrAmt;
                AllocSettlCurrAmt allocSettlCurrAmt;
                SettlCurrency settlCurrency;
                AllocSettlCurrency allocSettlCurrency;
                SettlCurrFxRate settlCurrFxRate;
                SettlCurrFxRateCalc settlCurrFxRateCalc;
                AllocAccruedInterestAmt allocAccruedInterestAmt;
                AllocInterestAtMaturity allocInterestAtMaturity;
                MiscFeesGrpObject miscFeesGrp;
                ClrInstGrpObject clrInstGrp;
                ClearingFeeIndicator clearingFeeIndicator;
                AllocSettlInstType allocSettlInstType;
                SettlInstructionsDataObject settlInstructionsData;
            
            };
            
            typedef std::vector<NoAllocs> NoAllocsArray;
            NoAllocsArray noAllocs;
        
        };
        
        struct BidCompReqGrpObject {
            
            BidCompReqGrpObject()
            {
            }
            struct NoBidComponents {
                
                NoBidComponents()
                :listID("Unset")
                ,side(Side_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,netGrossInd(NetGrossInd_UNSET)
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                {
                }
                ListID listID;
                Side side;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                NetGrossInd netGrossInd;
                SettlType settlType;
                SettlDate settlDate;
                Account account;
                AcctIDSource acctIDSource;
            
            };
            
            typedef std::vector<NoBidComponents> NoBidComponentsArray;
            NoBidComponentsArray noBidComponents;
        
        };
        
        struct BidCompRspGrpObject {
            
            BidCompRspGrpObject()
            {
            }
            struct NoBidComponents {
                
                NoBidComponents()
                :listID("Unset")
                ,country("Unset")
                ,side(Side_UNSET)
                ,price(std::numeric_limits<double>::max())
                ,priceType(PriceType_UNSET)
                ,fairValue(std::numeric_limits<double>::max())
                ,netGrossInd(NetGrossInd_UNSET)
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                CommissionDataObject commissionData;
                ListID listID;
                Country country;
                Side side;
                Price price;
                PriceType priceType;
                FairValue fairValue;
                NetGrossInd netGrossInd;
                SettlType settlType;
                SettlDate settlDate;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoBidComponents> NoBidComponentsArray;
            NoBidComponentsArray noBidComponents;
        
        };
        
        struct BidDescReqGrpObject {
            
            BidDescReqGrpObject()
            {
            }
            struct NoBidDescriptors {
                
                NoBidDescriptors()
                :bidDescriptorType(BidDescriptorType_UNSET)
                ,bidDescriptor("Unset")
                ,sideValueInd(SideValueInd_UNSET)
                ,liquidityValue(std::numeric_limits<double>::max())
                ,liquidityNumSecurities(std::numeric_limits<unsigned int>::max())
                ,liquidityPctLow(std::numeric_limits<float>::max())
                ,liquidityPctHigh(std::numeric_limits<float>::max())
                ,eFPTrackingError(std::numeric_limits<float>::max())
                ,fairValue(std::numeric_limits<double>::max())
                ,outsideIndexPct(std::numeric_limits<float>::max())
                ,valueOfFutures(std::numeric_limits<double>::max())
                {
                }
                BidDescriptorType bidDescriptorType;
                BidDescriptor bidDescriptor;
                SideValueInd sideValueInd;
                LiquidityValue liquidityValue;
                LiquidityNumSecurities liquidityNumSecurities;
                LiquidityPctLow liquidityPctLow;
                LiquidityPctHigh liquidityPctHigh;
                EFPTrackingError eFPTrackingError;
                FairValue fairValue;
                OutsideIndexPct outsideIndexPct;
                ValueOfFutures valueOfFutures;
            
            };
            
            typedef std::vector<NoBidDescriptors> NoBidDescriptorsArray;
            NoBidDescriptorsArray noBidDescriptors;
        
        };
        
        struct CollInqQualGrpObject {
            
            CollInqQualGrpObject()
            {
            }
            struct NoCollInquiryQualifier {
                
                NoCollInquiryQualifier()
                :collInquiryQualifier(CollInquiryQualifier_UNSET)
                {
                }
                CollInquiryQualifier collInquiryQualifier;
            
            };
            
            typedef std::vector<NoCollInquiryQualifier> NoCollInquiryQualifierArray;
            NoCollInquiryQualifierArray noCollInquiryQualifier;
        
        };
        
        struct CompIDReqGrpObject {
            
            CompIDReqGrpObject()
            {
            }
            struct NoCompIDs {
                
                NoCompIDs()
                :refCompID("Unset")
                ,refSubID("Unset")
                ,locationID("Unset")
                ,deskID("Unset")
                {
                }
                RefCompID refCompID;
                RefSubID refSubID;
                LocationID locationID;
                DeskID deskID;
            
            };
            
            typedef std::vector<NoCompIDs> NoCompIDsArray;
            NoCompIDsArray noCompIDs;
        
        };
        
        struct CompIDStatGrpObject {
            
            CompIDStatGrpObject()
            {
            }
            struct NoCompIDs {
                
                NoCompIDs()
                :refCompID("Unset")
                ,refSubID("Unset")
                ,locationID("Unset")
                ,deskID("Unset")
                ,statusValue(StatusValue_UNSET)
                ,statusText("Unset")
                {
                }
                RefCompID refCompID;
                RefSubID refSubID;
                LocationID locationID;
                DeskID deskID;
                StatusValue statusValue;
                StatusText statusText;
            
            };
            
            typedef std::vector<NoCompIDs> NoCompIDsArray;
            NoCompIDsArray noCompIDs;
        
        };
        
        struct ContAmtGrpObject {
            
            ContAmtGrpObject()
            {
            }
            struct NoContAmts {
                
                NoContAmts()
                :contAmtType(ContAmtType_UNSET)
                ,contAmtValue(std::numeric_limits<float>::max())
                ,contAmtCurr("Unset")
                {
                }
                ContAmtType contAmtType;
                ContAmtValue contAmtValue;
                ContAmtCurr contAmtCurr;
            
            };
            
            typedef std::vector<NoContAmts> NoContAmtsArray;
            NoContAmtsArray noContAmts;
        
        };
        
        struct ContraGrpObject {
            
            ContraGrpObject()
            {
            }
            struct NoContraBrokers {
                
                NoContraBrokers()
                :contraBroker("Unset")
                ,contraTrader("Unset")
                ,contraTradeQty(std::numeric_limits<double>::max())
                ,contraTradeTime(std::numeric_limits<unsigned int>::max())
                ,contraLegRefID("Unset")
                {
                }
                ContraBroker contraBroker;
                ContraTrader contraTrader;
                ContraTradeQty contraTradeQty;
                ContraTradeTime contraTradeTime;
                ContraLegRefID contraLegRefID;
            
            };
            
            typedef std::vector<NoContraBrokers> NoContraBrokersArray;
            NoContraBrokersArray noContraBrokers;
        
        };
        
        struct CpctyConfGrpObject {
            
            CpctyConfGrpObject()
            {
            }
            struct NoCapacities {
                
                NoCapacities()
                :orderCapacity(OrderCapacity_UNSET)
                ,orderRestrictions(OrderRestrictions_UNSET)
                ,orderCapacityQty(std::numeric_limits<double>::max())
                {
                }
                OrderCapacity orderCapacity;
                OrderRestrictions orderRestrictions;
                OrderCapacityQty orderCapacityQty;
            
            };
            
            typedef std::vector<NoCapacities> NoCapacitiesArray;
            NoCapacitiesArray noCapacities;
        
        };
        
        struct ExecAllocGrpObject {
            
            ExecAllocGrpObject()
            {
            }
            struct NoExecs {
                
                NoExecs()
                :lastQty(std::numeric_limits<double>::max())
                ,execID("Unset")
                ,secondaryExecID("Unset")
                ,lastPx(std::numeric_limits<double>::max())
                ,lastParPx(std::numeric_limits<double>::max())
                ,lastCapacity(LastCapacity_UNSET)
                ,tradeID("Unset")
                ,firmTradeID("Unset")
                {
                }
                LastQty lastQty;
                ExecID execID;
                SecondaryExecID secondaryExecID;
                LastPx lastPx;
                LastParPx lastParPx;
                LastCapacity lastCapacity;
                TradeID tradeID;
                FirmTradeID firmTradeID;
            
            };
            
            typedef std::vector<NoExecs> NoExecsArray;
            NoExecsArray noExecs;
        
        };
        
        struct ExecCollGrpObject {
            
            ExecCollGrpObject()
            {
            }
            struct NoExecs {
                
                NoExecs()
                :execID("Unset")
                {
                }
                ExecID execID;
            
            };
            
            typedef std::vector<NoExecs> NoExecsArray;
            NoExecsArray noExecs;
        
        };
        
        struct InstrmtGrpObject {
            
            InstrmtGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                {
                }
                InstrumentObject instrument;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct LegPreAllocGrpObject {
            
            LegPreAllocGrpObject()
            {
            }
            struct NoLegAllocs {
                
                NoLegAllocs()
                :legAllocAccount("Unset")
                ,legIndividualAllocID("Unset")
                ,legAllocQty(std::numeric_limits<double>::max())
                ,legAllocAcctIDSource("Unset")
                ,legAllocSettlCurrency("Unset")
                {
                }
                LegAllocAccount legAllocAccount;
                LegIndividualAllocID legIndividualAllocID;
                NestedParties2Object nestedParties2;
                LegAllocQty legAllocQty;
                LegAllocAcctIDSource legAllocAcctIDSource;
                LegAllocSettlCurrency legAllocSettlCurrency;
            
            };
            
            typedef std::vector<NoLegAllocs> NoLegAllocsArray;
            NoLegAllocsArray noLegAllocs;
        
        };
        
        struct InstrmtLegExecGrpObject {
            
            InstrmtLegExecGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legOrderQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legAllocID("Unset")
                ,legPositionEffect("Unset")
                ,legCoveredOrUncovered(std::numeric_limits<unsigned int>::max())
                ,legRefID("Unset")
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                ,legLastPx(std::numeric_limits<double>::max())
                ,legSettlCurrency("Unset")
                ,legLastForwardPoints(std::numeric_limits<double>::max())
                ,legCalculatedCcyLastQty(std::numeric_limits<double>::max())
                ,legGrossTradeAmt(std::numeric_limits<double>::max())
                ,legVolatility(std::numeric_limits<float>::max())
                ,legDividendYield(std::numeric_limits<float>::max())
                ,legCurrencyRatio(std::numeric_limits<float>::max())
                ,legExecInst("Unset")
                ,legLastQty(std::numeric_limits<double>::max())
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegOrderQty legOrderQty;
                LegSwapType legSwapType;
                LegStipulationsObject legStipulations;
                LegAllocID legAllocID;
                LegPreAllocGrpObject legPreAllocGrp;
                LegPositionEffect legPositionEffect;
                LegCoveredOrUncovered legCoveredOrUncovered;
                NestedParties3Object nestedParties3;
                LegRefID legRefID;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegLastPx legLastPx;
                LegSettlCurrency legSettlCurrency;
                LegLastForwardPoints legLastForwardPoints;
                LegCalculatedCcyLastQty legCalculatedCcyLastQty;
                LegGrossTradeAmt legGrossTradeAmt;
                LegVolatility legVolatility;
                LegDividendYield legDividendYield;
                LegCurrencyRatio legCurrencyRatio;
                LegExecInst legExecInst;
                LegLastQty legLastQty;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct InstrmtLegGrpObject {
            
            InstrmtLegGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                {
                }
                InstrumentLegObject instrumentLeg;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct InstrmtLegIOIGrpObject {
            
            InstrmtLegIOIGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legIOIQty("Unset")
                {
                }
                InstrumentLegObject instrumentLeg;
                LegIOIQty legIOIQty;
                LegStipulationsObject legStipulations;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct InstrmtLegSecListGrpObject {
            
            InstrmtLegSecListGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legSwapType(LegSwapType_UNSET)
                ,legSettlType("Unset")
                {
                }
                InstrumentLegObject instrumentLeg;
                LegSwapType legSwapType;
                LegSettlType legSettlType;
                LegStipulationsObject legStipulations;
                LegBenchmarkCurveDataObject legBenchmarkCurveData;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct UndInstrmtGrpObject {
            
            UndInstrmtGrpObject()
            {
            }
            struct NoUnderlyings {
                
                NoUnderlyings()
                {
                }
                UnderlyingInstrumentObject underlyingInstrument;
            
            };
            
            typedef std::vector<NoUnderlyings> NoUnderlyingsArray;
            NoUnderlyingsArray noUnderlyings;
        
        };
        
        struct InstrmtMDReqGrpObject {
            
            InstrmtMDReqGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :currency("Unset")
                ,quoteType(QuoteType_UNSET)
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,mDEntrySize(std::numeric_limits<double>::max())
                ,mDStreamID("Unset")
                {
                }
                InstrumentObject instrument;
                UndInstrmtGrpObject undInstrmtGrp;
                InstrmtLegGrpObject instrmtLegGrp;
                Currency currency;
                QuoteType quoteType;
                SettlType settlType;
                SettlDate settlDate;
                MDEntrySize mDEntrySize;
                MDStreamID mDStreamID;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct InstrmtStrkPxGrpObject {
            
            InstrmtStrkPxGrpObject()
            {
            }
            struct NoStrikes {
                
                NoStrikes()
                :prevClosePx(std::numeric_limits<double>::max())
                ,clOrdID("Unset")
                ,secondaryClOrdID("Unset")
                ,side(Side_UNSET)
                ,price(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                InstrumentObject instrument;
                UndInstrmtGrpObject undInstrmtGrp;
                PrevClosePx prevClosePx;
                ClOrdID clOrdID;
                SecondaryClOrdID secondaryClOrdID;
                Side side;
                Price price;
                Currency currency;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoStrikes> NoStrikesArray;
            NoStrikesArray noStrikes;
        
        };
        
        struct IOIQualGrpObject {
            
            IOIQualGrpObject()
            {
            }
            struct NoIOIQualifiers {
                
                NoIOIQualifiers()
                :iOIQualifier(IOIQualifier_UNSET)
                {
                }
                IOIQualifier iOIQualifier;
            
            };
            
            typedef std::vector<NoIOIQualifiers> NoIOIQualifiersArray;
            NoIOIQualifiersArray noIOIQualifiers;
        
        };
        
        struct LegOrdGrpObject {
            
            LegOrdGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legAllocID("Unset")
                ,legPositionEffect("Unset")
                ,legCoveredOrUncovered(std::numeric_limits<unsigned int>::max())
                ,legRefID("Unset")
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                ,legSettlCurrency("Unset")
                ,legOrderQty(std::numeric_limits<double>::max())
                ,legVolatility(std::numeric_limits<float>::max())
                ,legDividendYield(std::numeric_limits<float>::max())
                ,legCurrencyRatio(std::numeric_limits<float>::max())
                ,legExecInst("Unset")
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegSwapType legSwapType;
                LegStipulationsObject legStipulations;
                LegAllocID legAllocID;
                LegPreAllocGrpObject legPreAllocGrp;
                LegPositionEffect legPositionEffect;
                LegCoveredOrUncovered legCoveredOrUncovered;
                NestedPartiesObject nestedParties;
                LegRefID legRefID;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegSettlCurrency legSettlCurrency;
                LegOrderQty legOrderQty;
                LegVolatility legVolatility;
                LegDividendYield legDividendYield;
                LegCurrencyRatio legCurrencyRatio;
                LegExecInst legExecInst;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct LegQuotGrpObject {
            
            LegQuotGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legOrderQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                ,legPriceType(std::numeric_limits<unsigned int>::max())
                ,legBidPx(std::numeric_limits<double>::max())
                ,legOfferPx(std::numeric_limits<double>::max())
                ,legRefID("Unset")
                ,legBidForwardPoints(std::numeric_limits<double>::max())
                ,legOfferForwardPoints(std::numeric_limits<double>::max())
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegOrderQty legOrderQty;
                LegSwapType legSwapType;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegStipulationsObject legStipulations;
                NestedPartiesObject nestedParties;
                LegPriceType legPriceType;
                LegBidPx legBidPx;
                LegOfferPx legOfferPx;
                LegBenchmarkCurveDataObject legBenchmarkCurveData;
                LegRefID legRefID;
                LegBidForwardPoints legBidForwardPoints;
                LegOfferForwardPoints legOfferForwardPoints;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct LegQuotStatGrpObject {
            
            LegQuotStatGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legOrderQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegOrderQty legOrderQty;
                LegSwapType legSwapType;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegStipulationsObject legStipulations;
                NestedPartiesObject nestedParties;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct LinesOfTextGrpObject {
            
            LinesOfTextGrpObject()
            {
            }
            struct NoLinesOfText {
                
                NoLinesOfText()
                :text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoLinesOfText> NoLinesOfTextArray;
            NoLinesOfTextArray noLinesOfText;
        
        };
        
        struct PreAllocGrpObject {
            
            PreAllocGrpObject()
            {
            }
            struct NoAllocs {
                
                NoAllocs()
                :allocAccount("Unset")
                ,allocAcctIDSource(std::numeric_limits<unsigned int>::max())
                ,allocSettlCurrency("Unset")
                ,individualAllocID("Unset")
                ,allocQty(std::numeric_limits<double>::max())
                {
                }
                AllocAccount allocAccount;
                AllocAcctIDSource allocAcctIDSource;
                AllocSettlCurrency allocSettlCurrency;
                IndividualAllocID individualAllocID;
                NestedPartiesObject nestedParties;
                AllocQty allocQty;
            
            };
            
            typedef std::vector<NoAllocs> NoAllocsArray;
            NoAllocsArray noAllocs;
        
        };
        
        struct DisplayInstructionObject {
            
            DisplayInstructionObject()
            :displayQty(std::numeric_limits<double>::max())
            ,secondaryDisplayQty(std::numeric_limits<double>::max())
            ,displayWhen(DisplayWhen_UNSET)
            ,displayMethod(DisplayMethod_UNSET)
            ,displayLowQty(std::numeric_limits<double>::max())
            ,displayHighQty(std::numeric_limits<double>::max())
            ,displayMinIncr(std::numeric_limits<double>::max())
            ,refreshQty(std::numeric_limits<double>::max())
            {
            }
            DisplayQty displayQty;
            SecondaryDisplayQty secondaryDisplayQty;
            DisplayWhen displayWhen;
            DisplayMethod displayMethod;
            DisplayLowQty displayLowQty;
            DisplayHighQty displayHighQty;
            DisplayMinIncr displayMinIncr;
            RefreshQty refreshQty;
        
        };
        
        struct TrdgSesGrpObject {
            
            TrdgSesGrpObject()
            {
            }
            struct NoTradingSessions {
                
                NoTradingSessions()
                :tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                {
                }
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
            
            };
            
            typedef std::vector<NoTradingSessions> NoTradingSessionsArray;
            NoTradingSessionsArray noTradingSessions;
        
        };
        
        struct TriggeringInstructionObject {
            
            TriggeringInstructionObject()
            :triggerType(TriggerType_UNSET)
            ,triggerAction(TriggerAction_UNSET)
            ,triggerPrice(std::numeric_limits<double>::max())
            ,triggerSymbol("Unset")
            ,triggerSecurityID("Unset")
            ,triggerSecurityIDSource("Unset")
            ,triggerSecurityDesc("Unset")
            ,triggerPriceType(TriggerPriceType_UNSET)
            ,triggerPriceTypeScope(TriggerPriceTypeScope_UNSET)
            ,triggerPriceDirection(TriggerPriceDirection_UNSET)
            ,triggerNewPrice(std::numeric_limits<double>::max())
            ,triggerOrderType(TriggerOrderType_UNSET)
            ,triggerNewQty(std::numeric_limits<double>::max())
            ,triggerTradingSessionID("Unset")
            ,triggerTradingSessionSubID("Unset")
            {
            }
            TriggerType triggerType;
            TriggerAction triggerAction;
            TriggerPrice triggerPrice;
            TriggerSymbol triggerSymbol;
            TriggerSecurityID triggerSecurityID;
            TriggerSecurityIDSource triggerSecurityIDSource;
            TriggerSecurityDesc triggerSecurityDesc;
            TriggerPriceType triggerPriceType;
            TriggerPriceTypeScope triggerPriceTypeScope;
            TriggerPriceDirection triggerPriceDirection;
            TriggerNewPrice triggerNewPrice;
            TriggerOrderType triggerOrderType;
            TriggerNewQty triggerNewQty;
            TriggerTradingSessionID triggerTradingSessionID;
            TriggerTradingSessionSubID triggerTradingSessionSubID;
        
        };
        
        struct StrategyParametersGrpObject {
            
            StrategyParametersGrpObject()
            {
            }
            struct NoStrategyParameters {
                
                NoStrategyParameters()
                :strategyParameterName("Unset")
                ,strategyParameterType(StrategyParameterType_UNSET)
                ,strategyParameterValue("Unset")
                {
                }
                StrategyParameterName strategyParameterName;
                StrategyParameterType strategyParameterType;
                StrategyParameterValue strategyParameterValue;
            
            };
            
            typedef std::vector<NoStrategyParameters> NoStrategyParametersArray;
            NoStrategyParametersArray noStrategyParameters;
        
        };
        
        struct ListOrdGrpObject {
            
            ListOrdGrpObject()
            {
            }
            struct NoOrders {
                
                NoOrders()
                :clOrdID("Unset")
                ,secondaryClOrdID("Unset")
                ,listSeqNo(std::numeric_limits<unsigned int>::max())
                ,clOrdLinkID("Unset")
                ,settlInstMode(SettlInstMode_UNSET)
                ,tradeOriginationDate(std::numeric_limits<unsigned int>::max())
                ,tradeDate(std::numeric_limits<unsigned int>::max())
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,dayBookingInst(DayBookingInst_UNSET)
                ,bookingUnit(BookingUnit_UNSET)
                ,allocID("Unset")
                ,preallocMethod(PreallocMethod_UNSET)
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,cashMargin(CashMargin_UNSET)
                ,clearingFeeIndicator(ClearingFeeIndicator_UNSET)
                ,handlInst(HandlInst_UNSET)
                ,execInst(ExecInst_UNSET)
                ,minQty(std::numeric_limits<double>::max())
                ,matchIncrement(std::numeric_limits<double>::max())
                ,maxPriceLevels(std::numeric_limits<unsigned int>::max())
                ,maxFloor(std::numeric_limits<double>::max())
                ,exDestination("Unset")
                ,exDestinationIDSource(ExDestinationIDSource_UNSET)
                ,processCode(ProcessCode_UNSET)
                ,prevClosePx(std::numeric_limits<double>::max())
                ,side(Side_UNSET)
                ,sideValueInd(SideValueInd_UNSET)
                ,locateReqd(LocateReqd_UNSET)
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,qtyType(QtyType_UNSET)
                ,ordType(OrdType_UNSET)
                ,priceType(PriceType_UNSET)
                ,price(std::numeric_limits<double>::max())
                ,priceProtectionScope(PriceProtectionScope_UNSET)
                ,stopPx(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,complianceID("Unset")
                ,solicitedFlag(SolicitedFlag_UNSET)
                ,iOIID("Unset")
                ,quoteID("Unset")
                ,refOrderID("Unset")
                ,refOrderIDSource(RefOrderIDSource_UNSET)
                ,timeInForce(TimeInForce_UNSET)
                ,effectiveTime(std::numeric_limits<unsigned int>::max())
                ,expireDate(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,gTBookingInst(GTBookingInst_UNSET)
                ,orderCapacity(OrderCapacity_UNSET)
                ,orderRestrictions(OrderRestrictions_UNSET)
                ,preTradeAnonymity(false)
                ,custOrderCapacity(CustOrderCapacity_UNSET)
                ,forexReq(ForexReq_UNSET)
                ,settlCurrency("Unset")
                ,bookingType(BookingType_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,settlDate2(std::numeric_limits<unsigned int>::max())
                ,orderQty2(std::numeric_limits<double>::max())
                ,price2(std::numeric_limits<double>::max())
                ,positionEffect(PositionEffect_UNSET)
                ,coveredOrUncovered(CoveredOrUncovered_UNSET)
                ,maxShow(std::numeric_limits<double>::max())
                ,targetStrategy(TargetStrategy_UNSET)
                ,targetStrategyParameters("Unset")
                ,participationRate(std::numeric_limits<float>::max())
                ,designation("Unset")
                {
                }
                ClOrdID clOrdID;
                SecondaryClOrdID secondaryClOrdID;
                ListSeqNo listSeqNo;
                ClOrdLinkID clOrdLinkID;
                SettlInstMode settlInstMode;
                PartiesObject parties;
                TradeOriginationDate tradeOriginationDate;
                TradeDate tradeDate;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                DayBookingInst dayBookingInst;
                BookingUnit bookingUnit;
                AllocID allocID;
                PreallocMethod preallocMethod;
                PreAllocGrpObject preAllocGrp;
                SettlType settlType;
                SettlDate settlDate;
                CashMargin cashMargin;
                ClearingFeeIndicator clearingFeeIndicator;
                HandlInst handlInst;
                ExecInst execInst;
                MinQty minQty;
                MatchIncrement matchIncrement;
                MaxPriceLevels maxPriceLevels;
                DisplayInstructionObject displayInstruction;
                MaxFloor maxFloor;
                ExDestination exDestination;
                ExDestinationIDSource exDestinationIDSource;
                TrdgSesGrpObject trdgSesGrp;
                ProcessCode processCode;
                InstrumentObject instrument;
                UndInstrmtGrpObject undInstrmtGrp;
                PrevClosePx prevClosePx;
                Side side;
                SideValueInd sideValueInd;
                LocateReqd locateReqd;
                TransactTime transactTime;
                StipulationsObject stipulations;
                QtyType qtyType;
                OrderQtyDataObject orderQtyData;
                OrdType ordType;
                PriceType priceType;
                Price price;
                PriceProtectionScope priceProtectionScope;
                StopPx stopPx;
                TriggeringInstructionObject triggeringInstruction;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                YieldDataObject yieldData;
                Currency currency;
                ComplianceID complianceID;
                SolicitedFlag solicitedFlag;
                IOIID iOIID;
                QuoteID quoteID;
                RefOrderID refOrderID;
                RefOrderIDSource refOrderIDSource;
                TimeInForce timeInForce;
                EffectiveTime effectiveTime;
                ExpireDate expireDate;
                ExpireTime expireTime;
                GTBookingInst gTBookingInst;
                CommissionDataObject commissionData;
                OrderCapacity orderCapacity;
                OrderRestrictions orderRestrictions;
                PreTradeAnonymity preTradeAnonymity;
                CustOrderCapacity custOrderCapacity;
                ForexReq forexReq;
                SettlCurrency settlCurrency;
                BookingType bookingType;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                SettlDate2 settlDate2;
                OrderQty2 orderQty2;
                Price2 price2;
                PositionEffect positionEffect;
                CoveredOrUncovered coveredOrUncovered;
                MaxShow maxShow;
                PegInstructionsObject pegInstructions;
                DiscretionInstructionsObject discretionInstructions;
                TargetStrategy targetStrategy;
                StrategyParametersGrpObject strategyParametersGrp;
                TargetStrategyParameters targetStrategyParameters;
                ParticipationRate participationRate;
                Designation designation;
            
            };
            
            typedef std::vector<NoOrders> NoOrdersArray;
            NoOrdersArray noOrders;
        
        };
        
        struct SecSizesGrpObject {
            
            SecSizesGrpObject()
            {
            }
            struct NoOfSecSizes {
                
                NoOfSecSizes()
                :mDSecSizeType(MDSecSizeType_UNSET)
                ,mDSecSize(std::numeric_limits<double>::max())
                {
                }
                MDSecSizeType mDSecSizeType;
                MDSecSize mDSecSize;
            
            };
            
            typedef std::vector<NoOfSecSizes> NoOfSecSizesArray;
            NoOfSecSizesArray noOfSecSizes;
        
        };
        
        struct RateSourceObject {
            
            RateSourceObject()
            {
            }
            struct NoRateSources {
                
                NoRateSources()
                :rateSource(RateSource_UNSET)
                ,rateSourceType(RateSourceType_UNSET)
                ,referencePage("Unset")
                {
                }
                RateSource rateSource;
                RateSourceType rateSourceType;
                ReferencePage referencePage;
            
            };
            
            typedef std::vector<NoRateSources> NoRateSourcesArray;
            NoRateSourcesArray noRateSources;
        
        };
        
        struct MDFullGrpObject {
            
            MDFullGrpObject()
            {
            }
            struct NoMDEntries {
                
                NoMDEntries()
                :mDEntryType(MDEntryType_UNSET)
                ,mDEntryID("Unset")
                ,mDEntryPx(std::numeric_limits<double>::max())
                ,priceType(PriceType_UNSET)
                ,ordType(OrdType_UNSET)
                ,currency("Unset")
                ,mDEntrySize(std::numeric_limits<double>::max())
                ,lotType(LotType_UNSET)
                ,mDEntryDate(std::numeric_limits<unsigned int>::max())
                ,mDEntryTime(std::numeric_limits<unsigned int>::max())
                ,tickDirection(TickDirection_UNSET)
                ,mDMkt("Unset")
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,securityTradingStatus(SecurityTradingStatus_UNSET)
                ,haltReasonInt(HaltReasonInt_UNSET)
                ,quoteCondition(QuoteCondition_UNSET)
                ,tradeCondition(TradeCondition_UNSET)
                ,mDEntryOriginator("Unset")
                ,locationID("Unset")
                ,deskID("Unset")
                ,openCloseSettlFlag(OpenCloseSettlFlag_UNSET)
                ,timeInForce(TimeInForce_UNSET)
                ,expireDate(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,minQty(std::numeric_limits<double>::max())
                ,execInst(ExecInst_UNSET)
                ,sellerDays(std::numeric_limits<unsigned int>::max())
                ,orderID("Unset")
                ,secondaryOrderID("Unset")
                ,quoteEntryID("Unset")
                ,mDEntryBuyer("Unset")
                ,mDEntrySeller("Unset")
                ,numberOfOrders(std::numeric_limits<unsigned int>::max())
                ,mDEntryPositionNo(std::numeric_limits<unsigned int>::max())
                ,scope(Scope_UNSET)
                ,priceDelta(std::numeric_limits<float>::max())
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,mDPriceLevel(std::numeric_limits<unsigned int>::max())
                ,orderCapacity(OrderCapacity_UNSET)
                ,mDOriginType(MDOriginType_UNSET)
                ,highPx(std::numeric_limits<double>::max())
                ,lowPx(std::numeric_limits<double>::max())
                ,tradeVolume(std::numeric_limits<double>::max())
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,mDQuoteType(MDQuoteType_UNSET)
                ,rptSeq(std::numeric_limits<unsigned int>::max())
                ,dealingCapacity(DealingCapacity_UNSET)
                ,mDEntrySpotRate(std::numeric_limits<float>::max())
                ,mDEntryForwardPoints(std::numeric_limits<double>::max())
                ,settlCurrency("Unset")
                ,trdType(TrdType_UNSET)
                ,firstPx(std::numeric_limits<double>::max())
                ,lastPx(std::numeric_limits<double>::max())
                {
                }
                MDEntryType mDEntryType;
                MDEntryID mDEntryID;
                MDEntryPx mDEntryPx;
                PriceType priceType;
                YieldDataObject yieldData;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                OrdType ordType;
                Currency currency;
                MDEntrySize mDEntrySize;
                SecSizesGrpObject secSizesGrp;
                LotType lotType;
                MDEntryDate mDEntryDate;
                MDEntryTime mDEntryTime;
                TickDirection tickDirection;
                MDMkt mDMkt;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                SecurityTradingStatus securityTradingStatus;
                HaltReasonInt haltReasonInt;
                QuoteCondition quoteCondition;
                TradeCondition tradeCondition;
                MDEntryOriginator mDEntryOriginator;
                LocationID locationID;
                DeskID deskID;
                OpenCloseSettlFlag openCloseSettlFlag;
                TimeInForce timeInForce;
                ExpireDate expireDate;
                ExpireTime expireTime;
                MinQty minQty;
                ExecInst execInst;
                SellerDays sellerDays;
                OrderID orderID;
                SecondaryOrderID secondaryOrderID;
                QuoteEntryID quoteEntryID;
                MDEntryBuyer mDEntryBuyer;
                MDEntrySeller mDEntrySeller;
                NumberOfOrders numberOfOrders;
                MDEntryPositionNo mDEntryPositionNo;
                Scope scope;
                PriceDelta priceDelta;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                MDPriceLevel mDPriceLevel;
                OrderCapacity orderCapacity;
                MDOriginType mDOriginType;
                HighPx highPx;
                LowPx lowPx;
                TradeVolume tradeVolume;
                SettlType settlType;
                SettlDate settlDate;
                MDQuoteType mDQuoteType;
                RptSeq rptSeq;
                DealingCapacity dealingCapacity;
                MDEntrySpotRate mDEntrySpotRate;
                MDEntryForwardPoints mDEntryForwardPoints;
                PartiesObject parties;
                SettlCurrency settlCurrency;
                RateSourceObject rateSource;
                TrdType trdType;
                FirstPx firstPx;
                LastPx lastPx;
            
            };
            
            typedef std::vector<NoMDEntries> NoMDEntriesArray;
            NoMDEntriesArray noMDEntries;
        
        };
        
        struct StatsIndGrpObject {
            
            StatsIndGrpObject()
            {
            }
            struct NoStatsIndicators {
                
                NoStatsIndicators()
                :statsType(StatsType_UNSET)
                {
                }
                StatsType statsType;
            
            };
            
            typedef std::vector<NoStatsIndicators> NoStatsIndicatorsArray;
            NoStatsIndicatorsArray noStatsIndicators;
        
        };
        
        struct MDIncGrpObject {
            
            MDIncGrpObject()
            {
            }
            struct NoMDEntries {
                
                NoMDEntries()
                :mDUpdateAction(MDUpdateAction_UNSET)
                ,deleteReason(DeleteReason_UNSET)
                ,mDSubBookType(std::numeric_limits<unsigned int>::max())
                ,marketDepth(std::numeric_limits<unsigned int>::max())
                ,mDEntryType(MDEntryType_UNSET)
                ,mDEntryID("Unset")
                ,mDEntryRefID("Unset")
                ,financialStatus(FinancialStatus_UNSET)
                ,corporateAction(CorporateAction_UNSET)
                ,mDEntryPx(std::numeric_limits<double>::max())
                ,priceType(PriceType_UNSET)
                ,ordType(OrdType_UNSET)
                ,currency("Unset")
                ,mDEntrySize(std::numeric_limits<double>::max())
                ,lotType(LotType_UNSET)
                ,mDEntryDate(std::numeric_limits<unsigned int>::max())
                ,mDEntryTime(std::numeric_limits<unsigned int>::max())
                ,tickDirection(TickDirection_UNSET)
                ,mDMkt("Unset")
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,securityTradingStatus(SecurityTradingStatus_UNSET)
                ,haltReasonInt(HaltReasonInt_UNSET)
                ,quoteCondition(QuoteCondition_UNSET)
                ,tradeCondition(TradeCondition_UNSET)
                ,trdType(TrdType_UNSET)
                ,matchType(MatchType_UNSET)
                ,mDEntryOriginator("Unset")
                ,locationID("Unset")
                ,deskID("Unset")
                ,openCloseSettlFlag(OpenCloseSettlFlag_UNSET)
                ,timeInForce(TimeInForce_UNSET)
                ,expireDate(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,minQty(std::numeric_limits<double>::max())
                ,execInst(ExecInst_UNSET)
                ,sellerDays(std::numeric_limits<unsigned int>::max())
                ,orderID("Unset")
                ,secondaryOrderID("Unset")
                ,quoteEntryID("Unset")
                ,tradeID("Unset")
                ,mDEntryBuyer("Unset")
                ,mDEntrySeller("Unset")
                ,numberOfOrders(std::numeric_limits<unsigned int>::max())
                ,mDEntryPositionNo(std::numeric_limits<unsigned int>::max())
                ,scope(Scope_UNSET)
                ,priceDelta(std::numeric_limits<float>::max())
                ,netChgPrevDay(std::numeric_limits<double>::max())
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,mDPriceLevel(std::numeric_limits<unsigned int>::max())
                ,orderCapacity(OrderCapacity_UNSET)
                ,mDOriginType(MDOriginType_UNSET)
                ,highPx(std::numeric_limits<double>::max())
                ,lowPx(std::numeric_limits<double>::max())
                ,tradeVolume(std::numeric_limits<double>::max())
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,transBkdTime(std::numeric_limits<unsigned int>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,mDQuoteType(MDQuoteType_UNSET)
                ,rptSeq(std::numeric_limits<unsigned int>::max())
                ,dealingCapacity(DealingCapacity_UNSET)
                ,mDEntrySpotRate(std::numeric_limits<float>::max())
                ,mDEntryForwardPoints(std::numeric_limits<double>::max())
                ,settlCurrency("Unset")
                ,firstPx(std::numeric_limits<double>::max())
                ,lastPx(std::numeric_limits<double>::max())
                ,mDStreamID("Unset")
                {
                }
                MDUpdateAction mDUpdateAction;
                DeleteReason deleteReason;
                MDSubBookType mDSubBookType;
                MarketDepth marketDepth;
                MDEntryType mDEntryType;
                MDEntryID mDEntryID;
                MDEntryRefID mDEntryRefID;
                InstrumentObject instrument;
                UndInstrmtGrpObject undInstrmtGrp;
                InstrmtLegGrpObject instrmtLegGrp;
                FinancialStatus financialStatus;
                CorporateAction corporateAction;
                MDEntryPx mDEntryPx;
                PriceType priceType;
                YieldDataObject yieldData;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                OrdType ordType;
                Currency currency;
                MDEntrySize mDEntrySize;
                SecSizesGrpObject secSizesGrp;
                LotType lotType;
                MDEntryDate mDEntryDate;
                MDEntryTime mDEntryTime;
                TickDirection tickDirection;
                MDMkt mDMkt;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                SecurityTradingStatus securityTradingStatus;
                HaltReasonInt haltReasonInt;
                QuoteCondition quoteCondition;
                TradeCondition tradeCondition;
                TrdType trdType;
                MatchType matchType;
                MDEntryOriginator mDEntryOriginator;
                LocationID locationID;
                DeskID deskID;
                OpenCloseSettlFlag openCloseSettlFlag;
                TimeInForce timeInForce;
                ExpireDate expireDate;
                ExpireTime expireTime;
                MinQty minQty;
                ExecInst execInst;
                SellerDays sellerDays;
                OrderID orderID;
                SecondaryOrderID secondaryOrderID;
                QuoteEntryID quoteEntryID;
                TradeID tradeID;
                MDEntryBuyer mDEntryBuyer;
                MDEntrySeller mDEntrySeller;
                NumberOfOrders numberOfOrders;
                MDEntryPositionNo mDEntryPositionNo;
                Scope scope;
                PriceDelta priceDelta;
                NetChgPrevDay netChgPrevDay;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                MDPriceLevel mDPriceLevel;
                OrderCapacity orderCapacity;
                MDOriginType mDOriginType;
                HighPx highPx;
                LowPx lowPx;
                TradeVolume tradeVolume;
                SettlType settlType;
                SettlDate settlDate;
                TransBkdTime transBkdTime;
                TransactTime transactTime;
                MDQuoteType mDQuoteType;
                RptSeq rptSeq;
                DealingCapacity dealingCapacity;
                MDEntrySpotRate mDEntrySpotRate;
                MDEntryForwardPoints mDEntryForwardPoints;
                StatsIndGrpObject statsIndGrp;
                PartiesObject parties;
                SettlCurrency settlCurrency;
                RateSourceObject rateSource;
                FirstPx firstPx;
                LastPx lastPx;
                MDStreamID mDStreamID;
            
            };
            
            typedef std::vector<NoMDEntries> NoMDEntriesArray;
            NoMDEntriesArray noMDEntries;
        
        };
        
        struct MDReqGrpObject {
            
            MDReqGrpObject()
            {
            }
            struct NoMDEntryTypes {
                
                NoMDEntryTypes()
                :mDEntryType(MDEntryType_UNSET)
                {
                }
                MDEntryType mDEntryType;
            
            };
            
            typedef std::vector<NoMDEntryTypes> NoMDEntryTypesArray;
            NoMDEntryTypesArray noMDEntryTypes;
        
        };
        
        struct MDRjctGrpObject {
            
            MDRjctGrpObject()
            {
            }
            struct NoAltMDSource {
                
                NoAltMDSource()
                :altMDSourceID("Unset")
                {
                }
                AltMDSourceID altMDSourceID;
            
            };
            
            typedef std::vector<NoAltMDSource> NoAltMDSourceArray;
            NoAltMDSourceArray noAltMDSource;
        
        };
        
        struct OrdAllocGrpObject {
            
            OrdAllocGrpObject()
            {
            }
            struct NoOrders {
                
                NoOrders()
                :clOrdID("Unset")
                ,orderID("Unset")
                ,secondaryOrderID("Unset")
                ,secondaryClOrdID("Unset")
                ,listID("Unset")
                ,orderQty(std::numeric_limits<double>::max())
                ,orderAvgPx(std::numeric_limits<double>::max())
                ,orderBookingQty(std::numeric_limits<double>::max())
                {
                }
                ClOrdID clOrdID;
                OrderID orderID;
                SecondaryOrderID secondaryOrderID;
                SecondaryClOrdID secondaryClOrdID;
                ListID listID;
                NestedParties2Object nestedParties2;
                OrderQty orderQty;
                OrderAvgPx orderAvgPx;
                OrderBookingQty orderBookingQty;
            
            };
            
            typedef std::vector<NoOrders> NoOrdersArray;
            NoOrdersArray noOrders;
        
        };
        
        struct OrdListStatGrpObject {
            
            OrdListStatGrpObject()
            {
            }
            struct NoOrders {
                
                NoOrders()
                :clOrdID("Unset")
                ,orderID("Unset")
                ,secondaryClOrdID("Unset")
                ,cumQty(std::numeric_limits<double>::max())
                ,ordStatus(OrdStatus_UNSET)
                ,workingIndicator(WorkingIndicator_UNSET)
                ,leavesQty(std::numeric_limits<double>::max())
                ,cxlQty(std::numeric_limits<double>::max())
                ,avgPx(std::numeric_limits<double>::max())
                ,ordRejReason(OrdRejReason_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                ClOrdID clOrdID;
                OrderID orderID;
                SecondaryClOrdID secondaryClOrdID;
                CumQty cumQty;
                OrdStatus ordStatus;
                WorkingIndicator workingIndicator;
                LeavesQty leavesQty;
                CxlQty cxlQty;
                AvgPx avgPx;
                OrdRejReason ordRejReason;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoOrders> NoOrdersArray;
            NoOrdersArray noOrders;
        
        };
        
        struct UnderlyingAmountObject {
            
            UnderlyingAmountObject()
            {
            }
            struct NoUnderlyingAmounts {
                
                NoUnderlyingAmounts()
                :underlyingPayAmount(std::numeric_limits<double>::max())
                ,underlyingCollectAmount(std::numeric_limits<double>::max())
                ,underlyingSettlementDate(std::numeric_limits<unsigned int>::max())
                ,underlyingSettlementStatus("Unset")
                {
                }
                UnderlyingPayAmount underlyingPayAmount;
                UnderlyingCollectAmount underlyingCollectAmount;
                UnderlyingSettlementDate underlyingSettlementDate;
                UnderlyingSettlementStatus underlyingSettlementStatus;
            
            };
            
            typedef std::vector<NoUnderlyingAmounts> NoUnderlyingAmountsArray;
            NoUnderlyingAmountsArray noUnderlyingAmounts;
        
        };
        
        struct PosUndInstrmtGrpObject {
            
            PosUndInstrmtGrpObject()
            {
            }
            struct NoUnderlyings {
                
                NoUnderlyings()
                :underlyingSettlPrice(std::numeric_limits<double>::max())
                ,underlyingSettlPriceType(std::numeric_limits<unsigned int>::max())
                ,underlyingDeliveryAmount(std::numeric_limits<double>::max())
                {
                }
                UnderlyingInstrumentObject underlyingInstrument;
                UnderlyingSettlPrice underlyingSettlPrice;
                UnderlyingSettlPriceType underlyingSettlPriceType;
                UnderlyingDeliveryAmount underlyingDeliveryAmount;
                UnderlyingAmountObject underlyingAmount;
            
            };
            
            typedef std::vector<NoUnderlyings> NoUnderlyingsArray;
            NoUnderlyingsArray noUnderlyings;
        
        };
        
        struct PreAllocMlegGrpObject {
            
            PreAllocMlegGrpObject()
            {
            }
            struct NoAllocs {
                
                NoAllocs()
                :allocAccount("Unset")
                ,allocAcctIDSource(std::numeric_limits<unsigned int>::max())
                ,allocSettlCurrency("Unset")
                ,individualAllocID("Unset")
                ,allocQty(std::numeric_limits<double>::max())
                {
                }
                AllocAccount allocAccount;
                AllocAcctIDSource allocAcctIDSource;
                AllocSettlCurrency allocSettlCurrency;
                IndividualAllocID individualAllocID;
                NestedParties3Object nestedParties3;
                AllocQty allocQty;
            
            };
            
            typedef std::vector<NoAllocs> NoAllocsArray;
            NoAllocsArray noAllocs;
        
        };
        
        struct QuotCxlEntriesGrpObject {
            
            QuotCxlEntriesGrpObject()
            {
            }
            struct NoQuoteEntries {
                
                NoQuoteEntries()
                {
                }
                InstrumentObject instrument;
                FinancingDetailsObject financingDetails;
                UndInstrmtGrpObject undInstrmtGrp;
                InstrmtLegGrpObject instrmtLegGrp;
            
            };
            
            typedef std::vector<NoQuoteEntries> NoQuoteEntriesArray;
            NoQuoteEntriesArray noQuoteEntries;
        
        };
        
        struct QuotEntryAckGrpObject {
            
            QuotEntryAckGrpObject()
            {
            }
            struct NoQuoteEntries {
                
                NoQuoteEntries()
                :quoteEntryID("Unset")
                ,bidPx(std::numeric_limits<double>::max())
                ,offerPx(std::numeric_limits<double>::max())
                ,bidSize(std::numeric_limits<double>::max())
                ,offerSize(std::numeric_limits<double>::max())
                ,validUntilTime(std::numeric_limits<unsigned int>::max())
                ,bidSpotRate(std::numeric_limits<double>::max())
                ,offerSpotRate(std::numeric_limits<double>::max())
                ,bidForwardPoints(std::numeric_limits<double>::max())
                ,offerForwardPoints(std::numeric_limits<double>::max())
                ,midPx(std::numeric_limits<double>::max())
                ,bidYield(std::numeric_limits<float>::max())
                ,midYield(std::numeric_limits<float>::max())
                ,offerYield(std::numeric_limits<float>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,ordType(OrdType_UNSET)
                ,settlDate2(std::numeric_limits<unsigned int>::max())
                ,orderQty2(std::numeric_limits<double>::max())
                ,bidForwardPoints2(std::numeric_limits<double>::max())
                ,offerForwardPoints2(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,quoteEntryStatus(QuoteEntryStatus_UNSET)
                ,quoteEntryRejectReason(std::numeric_limits<unsigned int>::max())
                ,bookingType(BookingType_UNSET)
                ,orderCapacity(OrderCapacity_UNSET)
                ,orderRestrictions(OrderRestrictions_UNSET)
                {
                }
                QuoteEntryID quoteEntryID;
                InstrumentObject instrument;
                InstrmtLegGrpObject instrmtLegGrp;
                BidPx bidPx;
                OfferPx offerPx;
                BidSize bidSize;
                OfferSize offerSize;
                ValidUntilTime validUntilTime;
                BidSpotRate bidSpotRate;
                OfferSpotRate offerSpotRate;
                BidForwardPoints bidForwardPoints;
                OfferForwardPoints offerForwardPoints;
                MidPx midPx;
                BidYield bidYield;
                MidYield midYield;
                OfferYield offerYield;
                TransactTime transactTime;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                SettlDate settlDate;
                OrdType ordType;
                SettlDate2 settlDate2;
                OrderQty2 orderQty2;
                BidForwardPoints2 bidForwardPoints2;
                OfferForwardPoints2 offerForwardPoints2;
                Currency currency;
                QuoteEntryStatus quoteEntryStatus;
                QuoteEntryRejectReason quoteEntryRejectReason;
                BookingType bookingType;
                OrderCapacity orderCapacity;
                OrderRestrictions orderRestrictions;
            
            };
            
            typedef std::vector<NoQuoteEntries> NoQuoteEntriesArray;
            NoQuoteEntriesArray noQuoteEntries;
        
        };
        
        struct QuotEntryGrpObject {
            
            QuotEntryGrpObject()
            {
            }
            struct NoQuoteEntries {
                
                NoQuoteEntries()
                :quoteEntryID("Unset")
                ,bidPx(std::numeric_limits<double>::max())
                ,offerPx(std::numeric_limits<double>::max())
                ,bidSize(std::numeric_limits<double>::max())
                ,offerSize(std::numeric_limits<double>::max())
                ,validUntilTime(std::numeric_limits<unsigned int>::max())
                ,bidSpotRate(std::numeric_limits<double>::max())
                ,offerSpotRate(std::numeric_limits<double>::max())
                ,bidForwardPoints(std::numeric_limits<double>::max())
                ,offerForwardPoints(std::numeric_limits<double>::max())
                ,midPx(std::numeric_limits<double>::max())
                ,bidYield(std::numeric_limits<float>::max())
                ,midYield(std::numeric_limits<float>::max())
                ,offerYield(std::numeric_limits<float>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,ordType(OrdType_UNSET)
                ,settlDate2(std::numeric_limits<unsigned int>::max())
                ,orderQty2(std::numeric_limits<double>::max())
                ,bidForwardPoints2(std::numeric_limits<double>::max())
                ,offerForwardPoints2(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,bookingType(BookingType_UNSET)
                ,orderCapacity(OrderCapacity_UNSET)
                ,orderRestrictions(OrderRestrictions_UNSET)
                {
                }
                QuoteEntryID quoteEntryID;
                InstrumentObject instrument;
                InstrmtLegGrpObject instrmtLegGrp;
                BidPx bidPx;
                OfferPx offerPx;
                BidSize bidSize;
                OfferSize offerSize;
                ValidUntilTime validUntilTime;
                BidSpotRate bidSpotRate;
                OfferSpotRate offerSpotRate;
                BidForwardPoints bidForwardPoints;
                OfferForwardPoints offerForwardPoints;
                MidPx midPx;
                BidYield bidYield;
                MidYield midYield;
                OfferYield offerYield;
                TransactTime transactTime;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                SettlDate settlDate;
                OrdType ordType;
                SettlDate2 settlDate2;
                OrderQty2 orderQty2;
                BidForwardPoints2 bidForwardPoints2;
                OfferForwardPoints2 offerForwardPoints2;
                Currency currency;
                BookingType bookingType;
                OrderCapacity orderCapacity;
                OrderRestrictions orderRestrictions;
            
            };
            
            typedef std::vector<NoQuoteEntries> NoQuoteEntriesArray;
            NoQuoteEntriesArray noQuoteEntries;
        
        };
        
        struct QuotQualGrpObject {
            
            QuotQualGrpObject()
            {
            }
            struct NoQuoteQualifiers {
                
                NoQuoteQualifiers()
                :quoteQualifier("Unset")
                {
                }
                QuoteQualifier quoteQualifier;
            
            };
            
            typedef std::vector<NoQuoteQualifiers> NoQuoteQualifiersArray;
            NoQuoteQualifiersArray noQuoteQualifiers;
        
        };
        
        struct QuotReqLegsGrpObject {
            
            QuotReqLegsGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legOrderQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                ,legRefID("Unset")
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegOrderQty legOrderQty;
                LegSwapType legSwapType;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegStipulationsObject legStipulations;
                NestedPartiesObject nestedParties;
                LegBenchmarkCurveDataObject legBenchmarkCurveData;
                LegRefID legRefID;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct QuotReqGrpObject {
            
            QuotReqGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :prevClosePx(std::numeric_limits<double>::max())
                ,quoteRequestType(QuoteRequestType_UNSET)
                ,quoteType(QuoteType_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,tradeOriginationDate(std::numeric_limits<unsigned int>::max())
                ,side(Side_UNSET)
                ,qtyType(QtyType_UNSET)
                ,minQty(std::numeric_limits<double>::max())
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,settlDate2(std::numeric_limits<unsigned int>::max())
                ,orderQty2(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,quotePriceType(QuotePriceType_UNSET)
                ,ordType(OrdType_UNSET)
                ,validUntilTime(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,priceType(PriceType_UNSET)
                ,price(std::numeric_limits<double>::max())
                ,price2(std::numeric_limits<double>::max())
                ,settlCurrency("Unset")
                {
                }
                InstrumentObject instrument;
                FinancingDetailsObject financingDetails;
                UndInstrmtGrpObject undInstrmtGrp;
                PrevClosePx prevClosePx;
                QuoteRequestType quoteRequestType;
                QuoteType quoteType;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                TradeOriginationDate tradeOriginationDate;
                Side side;
                QtyType qtyType;
                OrderQtyDataObject orderQtyData;
                MinQty minQty;
                SettlType settlType;
                SettlDate settlDate;
                SettlDate2 settlDate2;
                OrderQty2 orderQty2;
                Currency currency;
                StipulationsObject stipulations;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                QuotReqLegsGrpObject quotReqLegsGrp;
                QuotQualGrpObject quotQualGrp;
                QuotePriceType quotePriceType;
                OrdType ordType;
                ValidUntilTime validUntilTime;
                ExpireTime expireTime;
                TransactTime transactTime;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                PriceType priceType;
                Price price;
                Price2 price2;
                YieldDataObject yieldData;
                PartiesObject parties;
                SettlCurrency settlCurrency;
                RateSourceObject rateSource;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct QuotReqRjctGrpObject {
            
            QuotReqRjctGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :prevClosePx(std::numeric_limits<double>::max())
                ,quoteRequestType(QuoteRequestType_UNSET)
                ,quoteType(QuoteType_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,tradeOriginationDate(std::numeric_limits<unsigned int>::max())
                ,side(Side_UNSET)
                ,qtyType(QtyType_UNSET)
                ,settlType(SettlType_UNSET)
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,settlDate2(std::numeric_limits<unsigned int>::max())
                ,orderQty2(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,quotePriceType(QuotePriceType_UNSET)
                ,ordType(OrdType_UNSET)
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,priceType(PriceType_UNSET)
                ,price(std::numeric_limits<double>::max())
                ,price2(std::numeric_limits<double>::max())
                {
                }
                InstrumentObject instrument;
                FinancingDetailsObject financingDetails;
                UndInstrmtGrpObject undInstrmtGrp;
                PrevClosePx prevClosePx;
                QuoteRequestType quoteRequestType;
                QuoteType quoteType;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                TradeOriginationDate tradeOriginationDate;
                Side side;
                QtyType qtyType;
                OrderQtyDataObject orderQtyData;
                SettlType settlType;
                SettlDate settlDate;
                SettlDate2 settlDate2;
                OrderQty2 orderQty2;
                Currency currency;
                StipulationsObject stipulations;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                QuotReqLegsGrpObject quotReqLegsGrp;
                QuotQualGrpObject quotQualGrp;
                QuotePriceType quotePriceType;
                OrdType ordType;
                ExpireTime expireTime;
                TransactTime transactTime;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                PriceType priceType;
                Price price;
                Price2 price2;
                YieldDataObject yieldData;
                PartiesObject parties;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct QuotSetAckGrpObject {
            
            QuotSetAckGrpObject()
            {
            }
            struct NoQuoteSets {
                
                NoQuoteSets()
                :quoteSetID("Unset")
                ,totNoQuoteEntries(std::numeric_limits<unsigned int>::max())
                ,totNoCxldQuotes(std::numeric_limits<unsigned int>::max())
                ,totNoAccQuotes(std::numeric_limits<unsigned int>::max())
                ,totNoRejQuotes(std::numeric_limits<unsigned int>::max())
                ,lastFragment(LastFragment_UNSET)
                ,quoteSetValidUntilTime(std::numeric_limits<unsigned int>::max())
                {
                }
                QuoteSetID quoteSetID;
                UnderlyingInstrumentObject underlyingInstrument;
                TotNoQuoteEntries totNoQuoteEntries;
                TotNoCxldQuotes totNoCxldQuotes;
                TotNoAccQuotes totNoAccQuotes;
                TotNoRejQuotes totNoRejQuotes;
                LastFragment lastFragment;
                QuotEntryAckGrpObject quotEntryAckGrp;
                QuoteSetValidUntilTime quoteSetValidUntilTime;
            
            };
            
            typedef std::vector<NoQuoteSets> NoQuoteSetsArray;
            NoQuoteSetsArray noQuoteSets;
        
        };
        
        struct QuotSetGrpObject {
            
            QuotSetGrpObject()
            {
            }
            struct NoQuoteSets {
                
                NoQuoteSets()
                :quoteSetID("Unset")
                ,quoteSetValidUntilTime(std::numeric_limits<unsigned int>::max())
                ,totNoQuoteEntries(std::numeric_limits<unsigned int>::max())
                ,lastFragment(LastFragment_UNSET)
                {
                }
                QuoteSetID quoteSetID;
                UnderlyingInstrumentObject underlyingInstrument;
                QuoteSetValidUntilTime quoteSetValidUntilTime;
                TotNoQuoteEntries totNoQuoteEntries;
                LastFragment lastFragment;
                QuotEntryGrpObject quotEntryGrp;
            
            };
            
            typedef std::vector<NoQuoteSets> NoQuoteSetsArray;
            NoQuoteSetsArray noQuoteSets;
        
        };
        
        struct SecondaryPriceLimitsObject {
            
            SecondaryPriceLimitsObject()
            :secondaryPriceLimitType(std::numeric_limits<unsigned int>::max())
            ,secondaryLowLimitPrice(std::numeric_limits<double>::max())
            ,secondaryHighLimitPrice(std::numeric_limits<double>::max())
            ,secondaryTradingReferencePrice(std::numeric_limits<double>::max())
            {
            }
            SecondaryPriceLimitType secondaryPriceLimitType;
            SecondaryLowLimitPrice secondaryLowLimitPrice;
            SecondaryHighLimitPrice secondaryHighLimitPrice;
            SecondaryTradingReferencePrice secondaryTradingReferencePrice;
        
        };
        
        struct RelSymDerivSecGrpObject {
            
            RelSymDerivSecGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :currency("Unset")
                ,corporateAction(CorporateAction_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,relSymTransactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                InstrumentObject instrument;
                SecondaryPriceLimitsObject secondaryPriceLimits;
                Currency currency;
                CorporateAction corporateAction;
                InstrumentExtensionObject instrumentExtension;
                InstrmtLegGrpObject instrmtLegGrp;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                RelSymTransactTime relSymTransactTime;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct RFQReqGrpObject {
            
            RFQReqGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :prevClosePx(std::numeric_limits<double>::max())
                ,quoteRequestType(QuoteRequestType_UNSET)
                ,quoteType(QuoteType_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                {
                }
                InstrumentObject instrument;
                UndInstrmtGrpObject undInstrmtGrp;
                InstrmtLegGrpObject instrmtLegGrp;
                PrevClosePx prevClosePx;
                QuoteRequestType quoteRequestType;
                QuoteType quoteType;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct RgstDistInstGrpObject {
            
            RgstDistInstGrpObject()
            {
            }
            struct NoDistribInsts {
                
                NoDistribInsts()
                :distribPaymentMethod(DistribPaymentMethod_UNSET)
                ,distribPercentage(std::numeric_limits<float>::max())
                ,cashDistribCurr("Unset")
                ,cashDistribAgentName("Unset")
                ,cashDistribAgentCode("Unset")
                ,cashDistribAgentAcctNumber("Unset")
                ,cashDistribPayRef("Unset")
                ,cashDistribAgentAcctName("Unset")
                {
                }
                DistribPaymentMethod distribPaymentMethod;
                DistribPercentage distribPercentage;
                CashDistribCurr cashDistribCurr;
                CashDistribAgentName cashDistribAgentName;
                CashDistribAgentCode cashDistribAgentCode;
                CashDistribAgentAcctNumber cashDistribAgentAcctNumber;
                CashDistribPayRef cashDistribPayRef;
                CashDistribAgentAcctName cashDistribAgentAcctName;
            
            };
            
            typedef std::vector<NoDistribInsts> NoDistribInstsArray;
            NoDistribInstsArray noDistribInsts;
        
        };
        
        struct RgstDtlsGrpObject {
            
            RgstDtlsGrpObject()
            {
            }
            struct NoRegistDtls {
                
                NoRegistDtls()
                :registDtls("Unset")
                ,registEmail("Unset")
                ,mailingDtls("Unset")
                ,mailingInst("Unset")
                ,ownerType(OwnerType_UNSET)
                ,dateOfBirth(std::numeric_limits<unsigned int>::max())
                ,investorCountryOfResidence("Unset")
                {
                }
                RegistDtls registDtls;
                RegistEmail registEmail;
                MailingDtls mailingDtls;
                MailingInst mailingInst;
                NestedPartiesObject nestedParties;
                OwnerType ownerType;
                DateOfBirth dateOfBirth;
                InvestorCountryOfResidence investorCountryOfResidence;
            
            };
            
            typedef std::vector<NoRegistDtls> NoRegistDtlsArray;
            NoRegistDtlsArray noRegistDtls;
        
        };
        
        struct RoutingGrpObject {
            
            RoutingGrpObject()
            {
            }
            struct NoRoutingIDs {
                
                NoRoutingIDs()
                :routingType(RoutingType_UNSET)
                ,routingID("Unset")
                {
                }
                RoutingType routingType;
                RoutingID routingID;
            
            };
            
            typedef std::vector<NoRoutingIDs> NoRoutingIDsArray;
            NoRoutingIDsArray noRoutingIDs;
        
        };
        
        struct TickRulesObject {
            
            TickRulesObject()
            {
            }
            struct NoTickRules {
                
                NoTickRules()
                :startTickPriceRange(std::numeric_limits<double>::max())
                ,endTickPriceRange(std::numeric_limits<double>::max())
                ,tickIncrement(std::numeric_limits<double>::max())
                ,tickRuleType(TickRuleType_UNSET)
                {
                }
                StartTickPriceRange startTickPriceRange;
                EndTickPriceRange endTickPriceRange;
                TickIncrement tickIncrement;
                TickRuleType tickRuleType;
            
            };
            
            typedef std::vector<NoTickRules> NoTickRulesArray;
            NoTickRulesArray noTickRules;
        
        };
        
        struct LotTypeRulesObject {
            
            LotTypeRulesObject()
            {
            }
            struct NoLotTypeRules {
                
                NoLotTypeRules()
                :lotType(LotType_UNSET)
                ,minLotSize(std::numeric_limits<double>::max())
                {
                }
                LotType lotType;
                MinLotSize minLotSize;
            
            };
            
            typedef std::vector<NoLotTypeRules> NoLotTypeRulesArray;
            NoLotTypeRulesArray noLotTypeRules;
        
        };
        
        struct PriceLimitsObject {
            
            PriceLimitsObject()
            :priceLimitType(PriceLimitType_UNSET)
            ,lowLimitPrice(std::numeric_limits<double>::max())
            ,highLimitPrice(std::numeric_limits<double>::max())
            ,tradingReferencePrice(std::numeric_limits<double>::max())
            {
            }
            PriceLimitType priceLimitType;
            LowLimitPrice lowLimitPrice;
            HighLimitPrice highLimitPrice;
            TradingReferencePrice tradingReferencePrice;
        
        };
        
        struct BaseTradingRulesObject {
            
            BaseTradingRulesObject()
            :expirationCycle(ExpirationCycle_UNSET)
            ,minTradeVol(std::numeric_limits<double>::max())
            ,maxTradeVol(std::numeric_limits<double>::max())
            ,maxPriceVariation(std::numeric_limits<float>::max())
            ,impliedMarketIndicator(ImpliedMarketIndicator_UNSET)
            ,tradingCurrency("Unset")
            ,roundLot(std::numeric_limits<double>::max())
            ,multilegModel(MultilegModel_UNSET)
            ,multilegPriceMethod(MultilegPriceMethod_UNSET)
            ,priceType(PriceType_UNSET)
            {
            }
            TickRulesObject tickRules;
            LotTypeRulesObject lotTypeRules;
            PriceLimitsObject priceLimits;
            ExpirationCycle expirationCycle;
            MinTradeVol minTradeVol;
            MaxTradeVol maxTradeVol;
            MaxPriceVariation maxPriceVariation;
            ImpliedMarketIndicator impliedMarketIndicator;
            TradingCurrency tradingCurrency;
            RoundLot roundLot;
            MultilegModel multilegModel;
            MultilegPriceMethod multilegPriceMethod;
            PriceType priceType;
        
        };
        
        struct OrdTypeRulesObject {
            
            OrdTypeRulesObject()
            {
            }
            struct NoOrdTypeRules {
                
                NoOrdTypeRules()
                :ordType(OrdType_UNSET)
                {
                }
                OrdType ordType;
            
            };
            
            typedef std::vector<NoOrdTypeRules> NoOrdTypeRulesArray;
            NoOrdTypeRulesArray noOrdTypeRules;
        
        };
        
        struct TimeInForceRulesObject {
            
            TimeInForceRulesObject()
            {
            }
            struct NoTimeInForceRules {
                
                NoTimeInForceRules()
                :timeInForce(TimeInForce_UNSET)
                {
                }
                TimeInForce timeInForce;
            
            };
            
            typedef std::vector<NoTimeInForceRules> NoTimeInForceRulesArray;
            NoTimeInForceRulesArray noTimeInForceRules;
        
        };
        
        struct ExecInstRulesObject {
            
            ExecInstRulesObject()
            {
            }
            struct NoExecInstRules {
                
                NoExecInstRules()
                :execInstValue("Unset")
                {
                }
                ExecInstValue execInstValue;
            
            };
            
            typedef std::vector<NoExecInstRules> NoExecInstRulesArray;
            NoExecInstRulesArray noExecInstRules;
        
        };
        
        struct MatchRulesObject {
            
            MatchRulesObject()
            {
            }
            struct NoMatchRules {
                
                NoMatchRules()
                :matchAlgorithm("Unset")
                ,matchType(MatchType_UNSET)
                {
                }
                MatchAlgorithm matchAlgorithm;
                MatchType matchType;
            
            };
            
            typedef std::vector<NoMatchRules> NoMatchRulesArray;
            NoMatchRulesArray noMatchRules;
        
        };
        
        struct MarketDataFeedTypesObject {
            
            MarketDataFeedTypesObject()
            {
            }
            struct NoMDFeedTypes {
                
                NoMDFeedTypes()
                :mDFeedType("Unset")
                ,marketDepth(std::numeric_limits<unsigned int>::max())
                ,mDBookType(MDBookType_UNSET)
                {
                }
                MDFeedType mDFeedType;
                MarketDepth marketDepth;
                MDBookType mDBookType;
            
            };
            
            typedef std::vector<NoMDFeedTypes> NoMDFeedTypesArray;
            NoMDFeedTypesArray noMDFeedTypes;
        
        };
        
        struct TradingSessionRulesObject {
            
            TradingSessionRulesObject()
            {
            }
            OrdTypeRulesObject ordTypeRules;
            TimeInForceRulesObject timeInForceRules;
            ExecInstRulesObject execInstRules;
            MatchRulesObject matchRules;
            MarketDataFeedTypesObject marketDataFeedTypes;
        
        };
        
        struct TradingSessionRulesGrpObject {
            
            TradingSessionRulesGrpObject()
            {
            }
            struct NoTradingSessionRules {
                
                NoTradingSessionRules()
                :tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                {
                }
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                TradingSessionRulesObject tradingSessionRules;
            
            };
            
            typedef std::vector<NoTradingSessionRules> NoTradingSessionRulesArray;
            NoTradingSessionRulesArray noTradingSessionRules;
        
        };
        
        struct NestedInstrumentAttributeObject {
            
            NestedInstrumentAttributeObject()
            {
            }
            struct NoNestedInstrAttrib {
                
                NoNestedInstrAttrib()
                :nestedInstrAttribType(std::numeric_limits<unsigned int>::max())
                ,nestedInstrAttribValue("Unset")
                {
                }
                NestedInstrAttribType nestedInstrAttribType;
                NestedInstrAttribValue nestedInstrAttribValue;
            
            };
            
            typedef std::vector<NoNestedInstrAttrib> NoNestedInstrAttribArray;
            NoNestedInstrAttribArray noNestedInstrAttrib;
        
        };
        
        struct SecurityTradingRulesObject {
            
            SecurityTradingRulesObject()
            {
            }
            BaseTradingRulesObject baseTradingRules;
            TradingSessionRulesGrpObject tradingSessionRulesGrp;
            NestedInstrumentAttributeObject nestedInstrumentAttribute;
        
        };
        
        struct MaturityRulesObject {
            
            MaturityRulesObject()
            {
            }
            struct NoMaturityRules {
                
                NoMaturityRules()
                :maturityRuleID("Unset")
                ,maturityMonthYearFormat(MaturityMonthYearFormat_UNSET)
                ,maturityMonthYearIncrementUnits(MaturityMonthYearIncrementUnits_UNSET)
                ,startMaturityMonthYear(std::numeric_limits<unsigned int>::max())
                ,endMaturityMonthYear(std::numeric_limits<unsigned int>::max())
                ,maturityMonthYearIncrement(std::numeric_limits<unsigned int>::max())
                {
                }
                MaturityRuleID maturityRuleID;
                MaturityMonthYearFormat maturityMonthYearFormat;
                MaturityMonthYearIncrementUnits maturityMonthYearIncrementUnits;
                StartMaturityMonthYear startMaturityMonthYear;
                EndMaturityMonthYear endMaturityMonthYear;
                MaturityMonthYearIncrement maturityMonthYearIncrement;
            
            };
            
            typedef std::vector<NoMaturityRules> NoMaturityRulesArray;
            NoMaturityRulesArray noMaturityRules;
        
        };
        
        struct StrikeRulesObject {
            
            StrikeRulesObject()
            {
            }
            struct NoStrikeRules {
                
                NoStrikeRules()
                :strikeRuleID("Unset")
                ,startStrikePxRange(std::numeric_limits<double>::max())
                ,endStrikePxRange(std::numeric_limits<double>::max())
                ,strikeIncrement(std::numeric_limits<float>::max())
                ,strikeExerciseStyle(std::numeric_limits<unsigned int>::max())
                {
                }
                StrikeRuleID strikeRuleID;
                StartStrikePxRange startStrikePxRange;
                EndStrikePxRange endStrikePxRange;
                StrikeIncrement strikeIncrement;
                StrikeExerciseStyle strikeExerciseStyle;
                MaturityRulesObject maturityRules;
            
            };
            
            typedef std::vector<NoStrikeRules> NoStrikeRulesArray;
            NoStrikeRulesArray noStrikeRules;
        
        };
        
        struct SecListGrpObject {
            
            SecListGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :currency("Unset")
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,relSymTransactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                InstrumentObject instrument;
                InstrumentExtensionObject instrumentExtension;
                FinancingDetailsObject financingDetails;
                SecurityTradingRulesObject securityTradingRules;
                StrikeRulesObject strikeRules;
                UndInstrmtGrpObject undInstrmtGrp;
                Currency currency;
                StipulationsObject stipulations;
                InstrmtLegSecListGrpObject instrmtLegSecListGrp;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                YieldDataObject yieldData;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                RelSymTransactTime relSymTransactTime;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct SecTypesGrpObject {
            
            SecTypesGrpObject()
            {
            }
            struct NoSecurityTypes {
                
                NoSecurityTypes()
                :securityType(SecurityType_UNSET)
                ,securitySubType("Unset")
                ,product(Product_UNSET)
                ,cFICode("Unset")
                ,transactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                SecurityType securityType;
                SecuritySubType securitySubType;
                Product product;
                CFICode cFICode;
                TransactTime transactTime;
            
            };
            
            typedef std::vector<NoSecurityTypes> NoSecurityTypesArray;
            NoSecurityTypesArray noSecurityTypes;
        
        };
        
        struct SettlInstGrpObject {
            
            SettlInstGrpObject()
            {
            }
            struct NoSettlInst {
                
                NoSettlInst()
                :settlInstID("Unset")
                ,settlInstTransType(SettlInstTransType_UNSET)
                ,settlInstRefID("Unset")
                ,side(Side_UNSET)
                ,product(Product_UNSET)
                ,securityType(SecurityType_UNSET)
                ,cFICode("Unset")
                ,settlCurrency("Unset")
                ,effectiveTime(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,lastUpdateTime(std::numeric_limits<unsigned int>::max())
                ,paymentMethod(PaymentMethod_UNSET)
                ,paymentRef("Unset")
                ,cardHolderName("Unset")
                ,cardNumber("Unset")
                ,cardStartDate(std::numeric_limits<unsigned int>::max())
                ,cardExpDate(std::numeric_limits<unsigned int>::max())
                ,cardIssNum("Unset")
                ,paymentDate(std::numeric_limits<unsigned int>::max())
                ,paymentRemitterID("Unset")
                {
                }
                SettlInstID settlInstID;
                SettlInstTransType settlInstTransType;
                SettlInstRefID settlInstRefID;
                PartiesObject parties;
                Side side;
                Product product;
                SecurityType securityType;
                CFICode cFICode;
                SettlCurrency settlCurrency;
                EffectiveTime effectiveTime;
                ExpireTime expireTime;
                LastUpdateTime lastUpdateTime;
                SettlInstructionsDataObject settlInstructionsData;
                PaymentMethod paymentMethod;
                PaymentRef paymentRef;
                CardHolderName cardHolderName;
                CardNumber cardNumber;
                CardStartDate cardStartDate;
                CardExpDate cardExpDate;
                CardIssNum cardIssNum;
                PaymentDate paymentDate;
                PaymentRemitterID paymentRemitterID;
            
            };
            
            typedef std::vector<NoSettlInst> NoSettlInstArray;
            NoSettlInstArray noSettlInst;
        
        };
        
        struct SideCrossOrdCxlGrpObject {
            
            SideCrossOrdCxlGrpObject()
            {
            }
            struct NoSides {
                
                NoSides()
                :side(Side_UNSET)
                ,origClOrdID("Unset")
                ,clOrdID("Unset")
                ,secondaryClOrdID("Unset")
                ,clOrdLinkID("Unset")
                ,origOrdModTime(std::numeric_limits<unsigned int>::max())
                ,tradeOriginationDate(std::numeric_limits<unsigned int>::max())
                ,tradeDate(std::numeric_limits<unsigned int>::max())
                ,complianceID("Unset")
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                Side side;
                OrigClOrdID origClOrdID;
                ClOrdID clOrdID;
                SecondaryClOrdID secondaryClOrdID;
                ClOrdLinkID clOrdLinkID;
                OrigOrdModTime origOrdModTime;
                PartiesObject parties;
                TradeOriginationDate tradeOriginationDate;
                TradeDate tradeDate;
                OrderQtyDataObject orderQtyData;
                ComplianceID complianceID;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoSides> NoSidesArray;
            NoSidesArray noSides;
        
        };
        
        struct SideCrossOrdModGrpObject {
            
            SideCrossOrdModGrpObject()
            {
            }
            struct NoSides {
                
                NoSides()
                :side(Side_UNSET)
                ,origClOrdID("Unset")
                ,clOrdID("Unset")
                ,secondaryClOrdID("Unset")
                ,clOrdLinkID("Unset")
                ,tradeOriginationDate(std::numeric_limits<unsigned int>::max())
                ,tradeDate(std::numeric_limits<unsigned int>::max())
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,dayBookingInst(DayBookingInst_UNSET)
                ,bookingUnit(BookingUnit_UNSET)
                ,preallocMethod(PreallocMethod_UNSET)
                ,allocID("Unset")
                ,qtyType(QtyType_UNSET)
                ,orderCapacity(OrderCapacity_UNSET)
                ,orderRestrictions(OrderRestrictions_UNSET)
                ,preTradeAnonymity(false)
                ,custOrderCapacity(CustOrderCapacity_UNSET)
                ,forexReq(ForexReq_UNSET)
                ,settlCurrency("Unset")
                ,bookingType(BookingType_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,positionEffect(PositionEffect_UNSET)
                ,coveredOrUncovered(CoveredOrUncovered_UNSET)
                ,cashMargin(CashMargin_UNSET)
                ,clearingFeeIndicator(ClearingFeeIndicator_UNSET)
                ,solicitedFlag(SolicitedFlag_UNSET)
                ,sideComplianceID("Unset")
                ,sideTimeInForce(std::numeric_limits<unsigned int>::max())
                {
                }
                Side side;
                OrigClOrdID origClOrdID;
                ClOrdID clOrdID;
                SecondaryClOrdID secondaryClOrdID;
                ClOrdLinkID clOrdLinkID;
                PartiesObject parties;
                TradeOriginationDate tradeOriginationDate;
                TradeDate tradeDate;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                DayBookingInst dayBookingInst;
                BookingUnit bookingUnit;
                PreallocMethod preallocMethod;
                AllocID allocID;
                PreAllocGrpObject preAllocGrp;
                QtyType qtyType;
                OrderQtyDataObject orderQtyData;
                CommissionDataObject commissionData;
                OrderCapacity orderCapacity;
                OrderRestrictions orderRestrictions;
                PreTradeAnonymity preTradeAnonymity;
                CustOrderCapacity custOrderCapacity;
                ForexReq forexReq;
                SettlCurrency settlCurrency;
                BookingType bookingType;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                PositionEffect positionEffect;
                CoveredOrUncovered coveredOrUncovered;
                CashMargin cashMargin;
                ClearingFeeIndicator clearingFeeIndicator;
                SolicitedFlag solicitedFlag;
                SideComplianceID sideComplianceID;
                SideTimeInForce sideTimeInForce;
            
            };
            
            typedef std::vector<NoSides> NoSidesArray;
            NoSidesArray noSides;
        
        };
        
        struct TrdAllocGrpObject {
            
            TrdAllocGrpObject()
            {
            }
            struct NoAllocs {
                
                NoAllocs()
                :allocAccount("Unset")
                ,allocAcctIDSource(std::numeric_limits<unsigned int>::max())
                ,allocSettlCurrency("Unset")
                ,individualAllocID("Unset")
                ,allocQty(std::numeric_limits<double>::max())
                ,allocCustomerCapacity("Unset")
                ,allocMethod(AllocMethod_UNSET)
                ,secondaryIndividualAllocID("Unset")
                ,allocClearingFeeIndicator("Unset")
                {
                }
                AllocAccount allocAccount;
                AllocAcctIDSource allocAcctIDSource;
                AllocSettlCurrency allocSettlCurrency;
                IndividualAllocID individualAllocID;
                NestedParties2Object nestedParties2;
                AllocQty allocQty;
                AllocCustomerCapacity allocCustomerCapacity;
                AllocMethod allocMethod;
                SecondaryIndividualAllocID secondaryIndividualAllocID;
                AllocClearingFeeIndicator allocClearingFeeIndicator;
            
            };
            
            typedef std::vector<NoAllocs> NoAllocsArray;
            NoAllocsArray noAllocs;
        
        };
        
        struct SideTrdRegTSObject {
            
            SideTrdRegTSObject()
            {
            }
            struct NoSideTrdRegTS {
                
                NoSideTrdRegTS()
                :sideTrdRegTimestamp(std::numeric_limits<unsigned int>::max())
                ,sideTrdRegTimestampType(std::numeric_limits<unsigned int>::max())
                ,sideTrdRegTimestampSrc("Unset")
                {
                }
                SideTrdRegTimestamp sideTrdRegTimestamp;
                SideTrdRegTimestampType sideTrdRegTimestampType;
                SideTrdRegTimestampSrc sideTrdRegTimestampSrc;
            
            };
            
            typedef std::vector<NoSideTrdRegTS> NoSideTrdRegTSArray;
            NoSideTrdRegTSArray noSideTrdRegTS;
        
        };
        
        struct SettlDetailsObject {
            
            SettlDetailsObject()
            {
            }
            struct NoSettlDetails {
                
                NoSettlDetails()
                :settlObligSource(SettlObligSource_UNSET)
                {
                }
                SettlObligSource settlObligSource;
                SettlPartiesObject settlParties;
            
            };
            
            typedef std::vector<NoSettlDetails> NoSettlDetailsArray;
            NoSettlDetailsArray noSettlDetails;
        
        };
        
        struct TradeReportOrderDetailObject {
            
            TradeReportOrderDetailObject()
            :orderID("Unset")
            ,secondaryOrderID("Unset")
            ,clOrdID("Unset")
            ,secondaryClOrdID("Unset")
            ,listID("Unset")
            ,refOrderID("Unset")
            ,refOrderIDSource(RefOrderIDSource_UNSET)
            ,refOrdIDReason(RefOrdIDReason_UNSET)
            ,ordType(OrdType_UNSET)
            ,price(std::numeric_limits<double>::max())
            ,stopPx(std::numeric_limits<double>::max())
            ,execInst(ExecInst_UNSET)
            ,ordStatus(OrdStatus_UNSET)
            ,leavesQty(std::numeric_limits<double>::max())
            ,cumQty(std::numeric_limits<double>::max())
            ,timeInForce(TimeInForce_UNSET)
            ,expireTime(std::numeric_limits<unsigned int>::max())
            ,orderCapacity(OrderCapacity_UNSET)
            ,orderRestrictions(OrderRestrictions_UNSET)
            ,origCustOrderCapacity(OrigCustOrderCapacity_UNSET)
            ,orderInputDevice("Unset")
            ,lotType(LotType_UNSET)
            ,transBkdTime(std::numeric_limits<unsigned int>::max())
            ,origOrdModTime(std::numeric_limits<unsigned int>::max())
            ,bookingType(BookingType_UNSET)
            {
            }
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ListID listID;
            RefOrderID refOrderID;
            RefOrderIDSource refOrderIDSource;
            RefOrdIDReason refOrdIDReason;
            OrdType ordType;
            Price price;
            StopPx stopPx;
            ExecInst execInst;
            OrdStatus ordStatus;
            OrderQtyDataObject orderQtyData;
            LeavesQty leavesQty;
            CumQty cumQty;
            TimeInForce timeInForce;
            ExpireTime expireTime;
            DisplayInstructionObject displayInstruction;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            OrigCustOrderCapacity origCustOrderCapacity;
            OrderInputDevice orderInputDevice;
            LotType lotType;
            TransBkdTime transBkdTime;
            OrigOrdModTime origOrdModTime;
            BookingType bookingType;
        
        };
        
        struct TrdCapRptSideGrpObject {
            
            TrdCapRptSideGrpObject()
            {
            }
            struct NoSides {
                
                NoSides()
                :side(Side_UNSET)
                ,sideLastQty(std::numeric_limits<unsigned int>::max())
                ,sideTradeReportID("Unset")
                ,sideFillStationCd("Unset")
                ,sideReasonCd("Unset")
                ,rptSeq(std::numeric_limits<unsigned int>::max())
                ,sideTrdSubTyp(std::numeric_limits<unsigned int>::max())
                ,netGrossInd(NetGrossInd_UNSET)
                ,sideCurrency("Unset")
                ,sideSettlCurrency("Unset")
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,processCode(ProcessCode_UNSET)
                ,oddLot(OddLot_UNSET)
                ,tradeInputSource("Unset")
                ,tradeInputDevice("Unset")
                ,complianceID("Unset")
                ,solicitedFlag(SolicitedFlag_UNSET)
                ,custOrderCapacity(CustOrderCapacity_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,timeBracket("Unset")
                ,numDaysInterest(std::numeric_limits<unsigned int>::max())
                ,exDate(std::numeric_limits<unsigned int>::max())
                ,accruedInterestRate(std::numeric_limits<float>::max())
                ,accruedInterestAmt(std::numeric_limits<double>::max())
                ,interestAtMaturity(std::numeric_limits<double>::max())
                ,endAccruedInterestAmt(std::numeric_limits<double>::max())
                ,startCash(std::numeric_limits<double>::max())
                ,endCash(std::numeric_limits<double>::max())
                ,concession(std::numeric_limits<double>::max())
                ,totalTakedown(std::numeric_limits<double>::max())
                ,netMoney(std::numeric_limits<double>::max())
                ,settlCurrAmt(std::numeric_limits<double>::max())
                ,settlCurrFxRate(std::numeric_limits<float>::max())
                ,settlCurrFxRateCalc(SettlCurrFxRateCalc_UNSET)
                ,positionEffect(PositionEffect_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,sideMultiLegReportingType(SideMultiLegReportingType_UNSET)
                ,exchangeRule("Unset")
                ,tradeAllocIndicator(TradeAllocIndicator_UNSET)
                ,preallocMethod(PreallocMethod_UNSET)
                ,allocID("Unset")
                ,sideGrossTradeAmt(std::numeric_limits<double>::max())
                ,aggressorIndicator(AggressorIndicator_UNSET)
                ,exchangeSpecialInstructions("Unset")
                ,orderCategory(OrderCategory_UNSET)
                ,sideExecID("Unset")
                ,orderDelay(std::numeric_limits<unsigned int>::max())
                ,orderDelayUnit(OrderDelayUnit_UNSET)
                ,sideLiquidityInd(std::numeric_limits<unsigned int>::max())
                {
                }
                Side side;
                SideLastQty sideLastQty;
                SideTradeReportID sideTradeReportID;
                SideFillStationCd sideFillStationCd;
                SideReasonCd sideReasonCd;
                RptSeq rptSeq;
                SideTrdSubTyp sideTrdSubTyp;
                NetGrossInd netGrossInd;
                SideCurrency sideCurrency;
                SideSettlCurrency sideSettlCurrency;
                PartiesObject parties;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                ProcessCode processCode;
                OddLot oddLot;
                ClrInstGrpObject clrInstGrp;
                TradeInputSource tradeInputSource;
                TradeInputDevice tradeInputDevice;
                ComplianceID complianceID;
                SolicitedFlag solicitedFlag;
                CustOrderCapacity custOrderCapacity;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                TimeBracket timeBracket;
                CommissionDataObject commissionData;
                NumDaysInterest numDaysInterest;
                ExDate exDate;
                AccruedInterestRate accruedInterestRate;
                AccruedInterestAmt accruedInterestAmt;
                InterestAtMaturity interestAtMaturity;
                EndAccruedInterestAmt endAccruedInterestAmt;
                StartCash startCash;
                EndCash endCash;
                Concession concession;
                TotalTakedown totalTakedown;
                NetMoney netMoney;
                SettlCurrAmt settlCurrAmt;
                SettlCurrFxRate settlCurrFxRate;
                SettlCurrFxRateCalc settlCurrFxRateCalc;
                PositionEffect positionEffect;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                SideMultiLegReportingType sideMultiLegReportingType;
                ContAmtGrpObject contAmtGrp;
                StipulationsObject stipulations;
                MiscFeesGrpObject miscFeesGrp;
                ExchangeRule exchangeRule;
                TradeAllocIndicator tradeAllocIndicator;
                PreallocMethod preallocMethod;
                AllocID allocID;
                TrdAllocGrpObject trdAllocGrp;
                SideTrdRegTSObject sideTrdRegTS;
                SettlDetailsObject settlDetails;
                SideGrossTradeAmt sideGrossTradeAmt;
                AggressorIndicator aggressorIndicator;
                ExchangeSpecialInstructions exchangeSpecialInstructions;
                OrderCategory orderCategory;
                TradeReportOrderDetailObject tradeReportOrderDetail;
                SideExecID sideExecID;
                OrderDelay orderDelay;
                OrderDelayUnit orderDelayUnit;
                SideLiquidityInd sideLiquidityInd;
            
            };
            
            typedef std::vector<NoSides> NoSidesArray;
            NoSidesArray noSides;
        
        };
        
        struct TrdCollGrpObject {
            
            TrdCollGrpObject()
            {
            }
            struct NoTrades {
                
                NoTrades()
                :tradeReportID("Unset")
                ,secondaryTradeReportID("Unset")
                {
                }
                TradeReportID tradeReportID;
                SecondaryTradeReportID secondaryTradeReportID;
            
            };
            
            typedef std::vector<NoTrades> NoTradesArray;
            NoTradesArray noTrades;
        
        };
        
        struct UnderlyingLegSecurityAltIDGrpObject {
            
            UnderlyingLegSecurityAltIDGrpObject()
            {
            }
            struct NoUnderlyingLegSecurityAltID {
                
                NoUnderlyingLegSecurityAltID()
                :underlyingLegSecurityAltID("Unset")
                ,underlyingLegSecurityAltIDSource("Unset")
                {
                }
                UnderlyingLegSecurityAltID underlyingLegSecurityAltID;
                UnderlyingLegSecurityAltIDSource underlyingLegSecurityAltIDSource;
            
            };
            
            typedef std::vector<NoUnderlyingLegSecurityAltID> NoUnderlyingLegSecurityAltIDArray;
            NoUnderlyingLegSecurityAltIDArray noUnderlyingLegSecurityAltID;
        
        };
        
        struct UnderlyingLegInstrumentObject {
            
            UnderlyingLegInstrumentObject()
            :underlyingLegSymbol("Unset")
            ,underlyingLegSymbolSfx("Unset")
            ,underlyingLegSecurityID("Unset")
            ,underlyingLegSecurityIDSource("Unset")
            ,underlyingLegCFICode("Unset")
            ,underlyingLegSecurityType("Unset")
            ,underlyingLegSecuritySubType("Unset")
            ,underlyingLegMaturityMonthYear(std::numeric_limits<unsigned int>::max())
            ,underlyingLegMaturityDate(std::numeric_limits<unsigned int>::max())
            ,underlyingLegMaturityTime(std::numeric_limits<unsigned int>::max())
            ,underlyingLegStrikePrice(std::numeric_limits<double>::max())
            ,underlyingLegOptAttribute("Unset")
            ,underlyingLegPutOrCall(std::numeric_limits<unsigned int>::max())
            ,underlyingLegSecurityExchange("Unset")
            ,underlyingLegSecurityDesc("Unset")
            {
            }
            UnderlyingLegSymbol underlyingLegSymbol;
            UnderlyingLegSymbolSfx underlyingLegSymbolSfx;
            UnderlyingLegSecurityID underlyingLegSecurityID;
            UnderlyingLegSecurityIDSource underlyingLegSecurityIDSource;
            UnderlyingLegSecurityAltIDGrpObject underlyingLegSecurityAltIDGrp;
            UnderlyingLegCFICode underlyingLegCFICode;
            UnderlyingLegSecurityType underlyingLegSecurityType;
            UnderlyingLegSecuritySubType underlyingLegSecuritySubType;
            UnderlyingLegMaturityMonthYear underlyingLegMaturityMonthYear;
            UnderlyingLegMaturityDate underlyingLegMaturityDate;
            UnderlyingLegMaturityTime underlyingLegMaturityTime;
            UnderlyingLegStrikePrice underlyingLegStrikePrice;
            UnderlyingLegOptAttribute underlyingLegOptAttribute;
            UnderlyingLegPutOrCall underlyingLegPutOrCall;
            UnderlyingLegSecurityExchange underlyingLegSecurityExchange;
            UnderlyingLegSecurityDesc underlyingLegSecurityDesc;
        
        };
        
        struct TradeCapLegUnderlyingsGrpObject {
            
            TradeCapLegUnderlyingsGrpObject()
            {
            }
            struct NoOfLegUnderlyings {
                
                NoOfLegUnderlyings()
                {
                }
                UnderlyingLegInstrumentObject underlyingLegInstrument;
            
            };
            
            typedef std::vector<NoOfLegUnderlyings> NoOfLegUnderlyingsArray;
            NoOfLegUnderlyingsArray noOfLegUnderlyings;
        
        };
        
        struct TrdInstrmtLegGrpObject {
            
            TrdInstrmtLegGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legQty(std::numeric_limits<double>::max())
                ,legSwapType(LegSwapType_UNSET)
                ,legReportID("Unset")
                ,legNumber(std::numeric_limits<unsigned int>::max())
                ,legPositionEffect("Unset")
                ,legCoveredOrUncovered(std::numeric_limits<unsigned int>::max())
                ,legRefID("Unset")
                ,legSettlType("Unset")
                ,legSettlDate(std::numeric_limits<unsigned int>::max())
                ,legLastPx(std::numeric_limits<double>::max())
                ,legSettlCurrency("Unset")
                ,legLastForwardPoints(std::numeric_limits<double>::max())
                ,legCalculatedCcyLastQty(std::numeric_limits<double>::max())
                ,legGrossTradeAmt(std::numeric_limits<double>::max())
                ,legVolatility(std::numeric_limits<float>::max())
                ,legDividendYield(std::numeric_limits<float>::max())
                ,legCurrencyRatio(std::numeric_limits<float>::max())
                ,legExecInst("Unset")
                ,legLastQty(std::numeric_limits<double>::max())
                {
                }
                InstrumentLegObject instrumentLeg;
                LegQty legQty;
                LegSwapType legSwapType;
                LegReportID legReportID;
                LegNumber legNumber;
                LegStipulationsObject legStipulations;
                LegPositionEffect legPositionEffect;
                LegCoveredOrUncovered legCoveredOrUncovered;
                NestedPartiesObject nestedParties;
                LegRefID legRefID;
                LegSettlType legSettlType;
                LegSettlDate legSettlDate;
                LegLastPx legLastPx;
                LegSettlCurrency legSettlCurrency;
                LegLastForwardPoints legLastForwardPoints;
                LegCalculatedCcyLastQty legCalculatedCcyLastQty;
                LegGrossTradeAmt legGrossTradeAmt;
                LegVolatility legVolatility;
                LegDividendYield legDividendYield;
                LegCurrencyRatio legCurrencyRatio;
                LegExecInst legExecInst;
                LegLastQty legLastQty;
                TradeCapLegUnderlyingsGrpObject tradeCapLegUnderlyingsGrp;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct UndInstrmtCollGrpObject {
            
            UndInstrmtCollGrpObject()
            {
            }
            struct NoUnderlyings {
                
                NoUnderlyings()
                :collAction(CollAction_UNSET)
                {
                }
                UnderlyingInstrumentObject underlyingInstrument;
                CollAction collAction;
            
            };
            
            typedef std::vector<NoUnderlyings> NoUnderlyingsArray;
            NoUnderlyingsArray noUnderlyings;
        
        };
        
        struct TrdCapDtGrpObject {
            
            TrdCapDtGrpObject()
            {
            }
            struct NoDates {
                
                NoDates()
                :tradeDate(std::numeric_limits<unsigned int>::max())
                ,lastUpdateTime(std::numeric_limits<unsigned int>::max())
                ,transactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                TradeDate tradeDate;
                LastUpdateTime lastUpdateTime;
                TransactTime transactTime;
            
            };
            
            typedef std::vector<NoDates> NoDatesArray;
            NoDatesArray noDates;
        
        };
        
        struct HopGrpObject {
            
            HopGrpObject()
            {
            }
            struct NoHops {
                
                NoHops()
                :hopCompID("Unset")
                ,hopSendingTime(std::numeric_limits<unsigned int>::max())
                ,hopRefID(std::numeric_limits<unsigned int>::max())
                {
                }
                HopCompID hopCompID;
                HopSendingTime hopSendingTime;
                HopRefID hopRefID;
            
            };
            
            typedef std::vector<NoHops> NoHopsArray;
            NoHopsArray noHops;
        
        };
        
        struct SecLstUpdRelSymsLegGrpObject {
            
            SecLstUpdRelSymsLegGrpObject()
            {
            }
            struct NoLegs {
                
                NoLegs()
                :legSwapType(LegSwapType_UNSET)
                ,legSettlType("Unset")
                {
                }
                InstrumentLegObject instrumentLeg;
                LegSwapType legSwapType;
                LegSettlType legSettlType;
                LegStipulationsObject legStipulations;
                LegBenchmarkCurveDataObject legBenchmarkCurveData;
            
            };
            
            typedef std::vector<NoLegs> NoLegsArray;
            NoLegsArray noLegs;
        
        };
        
        struct SecLstUpdRelSymGrpObject {
            
            SecLstUpdRelSymGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :listUpdateAction("Unset")
                ,currency("Unset")
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,relSymTransactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                ListUpdateAction listUpdateAction;
                InstrumentObject instrument;
                InstrumentExtensionObject instrumentExtension;
                FinancingDetailsObject financingDetails;
                SecurityTradingRulesObject securityTradingRules;
                StrikeRulesObject strikeRules;
                UndInstrmtGrpObject undInstrmtGrp;
                Currency currency;
                StipulationsObject stipulations;
                SecLstUpdRelSymsLegGrpObject secLstUpdRelSymsLegGrp;
                SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
                YieldDataObject yieldData;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                RelSymTransactTime relSymTransactTime;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct ExpirationQtyObject {
            
            ExpirationQtyObject()
            {
            }
            struct NoExpiration {
                
                NoExpiration()
                :expirationQtyType(ExpirationQtyType_UNSET)
                ,expQty(std::numeric_limits<double>::max())
                {
                }
                ExpirationQtyType expirationQtyType;
                ExpQty expQty;
            
            };
            
            typedef std::vector<NoExpiration> NoExpirationArray;
            NoExpirationArray noExpiration;
        
        };
        
        struct TrdCapRptAckSideGrpObject {
            
            TrdCapRptAckSideGrpObject()
            {
            }
            struct NoSides {
                
                NoSides()
                :side(Side_UNSET)
                ,account("Unset")
                ,acctIDSource(AcctIDSource_UNSET)
                ,accountType(AccountType_UNSET)
                ,processCode(ProcessCode_UNSET)
                ,oddLot(OddLot_UNSET)
                ,tradeInputSource("Unset")
                ,tradeInputDevice("Unset")
                ,complianceID("Unset")
                ,solicitedFlag(SolicitedFlag_UNSET)
                ,custOrderCapacity(CustOrderCapacity_UNSET)
                ,tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,timeBracket("Unset")
                ,netGrossInd(NetGrossInd_UNSET)
                ,sideCurrency("Unset")
                ,sideSettlCurrency("Unset")
                ,numDaysInterest(std::numeric_limits<unsigned int>::max())
                ,exDate(std::numeric_limits<unsigned int>::max())
                ,accruedInterestRate(std::numeric_limits<float>::max())
                ,accruedInterestAmt(std::numeric_limits<double>::max())
                ,interestAtMaturity(std::numeric_limits<double>::max())
                ,endAccruedInterestAmt(std::numeric_limits<double>::max())
                ,startCash(std::numeric_limits<double>::max())
                ,endCash(std::numeric_limits<double>::max())
                ,concession(std::numeric_limits<double>::max())
                ,totalTakedown(std::numeric_limits<double>::max())
                ,netMoney(std::numeric_limits<double>::max())
                ,settlCurrAmt(std::numeric_limits<double>::max())
                ,settlCurrFxRate(std::numeric_limits<float>::max())
                ,settlCurrFxRateCalc(SettlCurrFxRateCalc_UNSET)
                ,positionEffect(PositionEffect_UNSET)
                ,sideMultiLegReportingType(SideMultiLegReportingType_UNSET)
                ,exchangeRule("Unset")
                ,tradeAllocIndicator(TradeAllocIndicator_UNSET)
                ,preallocMethod(PreallocMethod_UNSET)
                ,allocID("Unset")
                ,sideGrossTradeAmt(std::numeric_limits<double>::max())
                ,aggressorIndicator(AggressorIndicator_UNSET)
                ,sideLastQty(std::numeric_limits<unsigned int>::max())
                ,sideTradeReportID("Unset")
                ,sideFillStationCd("Unset")
                ,sideReasonCd("Unset")
                ,rptSeq(std::numeric_limits<unsigned int>::max())
                ,sideTrdSubTyp(std::numeric_limits<unsigned int>::max())
                ,sideExecID("Unset")
                ,orderDelay(std::numeric_limits<unsigned int>::max())
                ,orderDelayUnit(OrderDelayUnit_UNSET)
                ,orderCategory(OrderCategory_UNSET)
                {
                }
                Side side;
                PartiesObject parties;
                Account account;
                AcctIDSource acctIDSource;
                AccountType accountType;
                ProcessCode processCode;
                OddLot oddLot;
                ClrInstGrpObject clrInstGrp;
                TradeInputSource tradeInputSource;
                TradeInputDevice tradeInputDevice;
                ComplianceID complianceID;
                SolicitedFlag solicitedFlag;
                CustOrderCapacity custOrderCapacity;
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                TimeBracket timeBracket;
                NetGrossInd netGrossInd;
                SideCurrency sideCurrency;
                SideSettlCurrency sideSettlCurrency;
                CommissionDataObject commissionData;
                NumDaysInterest numDaysInterest;
                ExDate exDate;
                AccruedInterestRate accruedInterestRate;
                AccruedInterestAmt accruedInterestAmt;
                InterestAtMaturity interestAtMaturity;
                EndAccruedInterestAmt endAccruedInterestAmt;
                StartCash startCash;
                EndCash endCash;
                Concession concession;
                TotalTakedown totalTakedown;
                NetMoney netMoney;
                SettlCurrAmt settlCurrAmt;
                SettlCurrFxRate settlCurrFxRate;
                SettlCurrFxRateCalc settlCurrFxRateCalc;
                PositionEffect positionEffect;
                SideMultiLegReportingType sideMultiLegReportingType;
                ContAmtGrpObject contAmtGrp;
                StipulationsObject stipulations;
                MiscFeesGrpObject miscFeesGrp;
                ExchangeRule exchangeRule;
                SettlDetailsObject settlDetails;
                TradeAllocIndicator tradeAllocIndicator;
                PreallocMethod preallocMethod;
                AllocID allocID;
                TrdAllocGrpObject trdAllocGrp;
                SideGrossTradeAmt sideGrossTradeAmt;
                AggressorIndicator aggressorIndicator;
                SideLastQty sideLastQty;
                SideTradeReportID sideTradeReportID;
                SideFillStationCd sideFillStationCd;
                SideReasonCd sideReasonCd;
                RptSeq rptSeq;
                SideTrdSubTyp sideTrdSubTyp;
                SideTrdRegTSObject sideTrdRegTS;
                SideExecID sideExecID;
                OrderDelay orderDelay;
                OrderDelayUnit orderDelayUnit;
                OrderCategory orderCategory;
                TradeReportOrderDetailObject tradeReportOrderDetail;
            
            };
            
            typedef std::vector<NoSides> NoSidesArray;
            NoSidesArray noSides;
        
        };
        
        struct RootSubPartiesObject {
            
            RootSubPartiesObject()
            {
            }
            struct NoRootPartySubIDs {
                
                NoRootPartySubIDs()
                :rootPartySubID("Unset")
                ,rootPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                RootPartySubID rootPartySubID;
                RootPartySubIDType rootPartySubIDType;
            
            };
            
            typedef std::vector<NoRootPartySubIDs> NoRootPartySubIDsArray;
            NoRootPartySubIDsArray noRootPartySubIDs;
        
        };
        
        struct RootPartiesObject {
            
            RootPartiesObject()
            {
            }
            struct NoRootPartyIDs {
                
                NoRootPartyIDs()
                :rootPartyID("Unset")
                ,rootPartyIDSource("Unset")
                ,rootPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                RootPartyID rootPartyID;
                RootPartyIDSource rootPartyIDSource;
                RootPartyRole rootPartyRole;
                RootSubPartiesObject rootSubParties;
            
            };
            
            typedef std::vector<NoRootPartyIDs> NoRootPartyIDsArray;
            NoRootPartyIDsArray noRootPartyIDs;
        
        };
        
        struct TrdSessLstGrpObject {
            
            TrdSessLstGrpObject()
            {
            }
            struct NoTradingSessions {
                
                NoTradingSessions()
                :tradingSessionID(TradingSessionID_UNSET)
                ,tradingSessionSubID(TradingSessionSubID_UNSET)
                ,securityExchange("Unset")
                ,marketID("Unset")
                ,marketSegmentID("Unset")
                ,tradingSessionDesc("Unset")
                ,tradSesMethod(TradSesMethod_UNSET)
                ,tradSesMode(TradSesMode_UNSET)
                ,unsolicitedIndicator(UnsolicitedIndicator_UNSET)
                ,tradSesStatus(TradSesStatus_UNSET)
                ,tradSesStatusRejReason(TradSesStatusRejReason_UNSET)
                ,tradSesStartTime(std::numeric_limits<unsigned int>::max())
                ,tradSesOpenTime(std::numeric_limits<unsigned int>::max())
                ,tradSesPreCloseTime(std::numeric_limits<unsigned int>::max())
                ,tradSesCloseTime(std::numeric_limits<unsigned int>::max())
                ,tradSesEndTime(std::numeric_limits<unsigned int>::max())
                ,totalVolumeTraded(std::numeric_limits<double>::max())
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,transactTime(std::numeric_limits<unsigned int>::max())
                ,tradSesUpdateAction("Unset")
                {
                }
                TradingSessionID tradingSessionID;
                TradingSessionSubID tradingSessionSubID;
                SecurityExchange securityExchange;
                MarketID marketID;
                MarketSegmentID marketSegmentID;
                TradingSessionDesc tradingSessionDesc;
                TradSesMethod tradSesMethod;
                TradSesMode tradSesMode;
                UnsolicitedIndicator unsolicitedIndicator;
                TradSesStatus tradSesStatus;
                TradSesStatusRejReason tradSesStatusRejReason;
                TradSesStartTime tradSesStartTime;
                TradSesOpenTime tradSesOpenTime;
                TradSesPreCloseTime tradSesPreCloseTime;
                TradSesCloseTime tradSesCloseTime;
                TradSesEndTime tradSesEndTime;
                TotalVolumeTraded totalVolumeTraded;
                TradingSessionRulesObject tradingSessionRules;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                TransactTime transactTime;
                TradSesUpdateAction tradSesUpdateAction;
            
            };
            
            typedef std::vector<NoTradingSessions> NoTradingSessionsArray;
            NoTradingSessionsArray noTradingSessions;
        
        };
        
        struct MsgTypeGrpObject {
            
            MsgTypeGrpObject()
            {
            }
            struct NoMsgTypes {
                
                NoMsgTypes()
                :refMsgType("Unset")
                ,msgDirection(MsgDirection_UNSET)
                ,refApplVerID("Unset")
                ,refApplExtID(std::numeric_limits<unsigned int>::max())
                ,refCstmApplVerID("Unset")
                ,defaultVerIndicator(false)
                {
                }
                RefMsgType refMsgType;
                MsgDirection msgDirection;
                RefApplVerID refApplVerID;
                RefApplExtID refApplExtID;
                RefCstmApplVerID refCstmApplVerID;
                DefaultVerIndicator defaultVerIndicator;
            
            };
            
            typedef std::vector<NoMsgTypes> NoMsgTypesArray;
            NoMsgTypesArray noMsgTypes;
        
        };
        
        struct SettlObligationInstructionsObject {
            
            SettlObligationInstructionsObject()
            {
            }
            struct NoSettlOblig {
                
                NoSettlOblig()
                :netGrossInd(NetGrossInd_UNSET)
                ,settlObligID("Unset")
                ,settlObligTransType(SettlObligTransType_UNSET)
                ,settlObligRefID("Unset")
                ,ccyAmt(std::numeric_limits<double>::max())
                ,settlCurrAmt(std::numeric_limits<double>::max())
                ,currency("Unset")
                ,settlCurrency("Unset")
                ,settlCurrFxRate(std::numeric_limits<float>::max())
                ,settlDate(std::numeric_limits<unsigned int>::max())
                ,effectiveTime(std::numeric_limits<unsigned int>::max())
                ,expireTime(std::numeric_limits<unsigned int>::max())
                ,lastUpdateTime(std::numeric_limits<unsigned int>::max())
                {
                }
                NetGrossInd netGrossInd;
                SettlObligID settlObligID;
                SettlObligTransType settlObligTransType;
                SettlObligRefID settlObligRefID;
                CcyAmt ccyAmt;
                SettlCurrAmt settlCurrAmt;
                Currency currency;
                SettlCurrency settlCurrency;
                SettlCurrFxRate settlCurrFxRate;
                SettlDate settlDate;
                InstrumentObject instrument;
                PartiesObject parties;
                EffectiveTime effectiveTime;
                ExpireTime expireTime;
                LastUpdateTime lastUpdateTime;
                SettlDetailsObject settlDetails;
            
            };
            
            typedef std::vector<NoSettlOblig> NoSettlObligArray;
            NoSettlObligArray noSettlOblig;
        
        };
        
        struct MarketSegmentGrpObject {
            
            MarketSegmentGrpObject()
            {
            }
            struct NoMarketSegments {
                
                NoMarketSegments()
                :marketID("Unset")
                ,marketSegmentID("Unset")
                {
                }
                MarketID marketID;
                MarketSegmentID marketSegmentID;
                SecurityTradingRulesObject securityTradingRules;
                StrikeRulesObject strikeRules;
            
            };
            
            typedef std::vector<NoMarketSegments> NoMarketSegmentsArray;
            NoMarketSegmentsArray noMarketSegments;
        
        };
        
        struct DerivativeInstrumentPartySubIDsGrpObject {
            
            DerivativeInstrumentPartySubIDsGrpObject()
            {
            }
            struct NoDerivativeInstrumentPartySubIDs {
                
                NoDerivativeInstrumentPartySubIDs()
                :derivativeInstrumentPartySubID("Unset")
                ,derivativeInstrumentPartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                DerivativeInstrumentPartySubID derivativeInstrumentPartySubID;
                DerivativeInstrumentPartySubIDType derivativeInstrumentPartySubIDType;
            
            };
            
            typedef std::vector<NoDerivativeInstrumentPartySubIDs> NoDerivativeInstrumentPartySubIDsArray;
            NoDerivativeInstrumentPartySubIDsArray noDerivativeInstrumentPartySubIDs;
        
        };
        
        struct DerivativeInstrumentPartiesObject {
            
            DerivativeInstrumentPartiesObject()
            {
            }
            struct NoDerivativeInstrumentParties {
                
                NoDerivativeInstrumentParties()
                :derivativeInstrumentPartyID("Unset")
                ,derivativeInstrumentPartyIDSource("Unset")
                ,derivativeInstrumentPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                DerivativeInstrumentPartyID derivativeInstrumentPartyID;
                DerivativeInstrumentPartyIDSource derivativeInstrumentPartyIDSource;
                DerivativeInstrumentPartyRole derivativeInstrumentPartyRole;
                DerivativeInstrumentPartySubIDsGrpObject derivativeInstrumentPartySubIDsGrp;
            
            };
            
            typedef std::vector<NoDerivativeInstrumentParties> NoDerivativeInstrumentPartiesArray;
            NoDerivativeInstrumentPartiesArray noDerivativeInstrumentParties;
        
        };
        
        struct DerivativeInstrumentAttributeObject {
            
            DerivativeInstrumentAttributeObject()
            {
            }
            struct NoDerivativeInstrAttrib {
                
                NoDerivativeInstrAttrib()
                :derivativeInstrAttribType(std::numeric_limits<unsigned int>::max())
                ,derivativeInstrAttribValue("Unset")
                {
                }
                DerivativeInstrAttribType derivativeInstrAttribType;
                DerivativeInstrAttribValue derivativeInstrAttribValue;
            
            };
            
            typedef std::vector<NoDerivativeInstrAttrib> NoDerivativeInstrAttribArray;
            NoDerivativeInstrAttribArray noDerivativeInstrAttrib;
        
        };
        
        struct DerivativeSecurityAltIDGrpObject {
            
            DerivativeSecurityAltIDGrpObject()
            {
            }
            struct NoDerivativeSecurityAltID {
                
                NoDerivativeSecurityAltID()
                :derivativeSecurityAltID("Unset")
                ,derivativeSecurityAltIDSource("Unset")
                {
                }
                DerivativeSecurityAltID derivativeSecurityAltID;
                DerivativeSecurityAltIDSource derivativeSecurityAltIDSource;
            
            };
            
            typedef std::vector<NoDerivativeSecurityAltID> NoDerivativeSecurityAltIDArray;
            NoDerivativeSecurityAltIDArray noDerivativeSecurityAltID;
        
        };
        
        struct DerivativeSecurityXMLObject {
            
            DerivativeSecurityXMLObject()
            :derivativeSecurityXMLLen(std::numeric_limits<unsigned int>::max())
            ,derivativeSecurityXML("Unset")
            ,derivativeSecurityXMLSchema("Unset")
            {
            }
            DerivativeSecurityXMLLen derivativeSecurityXMLLen;
            DerivativeSecurityXML derivativeSecurityXML;
            DerivativeSecurityXMLSchema derivativeSecurityXMLSchema;
        
        };
        
        struct DerivativeEventsGrpObject {
            
            DerivativeEventsGrpObject()
            {
            }
            struct NoDerivativeEvents {
                
                NoDerivativeEvents()
                :derivativeEventType(std::numeric_limits<unsigned int>::max())
                ,derivativeEventDate(std::numeric_limits<unsigned int>::max())
                ,derivativeEventTime(std::numeric_limits<unsigned int>::max())
                ,derivativeEventPx(std::numeric_limits<double>::max())
                ,derivativeEventText("Unset")
                {
                }
                DerivativeEventType derivativeEventType;
                DerivativeEventDate derivativeEventDate;
                DerivativeEventTime derivativeEventTime;
                DerivativeEventPx derivativeEventPx;
                DerivativeEventText derivativeEventText;
            
            };
            
            typedef std::vector<NoDerivativeEvents> NoDerivativeEventsArray;
            NoDerivativeEventsArray noDerivativeEvents;
        
        };
        
        struct DerivativeInstrumentObject {
            
            DerivativeInstrumentObject()
            :derivativeSymbol("Unset")
            ,derivativeSymbolSfx("Unset")
            ,derivativeSecurityID("Unset")
            ,derivativeSecurityIDSource("Unset")
            ,derivativeProduct(std::numeric_limits<unsigned int>::max())
            ,derivativeProductComplex("Unset")
            ,derivFlexProductEligibilityIndicator(false)
            ,derivativeSecurityGroup("Unset")
            ,derivativeCFICode("Unset")
            ,derivativeSecurityType("Unset")
            ,derivativeSecuritySubType("Unset")
            ,derivativeMaturityMonthYear(std::numeric_limits<unsigned int>::max())
            ,derivativeMaturityDate(std::numeric_limits<unsigned int>::max())
            ,derivativeMaturityTime(std::numeric_limits<unsigned int>::max())
            ,derivativeSettleOnOpenFlag("Unset")
            ,derivativeInstrmtAssignmentMethod("Unset")
            ,derivativeSecurityStatus("Unset")
            ,derivativeIssueDate(std::numeric_limits<unsigned int>::max())
            ,derivativeInstrRegistry("Unset")
            ,derivativeCountryOfIssue("Unset")
            ,derivativeStateOrProvinceOfIssue("Unset")
            ,derivativeLocaleOfIssue("Unset")
            ,derivativeStrikePrice(std::numeric_limits<double>::max())
            ,derivativeStrikeCurrency("Unset")
            ,derivativeStrikeMultiplier(std::numeric_limits<float>::max())
            ,derivativeStrikeValue(std::numeric_limits<float>::max())
            ,derivativeOptAttribute("Unset")
            ,derivativeContractMultiplier(std::numeric_limits<float>::max())
            ,derivativeMinPriceIncrement(std::numeric_limits<float>::max())
            ,derivativeMinPriceIncrementAmount(std::numeric_limits<double>::max())
            ,derivativeUnitOfMeasure("Unset")
            ,derivativeUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,derivativePriceUnitOfMeasure("Unset")
            ,derivativePriceUnitOfMeasureQty(std::numeric_limits<double>::max())
            ,derivativeSettlMethod("Unset")
            ,derivativePriceQuoteMethod("Unset")
            ,derivativeValuationMethod("Unset")
            ,derivativeListMethod(std::numeric_limits<unsigned int>::max())
            ,derivativeCapPrice(std::numeric_limits<double>::max())
            ,derivativeFloorPrice(std::numeric_limits<double>::max())
            ,derivativePutOrCall(std::numeric_limits<unsigned int>::max())
            ,derivativeExerciseStyle("Unset")
            ,derivativeOptPayAmount(std::numeric_limits<double>::max())
            ,derivativeTimeUnit("Unset")
            ,derivativeSecurityExchange("Unset")
            ,derivativePositionLimit(std::numeric_limits<unsigned int>::max())
            ,derivativeNTPositionLimit(std::numeric_limits<unsigned int>::max())
            ,derivativeIssuer("Unset")
            ,derivativeEncodedIssuerLen(std::numeric_limits<unsigned int>::max())
            ,derivativeEncodedIssuer("Unset")
            ,derivativeSecurityDesc("Unset")
            ,derivativeEncodedSecurityDescLen(std::numeric_limits<unsigned int>::max())
            ,derivativeEncodedSecurityDesc("Unset")
            ,derivativeContractSettlMonth(std::numeric_limits<unsigned int>::max())
            ,derivativeContractMultiplierUnit(std::numeric_limits<unsigned int>::max())
            ,derivativeFlowScheduleType(std::numeric_limits<unsigned int>::max())
            {
            }
            DerivativeSymbol derivativeSymbol;
            DerivativeSymbolSfx derivativeSymbolSfx;
            DerivativeSecurityID derivativeSecurityID;
            DerivativeSecurityIDSource derivativeSecurityIDSource;
            DerivativeSecurityAltIDGrpObject derivativeSecurityAltIDGrp;
            DerivativeProduct derivativeProduct;
            DerivativeProductComplex derivativeProductComplex;
            DerivFlexProductEligibilityIndicator derivFlexProductEligibilityIndicator;
            DerivativeSecurityGroup derivativeSecurityGroup;
            DerivativeCFICode derivativeCFICode;
            DerivativeSecurityType derivativeSecurityType;
            DerivativeSecuritySubType derivativeSecuritySubType;
            DerivativeMaturityMonthYear derivativeMaturityMonthYear;
            DerivativeMaturityDate derivativeMaturityDate;
            DerivativeMaturityTime derivativeMaturityTime;
            DerivativeSettleOnOpenFlag derivativeSettleOnOpenFlag;
            DerivativeInstrmtAssignmentMethod derivativeInstrmtAssignmentMethod;
            DerivativeSecurityStatus derivativeSecurityStatus;
            DerivativeIssueDate derivativeIssueDate;
            DerivativeInstrRegistry derivativeInstrRegistry;
            DerivativeCountryOfIssue derivativeCountryOfIssue;
            DerivativeStateOrProvinceOfIssue derivativeStateOrProvinceOfIssue;
            DerivativeLocaleOfIssue derivativeLocaleOfIssue;
            DerivativeStrikePrice derivativeStrikePrice;
            DerivativeStrikeCurrency derivativeStrikeCurrency;
            DerivativeStrikeMultiplier derivativeStrikeMultiplier;
            DerivativeStrikeValue derivativeStrikeValue;
            DerivativeOptAttribute derivativeOptAttribute;
            DerivativeContractMultiplier derivativeContractMultiplier;
            DerivativeMinPriceIncrement derivativeMinPriceIncrement;
            DerivativeMinPriceIncrementAmount derivativeMinPriceIncrementAmount;
            DerivativeUnitOfMeasure derivativeUnitOfMeasure;
            DerivativeUnitOfMeasureQty derivativeUnitOfMeasureQty;
            DerivativePriceUnitOfMeasure derivativePriceUnitOfMeasure;
            DerivativePriceUnitOfMeasureQty derivativePriceUnitOfMeasureQty;
            DerivativeSettlMethod derivativeSettlMethod;
            DerivativePriceQuoteMethod derivativePriceQuoteMethod;
            DerivativeValuationMethod derivativeValuationMethod;
            DerivativeListMethod derivativeListMethod;
            DerivativeCapPrice derivativeCapPrice;
            DerivativeFloorPrice derivativeFloorPrice;
            DerivativePutOrCall derivativePutOrCall;
            DerivativeExerciseStyle derivativeExerciseStyle;
            DerivativeOptPayAmount derivativeOptPayAmount;
            DerivativeTimeUnit derivativeTimeUnit;
            DerivativeSecurityExchange derivativeSecurityExchange;
            DerivativePositionLimit derivativePositionLimit;
            DerivativeNTPositionLimit derivativeNTPositionLimit;
            DerivativeIssuer derivativeIssuer;
            DerivativeEncodedIssuerLen derivativeEncodedIssuerLen;
            DerivativeEncodedIssuer derivativeEncodedIssuer;
            DerivativeSecurityDesc derivativeSecurityDesc;
            DerivativeEncodedSecurityDescLen derivativeEncodedSecurityDescLen;
            DerivativeEncodedSecurityDesc derivativeEncodedSecurityDesc;
            DerivativeSecurityXMLObject derivativeSecurityXML;
            DerivativeContractSettlMonth derivativeContractSettlMonth;
            DerivativeEventsGrpObject derivativeEventsGrp;
            DerivativeInstrumentPartiesObject derivativeInstrumentParties;
            DerivativeContractMultiplierUnit derivativeContractMultiplierUnit;
            DerivativeFlowScheduleType derivativeFlowScheduleType;
        
        };
        
        struct DerivativeSecurityDefinitionObject {
            
            DerivativeSecurityDefinitionObject()
            {
            }
            DerivativeInstrumentObject derivativeInstrument;
            DerivativeInstrumentAttributeObject derivativeInstrumentAttribute;
            MarketSegmentGrpObject marketSegmentGrp;
        
        };
        
        struct RelSymDerivSecUpdGrpObject {
            
            RelSymDerivSecUpdGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :listUpdateAction("Unset")
                ,corporateAction(CorporateAction_UNSET)
                ,currency("Unset")
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                ,relSymTransactTime(std::numeric_limits<unsigned int>::max())
                {
                }
                ListUpdateAction listUpdateAction;
                CorporateAction corporateAction;
                InstrumentObject instrument;
                InstrumentExtensionObject instrumentExtension;
                SecondaryPriceLimitsObject secondaryPriceLimits;
                Currency currency;
                InstrmtLegGrpObject instrmtLegGrp;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
                RelSymTransactTime relSymTransactTime;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct UsernameGrpObject {
            
            UsernameGrpObject()
            {
            }
            struct NoUsernames {
                
                NoUsernames()
                :username("Unset")
                {
                }
                Username username;
            
            };
            
            typedef std::vector<NoUsernames> NoUsernamesArray;
            NoUsernamesArray noUsernames;
        
        };
        
        struct NotAffectedOrdersGrpObject {
            
            NotAffectedOrdersGrpObject()
            {
            }
            struct NoNotAffectedOrders {
                
                NoNotAffectedOrders()
                :notAffOrigClOrdID("Unset")
                ,notAffectedOrderID("Unset")
                {
                }
                NotAffOrigClOrdID notAffOrigClOrdID;
                NotAffectedOrderID notAffectedOrderID;
            
            };
            
            typedef std::vector<NoNotAffectedOrders> NoNotAffectedOrdersArray;
            NoNotAffectedOrdersArray noNotAffectedOrders;
        
        };
        
        struct NstdPtys4SubGrpObject {
            
            NstdPtys4SubGrpObject()
            {
            }
            struct NoNested4PartySubIDs {
                
                NoNested4PartySubIDs()
                :nested4PartySubID("Unset")
                ,nested4PartySubIDType(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested4PartySubID nested4PartySubID;
                Nested4PartySubIDType nested4PartySubIDType;
            
            };
            
            typedef std::vector<NoNested4PartySubIDs> NoNested4PartySubIDsArray;
            NoNested4PartySubIDsArray noNested4PartySubIDs;
        
        };
        
        struct NestedParties4Object {
            
            NestedParties4Object()
            {
            }
            struct NoNested4PartyIDs {
                
                NoNested4PartyIDs()
                :nested4PartyID("Unset")
                ,nested4PartyIDSource("Unset")
                ,nested4PartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                Nested4PartyID nested4PartyID;
                Nested4PartyIDSource nested4PartyIDSource;
                Nested4PartyRole nested4PartyRole;
                NstdPtys4SubGrpObject nstdPtys4SubGrp;
            
            };
            
            typedef std::vector<NoNested4PartyIDs> NoNested4PartyIDsArray;
            NoNested4PartyIDsArray noNested4PartyIDs;
        
        };
        
        struct FillsGrpObject {
            
            FillsGrpObject()
            {
            }
            struct NoFills {
                
                NoFills()
                :fillExecID("Unset")
                ,fillPx(std::numeric_limits<double>::max())
                ,fillQty(std::numeric_limits<double>::max())
                ,fillLiquidityInd(std::numeric_limits<unsigned int>::max())
                {
                }
                FillExecID fillExecID;
                FillPx fillPx;
                FillQty fillQty;
                NestedParties4Object nestedParties4;
                FillLiquidityInd fillLiquidityInd;
            
            };
            
            typedef std::vector<NoFills> NoFillsArray;
            NoFillsArray noFills;
        
        };
        
        struct TrdRepIndicatorsGrpObject {
            
            TrdRepIndicatorsGrpObject()
            {
            }
            struct NoTrdRepIndicators {
                
                NoTrdRepIndicators()
                :trdRepPartyRole(std::numeric_limits<unsigned int>::max())
                ,trdRepIndicator(false)
                {
                }
                TrdRepPartyRole trdRepPartyRole;
                TrdRepIndicator trdRepIndicator;
            
            };
            
            typedef std::vector<NoTrdRepIndicators> NoTrdRepIndicatorsArray;
            NoTrdRepIndicatorsArray noTrdRepIndicators;
        
        };
        
        struct ApplicationSequenceControlObject {
            
            ApplicationSequenceControlObject()
            :applID("Unset")
            ,applSeqNum(std::numeric_limits<unsigned int>::max())
            ,applLastSeqNum(std::numeric_limits<unsigned int>::max())
            ,applResendFlag(false)
            {
            }
            ApplID applID;
            ApplSeqNum applSeqNum;
            ApplLastSeqNum applLastSeqNum;
            ApplResendFlag applResendFlag;
        
        };
        
        struct ApplIDRequestGrpObject {
            
            ApplIDRequestGrpObject()
            {
            }
            struct NoApplIDs {
                
                NoApplIDs()
                :refApplID("Unset")
                ,applBegSeqNum(std::numeric_limits<unsigned int>::max())
                ,applEndSeqNum(std::numeric_limits<unsigned int>::max())
                ,refApplReqID("Unset")
                {
                }
                RefApplID refApplID;
                ApplBegSeqNum applBegSeqNum;
                ApplEndSeqNum applEndSeqNum;
                NestedPartiesObject nestedParties;
                RefApplReqID refApplReqID;
            
            };
            
            typedef std::vector<NoApplIDs> NoApplIDsArray;
            NoApplIDsArray noApplIDs;
        
        };
        
        struct ApplIDRequestAckGrpObject {
            
            ApplIDRequestAckGrpObject()
            {
            }
            struct NoApplIDs {
                
                NoApplIDs()
                :refApplID("Unset")
                ,applBegSeqNum(std::numeric_limits<unsigned int>::max())
                ,applEndSeqNum(std::numeric_limits<unsigned int>::max())
                ,refApplLastSeqNum(std::numeric_limits<unsigned int>::max())
                ,applResponseError(ApplResponseError_UNSET)
                ,refApplReqID("Unset")
                {
                }
                RefApplID refApplID;
                ApplBegSeqNum applBegSeqNum;
                ApplEndSeqNum applEndSeqNum;
                RefApplLastSeqNum refApplLastSeqNum;
                ApplResponseError applResponseError;
                NestedPartiesObject nestedParties;
                RefApplReqID refApplReqID;
            
            };
            
            typedef std::vector<NoApplIDs> NoApplIDsArray;
            NoApplIDsArray noApplIDs;
        
        };
        
        struct ApplIDReportGrpObject {
            
            ApplIDReportGrpObject()
            {
            }
            struct NoApplIDs {
                
                NoApplIDs()
                :refApplID("Unset")
                ,applNewSeqNum(std::numeric_limits<unsigned int>::max())
                ,refApplLastSeqNum(std::numeric_limits<unsigned int>::max())
                {
                }
                RefApplID refApplID;
                ApplNewSeqNum applNewSeqNum;
                RefApplLastSeqNum refApplLastSeqNum;
            
            };
            
            typedef std::vector<NoApplIDs> NoApplIDsArray;
            NoApplIDsArray noApplIDs;
        
        };
        
        struct TargetPartiesObject {
            
            TargetPartiesObject()
            {
            }
            struct NoTargetPartyIDs {
                
                NoTargetPartyIDs()
                :targetPartyID("Unset")
                ,targetPartyIDSource("Unset")
                ,targetPartyRole(std::numeric_limits<unsigned int>::max())
                {
                }
                TargetPartyID targetPartyID;
                TargetPartyIDSource targetPartyIDSource;
                TargetPartyRole targetPartyRole;
            
            };
            
            typedef std::vector<NoTargetPartyIDs> NoTargetPartyIDsArray;
            NoTargetPartyIDsArray noTargetPartyIDs;
        
        };
        
        struct NewsRefGrpObject {
            
            NewsRefGrpObject()
            {
            }
            struct NoNewsRefIDs {
                
                NoNewsRefIDs()
                :newsRefID("Unset")
                ,newsRefType(NewsRefType_UNSET)
                {
                }
                NewsRefID newsRefID;
                NewsRefType newsRefType;
            
            };
            
            typedef std::vector<NoNewsRefIDs> NoNewsRefIDsArray;
            NoNewsRefIDsArray noNewsRefIDs;
        
        };
        
        struct StrmAsgnReqInstrmtGrpObject {
            
            StrmAsgnReqInstrmtGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :settlType(SettlType_UNSET)
                ,mDEntrySize(std::numeric_limits<double>::max())
                ,mDStreamID("Unset")
                {
                }
                InstrumentObject instrument;
                SettlType settlType;
                MDEntrySize mDEntrySize;
                MDStreamID mDStreamID;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct StrmAsgnReqGrpObject {
            
            StrmAsgnReqGrpObject()
            {
            }
            struct NoAsgnReqs {
                
                NoAsgnReqs()
                {
                }
                PartiesObject parties;
                StrmAsgnReqInstrmtGrpObject strmAsgnReqInstrmtGrp;
            
            };
            
            typedef std::vector<NoAsgnReqs> NoAsgnReqsArray;
            NoAsgnReqsArray noAsgnReqs;
        
        };
        
        struct StrmAsgnRptInstrmtGrpObject {
            
            StrmAsgnRptInstrmtGrpObject()
            {
            }
            struct NoRelatedSym {
                
                NoRelatedSym()
                :settlType(SettlType_UNSET)
                ,streamAsgnType(StreamAsgnType_UNSET)
                ,mDStreamID("Unset")
                ,streamAsgnRejReason(StreamAsgnRejReason_UNSET)
                ,text("Unset")
                ,encodedTextLen(std::numeric_limits<unsigned int>::max())
                ,encodedText("Unset")
                {
                }
                InstrumentObject instrument;
                SettlType settlType;
                StreamAsgnType streamAsgnType;
                MDStreamID mDStreamID;
                StreamAsgnRejReason streamAsgnRejReason;
                Text text;
                EncodedTextLen encodedTextLen;
                EncodedText encodedText;
            
            };
            
            typedef std::vector<NoRelatedSym> NoRelatedSymArray;
            NoRelatedSymArray noRelatedSym;
        
        };
        
        struct StrmAsgnRptGrpObject {
            
            StrmAsgnRptGrpObject()
            {
            }
            struct NoAsgnReqs {
                
                NoAsgnReqs()
                {
                }
                PartiesObject parties;
                StrmAsgnRptInstrmtGrpObject strmAsgnRptInstrmtGrp;
            
            };
            
            typedef std::vector<NoAsgnReqs> NoAsgnReqsArray;
            NoAsgnReqsArray noAsgnReqs;
        
        };
        
        // Messages Enum
        
        enum MESSAGES {
            IOI_TYPE ,
            Advertisement_TYPE ,
            ExecutionReport_TYPE ,
            OrderCancelReject_TYPE ,
            News_TYPE ,
            Email_TYPE ,
            NewOrderSingle_TYPE ,
            NewOrderList_TYPE ,
            OrderCancelRequest_TYPE ,
            OrderCancelReplaceRequest_TYPE ,
            OrderStatusRequest_TYPE ,
            AllocationInstruction_TYPE ,
            ListCancelRequest_TYPE ,
            ListExecute_TYPE ,
            ListStatusRequest_TYPE ,
            ListStatus_TYPE ,
            AllocationInstructionAck_TYPE ,
            DontKnowTrade_TYPE ,
            QuoteRequest_TYPE ,
            Quote_TYPE ,
            SettlementInstructions_TYPE ,
            MarketDataRequest_TYPE ,
            MarketDataSnapshotFullRefresh_TYPE ,
            MarketDataIncrementalRefresh_TYPE ,
            MarketDataRequestReject_TYPE ,
            QuoteCancel_TYPE ,
            QuoteStatusRequest_TYPE ,
            MassQuoteAcknowledgement_TYPE ,
            SecurityDefinitionRequest_TYPE ,
            SecurityDefinition_TYPE ,
            SecurityStatusRequest_TYPE ,
            SecurityStatus_TYPE ,
            TradingSessionStatusRequest_TYPE ,
            TradingSessionStatus_TYPE ,
            MassQuote_TYPE ,
            BusinessMessageReject_TYPE ,
            BidRequest_TYPE ,
            BidResponse_TYPE ,
            ListStrikePrice_TYPE ,
            RegistrationInstructions_TYPE ,
            RegistrationInstructionsResponse_TYPE ,
            OrderMassCancelRequest_TYPE ,
            OrderMassCancelReport_TYPE ,
            NewOrderCross_TYPE ,
            CrossOrderCancelReplaceRequest_TYPE ,
            CrossOrderCancelRequest_TYPE ,
            SecurityTypeRequest_TYPE ,
            SecurityTypes_TYPE ,
            SecurityListRequest_TYPE ,
            SecurityList_TYPE ,
            DerivativeSecurityListRequest_TYPE ,
            DerivativeSecurityList_TYPE ,
            NewOrderMultileg_TYPE ,
            MultilegOrderCancelReplace_TYPE ,
            TradeCaptureReportRequest_TYPE ,
            TradeCaptureReport_TYPE ,
            OrderMassStatusRequest_TYPE ,
            QuoteRequestReject_TYPE ,
            RFQRequest_TYPE ,
            QuoteStatusReport_TYPE ,
            QuoteResponse_TYPE ,
            Confirmation_TYPE ,
            PositionMaintenanceRequest_TYPE ,
            PositionMaintenanceReport_TYPE ,
            RequestForPositions_TYPE ,
            RequestForPositionsAck_TYPE ,
            PositionReport_TYPE ,
            TradeCaptureReportRequestAck_TYPE ,
            TradeCaptureReportAck_TYPE ,
            AllocationReport_TYPE ,
            AllocationReportAck_TYPE ,
            ConfirmationAck_TYPE ,
            SettlementInstructionRequest_TYPE ,
            AssignmentReport_TYPE ,
            CollateralRequest_TYPE ,
            CollateralAssignment_TYPE ,
            CollateralResponse_TYPE ,
            CollateralReport_TYPE ,
            CollateralInquiry_TYPE ,
            NetworkCounterpartySystemStatusRequest_TYPE ,
            NetworkCounterpartySystemStatusResponse_TYPE ,
            UserRequest_TYPE ,
            UserResponse_TYPE ,
            CollateralInquiryAck_TYPE ,
            ConfirmationRequest_TYPE ,
            ContraryIntentionReport_TYPE ,
            SecurityDefinitionUpdateReport_TYPE ,
            SecurityListUpdateReport_TYPE ,
            AdjustedPositionReport_TYPE ,
            AllocationInstructionAlert_TYPE ,
            ExecutionAcknowledgement_TYPE ,
            TradingSessionList_TYPE ,
            TradingSessionListRequest_TYPE ,
            SettlementObligationReport_TYPE ,
            DerivativeSecurityListUpdateReport_TYPE ,
            TradingSessionListUpdateReport_TYPE ,
            MarketDefinitionRequest_TYPE ,
            MarketDefinition_TYPE ,
            MarketDefinitionUpdateReport_TYPE ,
            ApplicationMessageRequest_TYPE ,
            ApplicationMessageRequestAck_TYPE ,
            ApplicationMessageReport_TYPE ,
            OrderMassActionReport_TYPE ,
            OrderMassActionRequest_TYPE ,
            UserNotification_TYPE ,
            StreamAssignmentRequest_TYPE ,
            StreamAssignmentReport_TYPE ,
            StreamAssignmentReportACK_TYPE ,
            NUM_MESSAGES
        }
        ;
        typedef Poco::UInt64 MessageId;
        class IMessageData :  public Poco::RefCountedObject {
        public:
            
            virtual enum MESSAGES GetType() = 0;
            
            MessageId getUniqueMessageId()
            {
                static std::atomic<MessageId> nextMessageId;
                return ++nextMessageId;
            }
            void setSourceConnection(const std::string& _sourceConnection)
            {
                sourceConnection = _sourceConnection;
            }
            const std::string& getSourceConnection() const
            {
                return sourceConnection;
            }
            std::string sourceConnection;
            MessageId messageId;
        }; //IMessageData
        
        // Message Data
        
        struct IOIData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::IOI_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            IOIID iOIID;
            IOITransType iOITransType;
            IOIRefID iOIRefID;
            InstrumentObject instrument;
            PartiesObject parties;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            IOIQty iOIQty;
            Currency currency;
            StipulationsObject stipulations;
            InstrmtLegIOIGrpObject instrmtLegIOIGrp;
            PriceType priceType;
            Price price;
            ValidUntilTime validUntilTime;
            IOIQltyInd iOIQltyInd;
            IOINaturalFlag iOINaturalFlag;
            IOIQualGrpObject iOIQualGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TransactTime transactTime;
            URLLink uRLLink;
            RoutingGrpObject routingGrp;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
        
        };
        
        struct AdvertisementData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::Advertisement_TYPE;
            }
            AdvId advId;
            AdvTransType advTransType;
            AdvRefID advRefID;
            InstrumentObject instrument;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            AdvSide advSide;
            Quantity quantity;
            QtyType qtyType;
            Price price;
            Currency currency;
            TradeDate tradeDate;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            URLLink uRLLink;
            LastMkt lastMkt;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
        
        };
        
        struct ExecutionReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ExecutionReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            SecondaryExecID secondaryExecID;
            ClOrdID clOrdID;
            OrigClOrdID origClOrdID;
            ClOrdLinkID clOrdLinkID;
            QuoteRespID quoteRespID;
            OrdStatusReqID ordStatusReqID;
            MassStatusReqID massStatusReqID;
            HostCrossID hostCrossID;
            TotNumReports totNumReports;
            LastRptRequested lastRptRequested;
            PartiesObject parties;
            TradeOriginationDate tradeOriginationDate;
            ContraGrpObject contraGrp;
            ListID listID;
            CrossID crossID;
            OrigCrossID origCrossID;
            CrossType crossType;
            TrdMatchID trdMatchID;
            ExecID execID;
            ExecRefID execRefID;
            ExecType execType;
            OrdStatus ordStatus;
            WorkingIndicator workingIndicator;
            OrdRejReason ordRejReason;
            ExecRestatementReason execRestatementReason;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DayBookingInst dayBookingInst;
            BookingUnit bookingUnit;
            PreallocMethod preallocMethod;
            AllocID allocID;
            PreAllocGrpObject preAllocGrp;
            SettlType settlType;
            SettlDate settlDate;
            MatchType matchType;
            OrderCategory orderCategory;
            CashMargin cashMargin;
            ClearingFeeIndicator clearingFeeIndicator;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            StipulationsObject stipulations;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            LotType lotType;
            OrdType ordType;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            PeggedPrice peggedPrice;
            PeggedRefPrice peggedRefPrice;
            DiscretionPrice discretionPrice;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            ParticipationRate participationRate;
            TargetStrategyPerformance targetStrategyPerformance;
            Currency currency;
            ComplianceID complianceID;
            SolicitedFlag solicitedFlag;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            ExecInst execInst;
            AggressorIndicator aggressorIndicator;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            PreTradeAnonymity preTradeAnonymity;
            CustOrderCapacity custOrderCapacity;
            LastQty lastQty;
            CalculatedCcyLastQty calculatedCcyLastQty;
            LastSwapPoints lastSwapPoints;
            UnderlyingLastQty underlyingLastQty;
            LastPx lastPx;
            UnderlyingLastPx underlyingLastPx;
            LastParPx lastParPx;
            LastSpotRate lastSpotRate;
            LastForwardPoints lastForwardPoints;
            LastMkt lastMkt;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            TimeBracket timeBracket;
            LastCapacity lastCapacity;
            LeavesQty leavesQty;
            CumQty cumQty;
            AvgPx avgPx;
            DayOrderQty dayOrderQty;
            DayCumQty dayCumQty;
            DayAvgPx dayAvgPx;
            TotNoFills totNoFills;
            LastFragment lastFragment;
            FillsGrpObject fillsGrp;
            GTBookingInst gTBookingInst;
            TradeDate tradeDate;
            TransactTime transactTime;
            ReportToExch reportToExch;
            CommissionDataObject commissionData;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            GrossTradeAmt grossTradeAmt;
            NumDaysInterest numDaysInterest;
            ExDate exDate;
            AccruedInterestRate accruedInterestRate;
            AccruedInterestAmt accruedInterestAmt;
            InterestAtMaturity interestAtMaturity;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            TradedFlatSwitch tradedFlatSwitch;
            BasisFeatureDate basisFeatureDate;
            BasisFeaturePrice basisFeaturePrice;
            Concession concession;
            TotalTakedown totalTakedown;
            NetMoney netMoney;
            SettlCurrAmt settlCurrAmt;
            SettlCurrency settlCurrency;
            SettlCurrFxRate settlCurrFxRate;
            SettlCurrFxRateCalc settlCurrFxRateCalc;
            HandlInst handlInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            PositionEffect positionEffect;
            MaxShow maxShow;
            BookingType bookingType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            LastForwardPoints2 lastForwardPoints2;
            MultiLegReportingType multiLegReportingType;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
            TransBkdTime transBkdTime;
            ExecValuationPoint execValuationPoint;
            ExecPriceType execPriceType;
            ExecPriceAdjustment execPriceAdjustment;
            PriorityIndicator priorityIndicator;
            PriceImprovement priceImprovement;
            LastLiquidityInd lastLiquidityInd;
            ContAmtGrpObject contAmtGrp;
            InstrmtLegExecGrpObject instrmtLegExecGrp;
            CopyMsgIndicator copyMsgIndicator;
            MiscFeesGrpObject miscFeesGrp;
            DividendYield dividendYield;
            ManualOrderIndicator manualOrderIndicator;
            CustDirectedOrder custDirectedOrder;
            ReceivedDeptID receivedDeptID;
            CustOrderHandlingInst custOrderHandlingInst;
            OrderHandlingInstSource orderHandlingInstSource;
            TrdRegTimestampsObject trdRegTimestamps;
            Volatility volatility;
            TimeToExpiration timeToExpiration;
            RiskFreeRate riskFreeRate;
            PriceDelta priceDelta;
            RateSourceObject rateSource;
        
        };
        
        struct OrderCancelRejectData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderCancelReject_TYPE;
            }
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdID clOrdID;
            ClOrdLinkID clOrdLinkID;
            OrigClOrdID origClOrdID;
            OrdStatus ordStatus;
            WorkingIndicator workingIndicator;
            OrigOrdModTime origOrdModTime;
            ListID listID;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            TransactTime transactTime;
            CxlRejResponseTo cxlRejResponseTo;
            CxlRejReason cxlRejReason;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct NewsData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::News_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            OrigTime origTime;
            Urgency urgency;
            Headline headline;
            EncodedHeadlineLen encodedHeadlineLen;
            EncodedHeadline encodedHeadline;
            RoutingGrpObject routingGrp;
            InstrmtGrpObject instrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            LinesOfTextGrpObject linesOfTextGrp;
            URLLink uRLLink;
            RawDataLength rawDataLength;
            RawData rawData;
            NewsID newsID;
            NewsRefGrpObject newsRefGrp;
            NewsCategory newsCategory;
            LanguageCode languageCode;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
        
        };
        
        struct EmailData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::Email_TYPE;
            }
            EmailThreadID emailThreadID;
            EmailType emailType;
            OrigTime origTime;
            Subject subject;
            EncodedSubjectLen encodedSubjectLen;
            EncodedSubject encodedSubject;
            RoutingGrpObject routingGrp;
            InstrmtGrpObject instrmtGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            OrderID orderID;
            ClOrdID clOrdID;
            LinesOfTextGrpObject linesOfTextGrp;
            RawDataLength rawDataLength;
            RawData rawData;
        
        };
        
        struct NewOrderSingleData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NewOrderSingle_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            PartiesObject parties;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DayBookingInst dayBookingInst;
            BookingUnit bookingUnit;
            PreallocMethod preallocMethod;
            AllocID allocID;
            PreAllocGrpObject preAllocGrp;
            SettlType settlType;
            SettlDate settlDate;
            CashMargin cashMargin;
            ClearingFeeIndicator clearingFeeIndicator;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            ProcessCode processCode;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            PrevClosePx prevClosePx;
            Side side;
            LocateReqd locateReqd;
            TransactTime transactTime;
            StipulationsObject stipulations;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            OrdType ordType;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            Currency currency;
            ComplianceID complianceID;
            SolicitedFlag solicitedFlag;
            IOIID iOIID;
            QuoteID quoteID;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            CommissionDataObject commissionData;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            PreTradeAnonymity preTradeAnonymity;
            CustOrderCapacity custOrderCapacity;
            ForexReq forexReq;
            SettlCurrency settlCurrency;
            BookingType bookingType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            Price2 price2;
            PositionEffect positionEffect;
            CoveredOrUncovered coveredOrUncovered;
            MaxShow maxShow;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            ParticipationRate participationRate;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
            ManualOrderIndicator manualOrderIndicator;
            CustDirectedOrder custDirectedOrder;
            ReceivedDeptID receivedDeptID;
            CustOrderHandlingInst custOrderHandlingInst;
            OrderHandlingInstSource orderHandlingInstSource;
            TrdRegTimestampsObject trdRegTimestamps;
            RefOrderID refOrderID;
            RefOrderIDSource refOrderIDSource;
        
        };
        
        struct NewOrderListData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NewOrderList_TYPE;
            }
            ListID listID;
            BidID bidID;
            ClientBidID clientBidID;
            ProgRptReqs progRptReqs;
            BidType bidType;
            ProgPeriodInterval progPeriodInterval;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            ListExecInstType listExecInstType;
            ListExecInst listExecInst;
            ContingencyType contingencyType;
            EncodedListExecInstLen encodedListExecInstLen;
            EncodedListExecInst encodedListExecInst;
            AllowableOneSidednessPct allowableOneSidednessPct;
            AllowableOneSidednessValue allowableOneSidednessValue;
            AllowableOneSidednessCurr allowableOneSidednessCurr;
            TotNoOrders totNoOrders;
            LastFragment lastFragment;
            RootPartiesObject rootParties;
            ListOrdGrpObject listOrdGrp;
        
        };
        
        struct OrderCancelRequestData :  public IMessageData {
            
            OrderCancelRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderCancelRequest_TYPE;
            }
            OrigClOrdID origClOrdID;
            OrderID orderID;
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            ListID listID;
            OrigOrdModTime origOrdModTime;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            PartiesObject parties;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            TransactTime transactTime;
            OrderQtyDataObject orderQtyData;
            ComplianceID complianceID;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct OrderCancelReplaceRequestData :  public IMessageData {
            
            OrderCancelReplaceRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderCancelReplaceRequest_TYPE;
            }
            OrderID orderID;
            PartiesObject parties;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            OrigClOrdID origClOrdID;
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            ListID listID;
            OrigOrdModTime origOrdModTime;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DayBookingInst dayBookingInst;
            BookingUnit bookingUnit;
            PreallocMethod preallocMethod;
            AllocID allocID;
            PreAllocGrpObject preAllocGrp;
            SettlType settlType;
            SettlDate settlDate;
            CashMargin cashMargin;
            ClearingFeeIndicator clearingFeeIndicator;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            TransactTime transactTime;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            OrdType ordType;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            ParticipationRate participationRate;
            ComplianceID complianceID;
            SolicitedFlag solicitedFlag;
            Currency currency;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            CommissionDataObject commissionData;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            PreTradeAnonymity preTradeAnonymity;
            CustOrderCapacity custOrderCapacity;
            ForexReq forexReq;
            SettlCurrency settlCurrency;
            BookingType bookingType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            Price2 price2;
            PositionEffect positionEffect;
            CoveredOrUncovered coveredOrUncovered;
            MaxShow maxShow;
            LocateReqd locateReqd;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
            ManualOrderIndicator manualOrderIndicator;
            CustDirectedOrder custDirectedOrder;
            ReceivedDeptID receivedDeptID;
            CustOrderHandlingInst custOrderHandlingInst;
            OrderHandlingInstSource orderHandlingInstSource;
            TrdRegTimestampsObject trdRegTimestamps;
        
        };
        
        struct OrderStatusRequestData :  public IMessageData {
            
            OrderStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderStatusRequest_TYPE;
            }
            OrderID orderID;
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            PartiesObject parties;
            OrdStatusReqID ordStatusReqID;
            Account account;
            AcctIDSource acctIDSource;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
        
        };
        
        struct AllocationInstructionData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AllocationInstruction_TYPE;
            }
            AllocID allocID;
            AllocTransType allocTransType;
            AllocType allocType;
            SecondaryAllocID secondaryAllocID;
            RefAllocID refAllocID;
            AllocCancReplaceReason allocCancReplaceReason;
            AllocIntermedReqType allocIntermedReqType;
            AllocLinkID allocLinkID;
            AllocLinkType allocLinkType;
            BookingRefID bookingRefID;
            AllocNoOrdersType allocNoOrdersType;
            OrdAllocGrpObject ordAllocGrp;
            ExecAllocGrpObject execAllocGrp;
            PreviouslyReported previouslyReported;
            ReversalIndicator reversalIndicator;
            MatchType matchType;
            Side side;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Quantity quantity;
            QtyType qtyType;
            LastMkt lastMkt;
            TradeOriginationDate tradeOriginationDate;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PriceType priceType;
            AvgPx avgPx;
            AvgParPx avgParPx;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            Currency currency;
            AvgPxPrecision avgPxPrecision;
            PartiesObject parties;
            TradeDate tradeDate;
            TransactTime transactTime;
            SettlType settlType;
            SettlDate settlDate;
            BookingType bookingType;
            GrossTradeAmt grossTradeAmt;
            Concession concession;
            TotalTakedown totalTakedown;
            NetMoney netMoney;
            PositionEffect positionEffect;
            AutoAcceptIndicator autoAcceptIndicator;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            NumDaysInterest numDaysInterest;
            AccruedInterestRate accruedInterestRate;
            AccruedInterestAmt accruedInterestAmt;
            TotalAccruedInterestAmt totalAccruedInterestAmt;
            InterestAtMaturity interestAtMaturity;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            LegalConfirm legalConfirm;
            StipulationsObject stipulations;
            YieldDataObject yieldData;
            PositionAmountDataObject positionAmountData;
            TotNoAllocs totNoAllocs;
            LastFragment lastFragment;
            AllocGrpObject allocGrp;
            AvgPxIndicator avgPxIndicator;
            ClearingBusinessDate clearingBusinessDate;
            TrdType trdType;
            TrdSubType trdSubType;
            CustOrderCapacity custOrderCapacity;
            TradeInputSource tradeInputSource;
            MultiLegReportingType multiLegReportingType;
            MessageEventSource messageEventSource;
            RndPx rndPx;
            RateSourceObject rateSource;
        
        };
        
        struct ListCancelRequestData :  public IMessageData {
            
            ListCancelRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ListCancelRequest_TYPE;
            }
            ListID listID;
            PartiesObject parties;
            TransactTime transactTime;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ListExecuteData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ListExecute_TYPE;
            }
            ListID listID;
            ClientBidID clientBidID;
            BidID bidID;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ListStatusRequestData :  public IMessageData {
            
            ListStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ListStatusRequest_TYPE;
            }
            ListID listID;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ListStatusData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ListStatus_TYPE;
            }
            ListID listID;
            ListStatusType listStatusType;
            NoRpts noRpts;
            ListOrderStatus listOrderStatus;
            ContingencyType contingencyType;
            ListRejectReason listRejectReason;
            RptSeq rptSeq;
            ListStatusText listStatusText;
            EncodedListStatusTextLen encodedListStatusTextLen;
            EncodedListStatusText encodedListStatusText;
            TransactTime transactTime;
            TotNoOrders totNoOrders;
            LastFragment lastFragment;
            OrdListStatGrpObject ordListStatGrp;
        
        };
        
        struct AllocationInstructionAckData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AllocationInstructionAck_TYPE;
            }
            AllocID allocID;
            PartiesObject parties;
            SecondaryAllocID secondaryAllocID;
            TradeDate tradeDate;
            TransactTime transactTime;
            AllocStatus allocStatus;
            AllocRejCode allocRejCode;
            AllocType allocType;
            AllocIntermedReqType allocIntermedReqType;
            MatchStatus matchStatus;
            Product product;
            SecurityType securityType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            AllocAckGrpObject allocAckGrp;
        
        };
        
        struct DontKnowTradeData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::DontKnowTrade_TYPE;
            }
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            ExecID execID;
            DKReason dKReason;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Side side;
            OrderQtyDataObject orderQtyData;
            LastQty lastQty;
            LastPx lastPx;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct QuoteRequestData :  public IMessageData {
            
            QuoteRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteRequest_TYPE;
            }
            QuoteReqID quoteReqID;
            RFQReqID rFQReqID;
            ClOrdID clOrdID;
            OrderCapacity orderCapacity;
            PrivateQuote privateQuote;
            RespondentType respondentType;
            PreTradeAnonymity preTradeAnonymity;
            RootPartiesObject rootParties;
            QuotReqGrpObject quotReqGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            BookingType bookingType;
            OrderRestrictions orderRestrictions;
        
        };
        
        struct QuoteData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::Quote_TYPE;
            }
            QuoteReqID quoteReqID;
            QuoteID quoteID;
            QuoteMsgID quoteMsgID;
            QuoteRespID quoteRespID;
            QuoteType quoteType;
            PrivateQuote privateQuote;
            QuotQualGrpObject quotQualGrp;
            QuoteResponseLevel quoteResponseLevel;
            PartiesObject parties;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            OrderQtyDataObject orderQtyData;
            SettlType settlType;
            SettlDate settlDate;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            Currency currency;
            StipulationsObject stipulations;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            LegQuotGrpObject legQuotGrp;
            BidPx bidPx;
            OfferPx offerPx;
            MktBidPx mktBidPx;
            MktOfferPx mktOfferPx;
            MinBidSize minBidSize;
            BidSize bidSize;
            MinOfferSize minOfferSize;
            OfferSize offerSize;
            MinQty minQty;
            ValidUntilTime validUntilTime;
            BidSpotRate bidSpotRate;
            OfferSpotRate offerSpotRate;
            BidForwardPoints bidForwardPoints;
            OfferForwardPoints offerForwardPoints;
            BidSwapPoints bidSwapPoints;
            OfferSwapPoints offerSwapPoints;
            MidPx midPx;
            BidYield bidYield;
            MidYield midYield;
            OfferYield offerYield;
            TransactTime transactTime;
            OrdType ordType;
            BidForwardPoints2 bidForwardPoints2;
            OfferForwardPoints2 offerForwardPoints2;
            SettlCurrBidFxRate settlCurrBidFxRate;
            SettlCurrOfferFxRate settlCurrOfferFxRate;
            SettlCurrFxRateCalc settlCurrFxRateCalc;
            CommType commType;
            Commission commission;
            CustOrderCapacity custOrderCapacity;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            OrderCapacity orderCapacity;
            PriceType priceType;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            BookingType bookingType;
            OrderRestrictions orderRestrictions;
            SettlCurrency settlCurrency;
            RateSourceObject rateSource;
        
        };
        
        struct SettlementInstructionsData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SettlementInstructions_TYPE;
            }
            SettlInstMsgID settlInstMsgID;
            SettlInstReqID settlInstReqID;
            SettlInstMode settlInstMode;
            SettlInstReqRejCode settlInstReqRejCode;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            ClOrdID clOrdID;
            TransactTime transactTime;
            SettlInstGrpObject settlInstGrp;
        
        };
        
        struct MarketDataRequestData :  public IMessageData {
            
            MarketDataRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDataRequest_TYPE;
            }
            MDReqID mDReqID;
            SubscriptionRequestType subscriptionRequestType;
            PartiesObject parties;
            MarketDepth marketDepth;
            MDUpdateType mDUpdateType;
            AggregatedBook aggregatedBook;
            OpenCloseSettlFlag openCloseSettlFlag;
            Scope scope;
            MDImplicitDelete mDImplicitDelete;
            MDReqGrpObject mDReqGrp;
            InstrmtMDReqGrpObject instrmtMDReqGrp;
            TrdgSesGrpObject trdgSesGrp;
            ApplQueueAction applQueueAction;
            ApplQueueMax applQueueMax;
            MDQuoteType mDQuoteType;
        
        };
        
        struct MarketDataSnapshotFullRefreshData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDataSnapshotFullRefresh_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            TotNumReports totNumReports;
            MDReportID mDReportID;
            ClearingBusinessDate clearingBusinessDate;
            MDBookType mDBookType;
            MDSubBookType mDSubBookType;
            MarketDepth marketDepth;
            MDFeedType mDFeedType;
            RefreshIndicator refreshIndicator;
            TradeDate tradeDate;
            MDReqID mDReqID;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            FinancialStatus financialStatus;
            CorporateAction corporateAction;
            NetChgPrevDay netChgPrevDay;
            MDFullGrpObject mDFullGrp;
            ApplQueueDepth applQueueDepth;
            ApplQueueResolution applQueueResolution;
            RoutingGrpObject routingGrp;
            MDStreamID mDStreamID;
        
        };
        
        struct MarketDataIncrementalRefreshData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDataIncrementalRefresh_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            MDBookType mDBookType;
            MDFeedType mDFeedType;
            TradeDate tradeDate;
            MDReqID mDReqID;
            MDIncGrpObject mDIncGrp;
            ApplQueueDepth applQueueDepth;
            ApplQueueResolution applQueueResolution;
            RoutingGrpObject routingGrp;
        
        };
        
        struct MarketDataRequestRejectData :  public IMessageData {
            
            MarketDataRequestRejectData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDataRequestReject_TYPE;
            }
            MDReqID mDReqID;
            PartiesObject parties;
            MDReqRejReason mDReqRejReason;
            MDRjctGrpObject mDRjctGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct QuoteCancelData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteCancel_TYPE;
            }
            QuoteReqID quoteReqID;
            QuoteID quoteID;
            QuoteMsgID quoteMsgID;
            QuoteCancelType quoteCancelType;
            QuoteResponseLevel quoteResponseLevel;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            QuotCxlEntriesGrpObject quotCxlEntriesGrp;
            QuoteType quoteType;
            TargetPartiesObject targetParties;
        
        };
        
        struct QuoteStatusRequestData :  public IMessageData {
            
            QuoteStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteStatusRequest_TYPE;
            }
            QuoteStatusReqID quoteStatusReqID;
            QuoteID quoteID;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SubscriptionRequestType subscriptionRequestType;
            TargetPartiesObject targetParties;
        
        };
        
        struct MassQuoteAcknowledgementData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MassQuoteAcknowledgement_TYPE;
            }
            QuoteReqID quoteReqID;
            QuoteID quoteID;
            QuoteStatus quoteStatus;
            QuoteRejectReason quoteRejectReason;
            QuoteResponseLevel quoteResponseLevel;
            QuoteType quoteType;
            QuoteCancelType quoteCancelType;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            QuotSetAckGrpObject quotSetAckGrp;
            TargetPartiesObject targetParties;
        
        };
        
        struct SecurityDefinitionRequestData :  public IMessageData {
            
            SecurityDefinitionRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityDefinitionRequest_TYPE;
            }
            SecurityReqID securityReqID;
            SecurityRequestType securityRequestType;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            UndInstrmtGrpObject undInstrmtGrp;
            Currency currency;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            StipulationsObject stipulations;
            InstrmtLegGrpObject instrmtLegGrp;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            ExpirationCycle expirationCycle;
            SubscriptionRequestType subscriptionRequestType;
        
        };
        
        struct SecurityDefinitionData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityDefinition_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReportID securityReportID;
            ClearingBusinessDate clearingBusinessDate;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityResponseType securityResponseType;
            CorporateAction corporateAction;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            UndInstrmtGrpObject undInstrmtGrp;
            Currency currency;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            StipulationsObject stipulations;
            InstrmtLegGrpObject instrmtLegGrp;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            MarketSegmentGrpObject marketSegmentGrp;
            TransactTime transactTime;
        
        };
        
        struct SecurityStatusRequestData :  public IMessageData {
            
            SecurityStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityStatusRequest_TYPE;
            }
            SecurityStatusReqID securityStatusReqID;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Currency currency;
            SubscriptionRequestType subscriptionRequestType;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
        
        };
        
        struct SecurityStatusData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityStatus_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityStatusReqID securityStatusReqID;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Currency currency;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            UnsolicitedIndicator unsolicitedIndicator;
            SecurityTradingStatus securityTradingStatus;
            SecurityTradingEvent securityTradingEvent;
            FinancialStatus financialStatus;
            CorporateAction corporateAction;
            HaltReasonInt haltReasonInt;
            InViewOfCommon inViewOfCommon;
            DueToRelated dueToRelated;
            MDBookType mDBookType;
            MarketDepth marketDepth;
            BuyVolume buyVolume;
            SellVolume sellVolume;
            HighPx highPx;
            LowPx lowPx;
            LastPx lastPx;
            TransactTime transactTime;
            Adjustment adjustment;
            FirstPx firstPx;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct TradingSessionStatusRequestData :  public IMessageData {
            
            TradingSessionStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradingSessionStatusRequest_TYPE;
            }
            TradSesReqID tradSesReqID;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            TradSesMethod tradSesMethod;
            TradSesMode tradSesMode;
            SubscriptionRequestType subscriptionRequestType;
            SecurityExchange securityExchange;
        
        };
        
        struct TradingSessionStatusData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradingSessionStatus_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            TradSesReqID tradSesReqID;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            TradSesMethod tradSesMethod;
            TradSesMode tradSesMode;
            UnsolicitedIndicator unsolicitedIndicator;
            TradSesStatus tradSesStatus;
            TradSesEvent tradSesEvent;
            TradSesStatusRejReason tradSesStatusRejReason;
            TradSesStartTime tradSesStartTime;
            TradSesOpenTime tradSesOpenTime;
            TradSesPreCloseTime tradSesPreCloseTime;
            TradSesCloseTime tradSesCloseTime;
            TradSesEndTime tradSesEndTime;
            TotalVolumeTraded totalVolumeTraded;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            InstrumentObject instrument;
        
        };
        
        struct MassQuoteData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MassQuote_TYPE;
            }
            QuoteReqID quoteReqID;
            QuoteID quoteID;
            QuoteType quoteType;
            QuoteResponseLevel quoteResponseLevel;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DefBidSize defBidSize;
            DefOfferSize defOfferSize;
            QuotSetGrpObject quotSetGrp;
        
        };
        
        struct BusinessMessageRejectData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::BusinessMessageReject_TYPE;
            }
            RefSeqNum refSeqNum;
            RefMsgType refMsgType;
            RefApplVerID refApplVerID;
            RefApplExtID refApplExtID;
            RefCstmApplVerID refCstmApplVerID;
            BusinessRejectRefID businessRejectRefID;
            BusinessRejectReason businessRejectReason;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct BidRequestData :  public IMessageData {
            
            BidRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::BidRequest_TYPE;
            }
            BidID bidID;
            ClientBidID clientBidID;
            BidRequestTransType bidRequestTransType;
            ListName listName;
            TotNoRelatedSym totNoRelatedSym;
            BidType bidType;
            NumTickets numTickets;
            Currency currency;
            SideValue1 sideValue1;
            SideValue2 sideValue2;
            BidDescReqGrpObject bidDescReqGrp;
            BidCompReqGrpObject bidCompReqGrp;
            LiquidityIndType liquidityIndType;
            WtAverageLiquidity wtAverageLiquidity;
            ExchangeForPhysical exchangeForPhysical;
            OutMainCntryUIndex outMainCntryUIndex;
            CrossPercent crossPercent;
            ProgRptReqs progRptReqs;
            ProgPeriodInterval progPeriodInterval;
            IncTaxInd incTaxInd;
            ForexReq forexReq;
            NumBidders numBidders;
            TradeDate tradeDate;
            BidTradeType bidTradeType;
            BasisPxType basisPxType;
            StrikeTime strikeTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct BidResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::BidResponse_TYPE;
            }
            BidID bidID;
            ClientBidID clientBidID;
            BidCompRspGrpObject bidCompRspGrp;
        
        };
        
        struct ListStrikePriceData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ListStrikePrice_TYPE;
            }
            ListID listID;
            TotNoStrikes totNoStrikes;
            LastFragment lastFragment;
            InstrmtStrkPxGrpObject instrmtStrkPxGrp;
        
        };
        
        struct RegistrationInstructionsData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::RegistrationInstructions_TYPE;
            }
            RegistID registID;
            RegistTransType registTransType;
            RegistRefID registRefID;
            ClOrdID clOrdID;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            RegistAcctType registAcctType;
            TaxAdvantageType taxAdvantageType;
            OwnershipType ownershipType;
            RgstDtlsGrpObject rgstDtlsGrp;
            RgstDistInstGrpObject rgstDistInstGrp;
        
        };
        
        struct RegistrationInstructionsResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::RegistrationInstructionsResponse_TYPE;
            }
            RegistID registID;
            RegistTransType registTransType;
            RegistRefID registRefID;
            ClOrdID clOrdID;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            RegistStatus registStatus;
            RegistRejReasonCode registRejReasonCode;
            RegistRejReasonText registRejReasonText;
        
        };
        
        struct OrderMassCancelRequestData :  public IMessageData {
            
            OrderMassCancelRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderMassCancelRequest_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            MassCancelRequestType massCancelRequestType;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PartiesObject parties;
            InstrumentObject instrument;
            UnderlyingInstrumentObject underlyingInstrument;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            Side side;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TargetPartiesObject targetParties;
        
        };
        
        struct OrderMassCancelReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderMassCancelReport_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            OrderID orderID;
            MassActionReportID massActionReportID;
            SecondaryOrderID secondaryOrderID;
            MassCancelRequestType massCancelRequestType;
            MassCancelResponse massCancelResponse;
            MassCancelRejectReason massCancelRejectReason;
            TotalAffectedOrders totalAffectedOrders;
            AffectedOrdGrpObject affectedOrdGrp;
            NotAffectedOrdersGrpObject notAffectedOrdersGrp;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PartiesObject parties;
            InstrumentObject instrument;
            UnderlyingInstrumentObject underlyingInstrument;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            Side side;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TargetPartiesObject targetParties;
        
        };
        
        struct NewOrderCrossData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NewOrderCross_TYPE;
            }
            CrossID crossID;
            CrossType crossType;
            CrossPrioritization crossPrioritization;
            RootPartiesObject rootParties;
            SideCrossOrdModGrpObject sideCrossOrdModGrp;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            SettlType settlType;
            SettlDate settlDate;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            ProcessCode processCode;
            PrevClosePx prevClosePx;
            LocateReqd locateReqd;
            TransactTime transactTime;
            TransBkdTime transBkdTime;
            StipulationsObject stipulations;
            OrdType ordType;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            Currency currency;
            ComplianceID complianceID;
            IOIID iOIID;
            QuoteID quoteID;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            MaxShow maxShow;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            ParticipationRate participationRate;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
        
        };
        
        struct CrossOrderCancelReplaceRequestData :  public IMessageData {
            
            CrossOrderCancelReplaceRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CrossOrderCancelReplaceRequest_TYPE;
            }
            OrderID orderID;
            CrossID crossID;
            OrigCrossID origCrossID;
            HostCrossID hostCrossID;
            CrossType crossType;
            CrossPrioritization crossPrioritization;
            RootPartiesObject rootParties;
            SideCrossOrdModGrpObject sideCrossOrdModGrp;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            SettlType settlType;
            SettlDate settlDate;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            ProcessCode processCode;
            PrevClosePx prevClosePx;
            LocateReqd locateReqd;
            TransactTime transactTime;
            TransBkdTime transBkdTime;
            StipulationsObject stipulations;
            OrdType ordType;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            Currency currency;
            ComplianceID complianceID;
            IOIID iOIID;
            QuoteID quoteID;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            MaxShow maxShow;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            ParticipationRate participationRate;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
        
        };
        
        struct CrossOrderCancelRequestData :  public IMessageData {
            
            CrossOrderCancelRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CrossOrderCancelRequest_TYPE;
            }
            OrderID orderID;
            CrossID crossID;
            OrigCrossID origCrossID;
            HostCrossID hostCrossID;
            CrossType crossType;
            CrossPrioritization crossPrioritization;
            RootPartiesObject rootParties;
            SideCrossOrdCxlGrpObject sideCrossOrdCxlGrp;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            TransactTime transactTime;
        
        };
        
        struct SecurityTypeRequestData :  public IMessageData {
            
            SecurityTypeRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityTypeRequest_TYPE;
            }
            SecurityReqID securityReqID;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            Product product;
            SecurityType securityType;
            SecuritySubType securitySubType;
        
        };
        
        struct SecurityTypesData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityTypes_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityResponseType securityResponseType;
            TotNoSecurityTypes totNoSecurityTypes;
            LastFragment lastFragment;
            SecTypesGrpObject secTypesGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SubscriptionRequestType subscriptionRequestType;
        
        };
        
        struct SecurityListRequestData :  public IMessageData {
            
            SecurityListRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityListRequest_TYPE;
            }
            SecurityReqID securityReqID;
            SecurityListRequestType securityListRequestType;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Currency currency;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SubscriptionRequestType subscriptionRequestType;
            SecurityListID securityListID;
            SecurityListType securityListType;
            SecurityListTypeSource securityListTypeSource;
        
        };
        
        struct SecurityListData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityList_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReportID securityReportID;
            ClearingBusinessDate clearingBusinessDate;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityRequestResult securityRequestResult;
            TotNoRelatedSym totNoRelatedSym;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            LastFragment lastFragment;
            SecListGrpObject secListGrp;
            SecurityListID securityListID;
            SecurityListRefID securityListRefID;
            SecurityListDesc securityListDesc;
            EncodedSecurityListDescLen encodedSecurityListDescLen;
            EncodedSecurityListDesc encodedSecurityListDesc;
            SecurityListType securityListType;
            SecurityListTypeSource securityListTypeSource;
            TransactTime transactTime;
        
        };
        
        struct DerivativeSecurityListRequestData :  public IMessageData {
            
            DerivativeSecurityListRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::DerivativeSecurityListRequest_TYPE;
            }
            SecurityReqID securityReqID;
            SecurityListRequestType securityListRequestType;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            UnderlyingInstrumentObject underlyingInstrument;
            DerivativeInstrumentObject derivativeInstrument;
            SecuritySubType securitySubType;
            Currency currency;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SubscriptionRequestType subscriptionRequestType;
        
        };
        
        struct DerivativeSecurityListData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::DerivativeSecurityList_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityRequestResult securityRequestResult;
            UnderlyingInstrumentObject underlyingInstrument;
            DerivativeSecurityDefinitionObject derivativeSecurityDefinition;
            TotNoRelatedSym totNoRelatedSym;
            LastFragment lastFragment;
            RelSymDerivSecGrpObject relSymDerivSecGrp;
            SecurityReportID securityReportID;
            ClearingBusinessDate clearingBusinessDate;
            TransactTime transactTime;
        
        };
        
        struct NewOrderMultilegData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NewOrderMultileg_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            PartiesObject parties;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DayBookingInst dayBookingInst;
            BookingUnit bookingUnit;
            PreallocMethod preallocMethod;
            AllocID allocID;
            PreAllocMlegGrpObject preAllocMlegGrp;
            SettlType settlType;
            SettlDate settlDate;
            CashMargin cashMargin;
            ClearingFeeIndicator clearingFeeIndicator;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            ProcessCode processCode;
            Side side;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            PrevClosePx prevClosePx;
            SwapPoints swapPoints;
            LegOrdGrpObject legOrdGrp;
            LocateReqd locateReqd;
            TransactTime transactTime;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            OrdType ordType;
            MultilegModel multilegModel;
            MultilegPriceMethod multilegPriceMethod;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            Currency currency;
            ComplianceID complianceID;
            SolicitedFlag solicitedFlag;
            IOIID iOIID;
            QuoteID quoteID;
            RefOrderID refOrderID;
            RefOrderIDSource refOrderIDSource;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            CommissionDataObject commissionData;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            PreTradeAnonymity preTradeAnonymity;
            CustOrderCapacity custOrderCapacity;
            ForexReq forexReq;
            SettlCurrency settlCurrency;
            BookingType bookingType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            PositionEffect positionEffect;
            CoveredOrUncovered coveredOrUncovered;
            MaxShow maxShow;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            RiskFreeRate riskFreeRate;
            ParticipationRate participationRate;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
            MultiLegRptTypeReq multiLegRptTypeReq;
        
        };
        
        struct MultilegOrderCancelReplaceData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MultilegOrderCancelReplace_TYPE;
            }
            OrderID orderID;
            OrigClOrdID origClOrdID;
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            ClOrdLinkID clOrdLinkID;
            OrigOrdModTime origOrdModTime;
            PartiesObject parties;
            TradeOriginationDate tradeOriginationDate;
            TradeDate tradeDate;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            DayBookingInst dayBookingInst;
            BookingUnit bookingUnit;
            PreallocMethod preallocMethod;
            AllocID allocID;
            PreAllocMlegGrpObject preAllocMlegGrp;
            SettlType settlType;
            SettlDate settlDate;
            CashMargin cashMargin;
            ClearingFeeIndicator clearingFeeIndicator;
            HandlInst handlInst;
            ExecInst execInst;
            MinQty minQty;
            MatchIncrement matchIncrement;
            MaxPriceLevels maxPriceLevels;
            DisplayInstructionObject displayInstruction;
            MaxFloor maxFloor;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            TrdgSesGrpObject trdgSesGrp;
            ProcessCode processCode;
            Side side;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            PrevClosePx prevClosePx;
            SwapPoints swapPoints;
            LegOrdGrpObject legOrdGrp;
            LocateReqd locateReqd;
            TransactTime transactTime;
            QtyType qtyType;
            OrderQtyDataObject orderQtyData;
            OrdType ordType;
            MultilegModel multilegModel;
            MultilegPriceMethod multilegPriceMethod;
            PriceType priceType;
            Price price;
            PriceProtectionScope priceProtectionScope;
            StopPx stopPx;
            TriggeringInstructionObject triggeringInstruction;
            Currency currency;
            ComplianceID complianceID;
            SolicitedFlag solicitedFlag;
            IOIID iOIID;
            QuoteID quoteID;
            TimeInForce timeInForce;
            EffectiveTime effectiveTime;
            ExpireDate expireDate;
            ExpireTime expireTime;
            GTBookingInst gTBookingInst;
            CommissionDataObject commissionData;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            PreTradeAnonymity preTradeAnonymity;
            CustOrderCapacity custOrderCapacity;
            ForexReq forexReq;
            SettlCurrency settlCurrency;
            BookingType bookingType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            PositionEffect positionEffect;
            CoveredOrUncovered coveredOrUncovered;
            MaxShow maxShow;
            PegInstructionsObject pegInstructions;
            DiscretionInstructionsObject discretionInstructions;
            TargetStrategy targetStrategy;
            StrategyParametersGrpObject strategyParametersGrp;
            TargetStrategyParameters targetStrategyParameters;
            RiskFreeRate riskFreeRate;
            ParticipationRate participationRate;
            CancellationRights cancellationRights;
            MoneyLaunderingStatus moneyLaunderingStatus;
            RegistID registID;
            Designation designation;
            MultiLegRptTypeReq multiLegRptTypeReq;
        
        };
        
        struct TradeCaptureReportRequestData :  public IMessageData {
            
            TradeCaptureReportRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradeCaptureReportRequest_TYPE;
            }
            TradeRequestID tradeRequestID;
            TradeID tradeID;
            SecondaryTradeID secondaryTradeID;
            FirmTradeID firmTradeID;
            SecondaryFirmTradeID secondaryFirmTradeID;
            TradeRequestType tradeRequestType;
            SubscriptionRequestType subscriptionRequestType;
            TradeReportID tradeReportID;
            SecondaryTradeReportID secondaryTradeReportID;
            ExecID execID;
            ExecType execType;
            OrderID orderID;
            ClOrdID clOrdID;
            MatchStatus matchStatus;
            TrdType trdType;
            TrdSubType trdSubType;
            TradeHandlingInstr tradeHandlingInstr;
            TransferReason transferReason;
            SecondaryTrdType secondaryTrdType;
            TradeLinkID tradeLinkID;
            TrdMatchID trdMatchID;
            PartiesObject parties;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            TrdCapDtGrpObject trdCapDtGrp;
            ClearingBusinessDate clearingBusinessDate;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            TimeBracket timeBracket;
            Side side;
            MultiLegReportingType multiLegReportingType;
            TradeInputSource tradeInputSource;
            TradeInputDevice tradeInputDevice;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            MessageEventSource messageEventSource;
        
        };
        
        struct TradeCaptureReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradeCaptureReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            TradeReportID tradeReportID;
            TradeID tradeID;
            SecondaryTradeID secondaryTradeID;
            FirmTradeID firmTradeID;
            SecondaryFirmTradeID secondaryFirmTradeID;
            TradeReportTransType tradeReportTransType;
            TradeReportType tradeReportType;
            TrdRptStatus trdRptStatus;
            TradeRequestID tradeRequestID;
            TrdType trdType;
            TrdSubType trdSubType;
            SecondaryTrdType secondaryTrdType;
            TradeHandlingInstr tradeHandlingInstr;
            OrigTradeHandlingInstr origTradeHandlingInstr;
            OrigTradeDate origTradeDate;
            OrigTradeID origTradeID;
            OrigSecondaryTradeID origSecondaryTradeID;
            TransferReason transferReason;
            ExecType execType;
            TotNumTradeReports totNumTradeReports;
            LastRptRequested lastRptRequested;
            UnsolicitedIndicator unsolicitedIndicator;
            SubscriptionRequestType subscriptionRequestType;
            TradeReportRefID tradeReportRefID;
            SecondaryTradeReportRefID secondaryTradeReportRefID;
            SecondaryTradeReportID secondaryTradeReportID;
            TradeLinkID tradeLinkID;
            TrdMatchID trdMatchID;
            ExecID execID;
            SecondaryExecID secondaryExecID;
            ExecRestatementReason execRestatementReason;
            PreviouslyReported previouslyReported;
            PriceType priceType;
            RootPartiesObject rootParties;
            AsOfIndicator asOfIndicator;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            QtyType qtyType;
            YieldDataObject yieldData;
            UndInstrmtGrpObject undInstrmtGrp;
            UnderlyingTradingSessionID underlyingTradingSessionID;
            UnderlyingTradingSessionSubID underlyingTradingSessionSubID;
            LastQty lastQty;
            LastPx lastPx;
            CalculatedCcyLastQty calculatedCcyLastQty;
            Currency currency;
            SettlCurrency settlCurrency;
            LastParPx lastParPx;
            LastSpotRate lastSpotRate;
            LastForwardPoints lastForwardPoints;
            LastSwapPoints lastSwapPoints;
            LastMkt lastMkt;
            TradeDate tradeDate;
            ClearingBusinessDate clearingBusinessDate;
            AvgPx avgPx;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            AvgPxIndicator avgPxIndicator;
            PositionAmountDataObject positionAmountData;
            MultiLegReportingType multiLegReportingType;
            TradeLegRefID tradeLegRefID;
            TrdInstrmtLegGrpObject trdInstrmtLegGrp;
            TransactTime transactTime;
            TrdRegTimestampsObject trdRegTimestamps;
            SettlType settlType;
            SettlDate settlDate;
            UnderlyingSettlementDate underlyingSettlementDate;
            MatchStatus matchStatus;
            MatchType matchType;
            TrdCapRptSideGrpObject trdCapRptSideGrp;
            Volatility volatility;
            DividendYield dividendYield;
            RiskFreeRate riskFreeRate;
            CurrencyRatio currencyRatio;
            CopyMsgIndicator copyMsgIndicator;
            TrdRepIndicatorsGrpObject trdRepIndicatorsGrp;
            PublishTrdIndicator publishTrdIndicator;
            TradePublishIndicator tradePublishIndicator;
            ShortSaleReason shortSaleReason;
            TierCode tierCode;
            MessageEventSource messageEventSource;
            LastUpdateTime lastUpdateTime;
            RndPx rndPx;
            TZTransactTime tZTransactTime;
            ReportedPxDiff reportedPxDiff;
            GrossTradeAmt grossTradeAmt;
            RejectText rejectText;
            FeeMultiplier feeMultiplier;
            VenueType venueType;
            MarketSegmentID marketSegmentID;
            MarketID marketID;
        
        };
        
        struct OrderMassStatusRequestData :  public IMessageData {
            
            OrderMassStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderMassStatusRequest_TYPE;
            }
            MassStatusReqID massStatusReqID;
            MassStatusReqType massStatusReqType;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            InstrumentObject instrument;
            UnderlyingInstrumentObject underlyingInstrument;
            Side side;
            TargetPartiesObject targetParties;
        
        };
        
        struct QuoteRequestRejectData :  public IMessageData {
            
            QuoteRequestRejectData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteRequestReject_TYPE;
            }
            QuoteReqID quoteReqID;
            RFQReqID rFQReqID;
            QuoteRequestRejectReason quoteRequestRejectReason;
            PrivateQuote privateQuote;
            RespondentType respondentType;
            PreTradeAnonymity preTradeAnonymity;
            RootPartiesObject rootParties;
            QuotReqRjctGrpObject quotReqRjctGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct RFQRequestData :  public IMessageData {
            
            RFQRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::RFQRequest_TYPE;
            }
            RFQReqID rFQReqID;
            PartiesObject parties;
            RFQReqGrpObject rFQReqGrp;
            SubscriptionRequestType subscriptionRequestType;
            PrivateQuote privateQuote;
        
        };
        
        struct QuoteStatusReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteStatusReport_TYPE;
            }
            QuoteStatusReqID quoteStatusReqID;
            QuoteReqID quoteReqID;
            QuoteID quoteID;
            QuoteMsgID quoteMsgID;
            QuoteRespID quoteRespID;
            QuoteType quoteType;
            QuoteCancelType quoteCancelType;
            PartiesObject parties;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            OrderQtyDataObject orderQtyData;
            SettlType settlType;
            SettlDate settlDate;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            Currency currency;
            StipulationsObject stipulations;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            LegQuotStatGrpObject legQuotStatGrp;
            QuotQualGrpObject quotQualGrp;
            ExpireTime expireTime;
            Price price;
            PriceType priceType;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            BidPx bidPx;
            OfferPx offerPx;
            MktBidPx mktBidPx;
            MktOfferPx mktOfferPx;
            MinBidSize minBidSize;
            BidSize bidSize;
            MinOfferSize minOfferSize;
            OfferSize offerSize;
            MinQty minQty;
            ValidUntilTime validUntilTime;
            BidSpotRate bidSpotRate;
            OfferSpotRate offerSpotRate;
            BidForwardPoints bidForwardPoints;
            OfferForwardPoints offerForwardPoints;
            MidPx midPx;
            BidYield bidYield;
            MidYield midYield;
            OfferYield offerYield;
            TransactTime transactTime;
            OrdType ordType;
            BidForwardPoints2 bidForwardPoints2;
            OfferForwardPoints2 offerForwardPoints2;
            SettlCurrBidFxRate settlCurrBidFxRate;
            SettlCurrOfferFxRate settlCurrOfferFxRate;
            SettlCurrFxRateCalc settlCurrFxRateCalc;
            CommType commType;
            Commission commission;
            CustOrderCapacity custOrderCapacity;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            QuoteStatus quoteStatus;
            QuoteRejectReason quoteRejectReason;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            BookingType bookingType;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            TargetPartiesObject targetParties;
        
        };
        
        struct QuoteResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::QuoteResponse_TYPE;
            }
            QuoteRespID quoteRespID;
            QuoteID quoteID;
            QuoteMsgID quoteMsgID;
            QuoteRespType quoteRespType;
            ClOrdID clOrdID;
            OrderCapacity orderCapacity;
            OrderRestrictions orderRestrictions;
            IOIID iOIID;
            QuoteType quoteType;
            PreTradeAnonymity preTradeAnonymity;
            QuotQualGrpObject quotQualGrp;
            PartiesObject parties;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            Side side;
            OrderQtyDataObject orderQtyData;
            MinQty minQty;
            SettlType settlType;
            SettlDate settlDate;
            SettlDate2 settlDate2;
            OrderQty2 orderQty2;
            Currency currency;
            StipulationsObject stipulations;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            LegQuotGrpObject legQuotGrp;
            BidPx bidPx;
            OfferPx offerPx;
            MktBidPx mktBidPx;
            MktOfferPx mktOfferPx;
            MinBidSize minBidSize;
            BidSize bidSize;
            MinOfferSize minOfferSize;
            OfferSize offerSize;
            ValidUntilTime validUntilTime;
            BidSpotRate bidSpotRate;
            OfferSpotRate offerSpotRate;
            BidForwardPoints bidForwardPoints;
            OfferForwardPoints offerForwardPoints;
            MidPx midPx;
            BidYield bidYield;
            MidYield midYield;
            OfferYield offerYield;
            TransactTime transactTime;
            OrdType ordType;
            BidForwardPoints2 bidForwardPoints2;
            OfferForwardPoints2 offerForwardPoints2;
            SettlCurrBidFxRate settlCurrBidFxRate;
            SettlCurrOfferFxRate settlCurrOfferFxRate;
            SettlCurrFxRateCalc settlCurrFxRateCalc;
            Commission commission;
            CommType commType;
            CustOrderCapacity custOrderCapacity;
            ExDestination exDestination;
            ExDestinationIDSource exDestinationIDSource;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            Price price;
            PriceType priceType;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
        
        };
        
        struct ConfirmationData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::Confirmation_TYPE;
            }
            ConfirmID confirmID;
            ConfirmRefID confirmRefID;
            ConfirmReqID confirmReqID;
            ConfirmTransType confirmTransType;
            ConfirmType confirmType;
            CopyMsgIndicator copyMsgIndicator;
            LegalConfirm legalConfirm;
            ConfirmStatus confirmStatus;
            PartiesObject parties;
            OrdAllocGrpObject ordAllocGrp;
            AllocID allocID;
            SecondaryAllocID secondaryAllocID;
            IndividualAllocID individualAllocID;
            TransactTime transactTime;
            TradeDate tradeDate;
            TrdRegTimestampsObject trdRegTimestamps;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            YieldDataObject yieldData;
            AllocQty allocQty;
            QtyType qtyType;
            Side side;
            Currency currency;
            LastMkt lastMkt;
            CpctyConfGrpObject cpctyConfGrp;
            AllocAccount allocAccount;
            AllocAcctIDSource allocAcctIDSource;
            AllocAccountType allocAccountType;
            AvgPx avgPx;
            AvgPxPrecision avgPxPrecision;
            PriceType priceType;
            AvgParPx avgParPx;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            ReportedPx reportedPx;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            ProcessCode processCode;
            GrossTradeAmt grossTradeAmt;
            NumDaysInterest numDaysInterest;
            ExDate exDate;
            AccruedInterestRate accruedInterestRate;
            AccruedInterestAmt accruedInterestAmt;
            InterestAtMaturity interestAtMaturity;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            Concession concession;
            TotalTakedown totalTakedown;
            NetMoney netMoney;
            MaturityNetMoney maturityNetMoney;
            SettlCurrAmt settlCurrAmt;
            SettlCurrency settlCurrency;
            SettlCurrFxRate settlCurrFxRate;
            SettlCurrFxRateCalc settlCurrFxRateCalc;
            SettlType settlType;
            SettlDate settlDate;
            SettlInstructionsDataObject settlInstructionsData;
            CommissionDataObject commissionData;
            SharedCommission sharedCommission;
            StipulationsObject stipulations;
            MiscFeesGrpObject miscFeesGrp;
        
        };
        
        struct PositionMaintenanceRequestData :  public IMessageData {
            
            PositionMaintenanceRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::PositionMaintenanceRequest_TYPE;
            }
            PosReqID posReqID;
            PosTransType posTransType;
            PosMaintAction posMaintAction;
            OrigPosReqRefID origPosReqRefID;
            PosMaintRptRefID posMaintRptRefID;
            ClearingBusinessDate clearingBusinessDate;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            InstrumentObject instrument;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            TrdgSesGrpObject trdgSesGrp;
            TransactTime transactTime;
            PositionQtyObject positionQty;
            PositionAmountDataObject positionAmountData;
            AdjustmentType adjustmentType;
            ContraryInstructionIndicator contraryInstructionIndicator;
            PriorSpreadIndicator priorSpreadIndicator;
            ThresholdAmount thresholdAmount;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            SettlCurrency settlCurrency;
        
        };
        
        struct PositionMaintenanceReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::PositionMaintenanceReport_TYPE;
            }
            PosMaintRptID posMaintRptID;
            PosTransType posTransType;
            PosReqID posReqID;
            PosMaintAction posMaintAction;
            OrigPosReqRefID origPosReqRefID;
            PosMaintStatus posMaintStatus;
            PosMaintResult posMaintResult;
            ClearingBusinessDate clearingBusinessDate;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            PosMaintRptRefID posMaintRptRefID;
            InstrumentObject instrument;
            Currency currency;
            SettlCurrency settlCurrency;
            ContraryInstructionIndicator contraryInstructionIndicator;
            PriorSpreadIndicator priorSpreadIndicator;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            TrdgSesGrpObject trdgSesGrp;
            TransactTime transactTime;
            PositionQtyObject positionQty;
            PositionAmountDataObject positionAmountData;
            AdjustmentType adjustmentType;
            ThresholdAmount thresholdAmount;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct RequestForPositionsData :  public IMessageData {
            
            RequestForPositionsData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::RequestForPositions_TYPE;
            }
            PosReqID posReqID;
            PosReqType posReqType;
            MatchStatus matchStatus;
            SubscriptionRequestType subscriptionRequestType;
            SettlCurrency settlCurrency;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            InstrumentObject instrument;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            ClearingBusinessDate clearingBusinessDate;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            TrdgSesGrpObject trdgSesGrp;
            TransactTime transactTime;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct RequestForPositionsAckData :  public IMessageData {
            
            RequestForPositionsAckData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::RequestForPositionsAck_TYPE;
            }
            PosMaintRptID posMaintRptID;
            PosReqID posReqID;
            TotalNumPosReports totalNumPosReports;
            UnsolicitedIndicator unsolicitedIndicator;
            PosReqResult posReqResult;
            PosReqStatus posReqStatus;
            PosReqType posReqType;
            MatchStatus matchStatus;
            ClearingBusinessDate clearingBusinessDate;
            SubscriptionRequestType subscriptionRequestType;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            SettlCurrency settlCurrency;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            InstrumentObject instrument;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct PositionReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::PositionReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            PosMaintRptID posMaintRptID;
            PosReqID posReqID;
            PosReqType posReqType;
            SubscriptionRequestType subscriptionRequestType;
            TotalNumPosReports totalNumPosReports;
            PosReqResult posReqResult;
            UnsolicitedIndicator unsolicitedIndicator;
            ClearingBusinessDate clearingBusinessDate;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            PriceType priceType;
            SettlCurrency settlCurrency;
            MessageEventSource messageEventSource;
            PartiesObject parties;
            Account account;
            AcctIDSource acctIDSource;
            AccountType accountType;
            InstrumentObject instrument;
            Currency currency;
            SettlPrice settlPrice;
            SettlPriceType settlPriceType;
            PriorSettlPrice priorSettlPrice;
            MatchStatus matchStatus;
            InstrmtLegGrpObject instrmtLegGrp;
            PosUndInstrmtGrpObject posUndInstrmtGrp;
            PositionQtyObject positionQty;
            PositionAmountDataObject positionAmountData;
            RegistStatus registStatus;
            DeliveryDate deliveryDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            ModelType modelType;
            PriceDelta priceDelta;
        
        };
        
        struct TradeCaptureReportRequestAckData :  public IMessageData {
            
            TradeCaptureReportRequestAckData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradeCaptureReportRequestAck_TYPE;
            }
            TradeRequestID tradeRequestID;
            TradeID tradeID;
            SecondaryTradeID secondaryTradeID;
            FirmTradeID firmTradeID;
            SecondaryFirmTradeID secondaryFirmTradeID;
            TradeRequestType tradeRequestType;
            SubscriptionRequestType subscriptionRequestType;
            TotNumTradeReports totNumTradeReports;
            TradeRequestResult tradeRequestResult;
            TradeRequestStatus tradeRequestStatus;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            MultiLegReportingType multiLegReportingType;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            MessageEventSource messageEventSource;
        
        };
        
        struct TradeCaptureReportAckData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradeCaptureReportAck_TYPE;
            }
            TradeReportID tradeReportID;
            TradeID tradeID;
            SecondaryTradeID secondaryTradeID;
            FirmTradeID firmTradeID;
            SecondaryFirmTradeID secondaryFirmTradeID;
            TradeReportTransType tradeReportTransType;
            TradeReportType tradeReportType;
            TrdType trdType;
            TrdSubType trdSubType;
            SecondaryTrdType secondaryTrdType;
            TradeHandlingInstr tradeHandlingInstr;
            OrigTradeHandlingInstr origTradeHandlingInstr;
            OrigTradeDate origTradeDate;
            OrigTradeID origTradeID;
            OrigSecondaryTradeID origSecondaryTradeID;
            TransferReason transferReason;
            RootPartiesObject rootParties;
            ExecType execType;
            TradeReportRefID tradeReportRefID;
            SecondaryTradeReportRefID secondaryTradeReportRefID;
            TrdRptStatus trdRptStatus;
            TradeReportRejectReason tradeReportRejectReason;
            SecondaryTradeReportID secondaryTradeReportID;
            SubscriptionRequestType subscriptionRequestType;
            TradeLinkID tradeLinkID;
            TrdMatchID trdMatchID;
            ExecID execID;
            SecondaryExecID secondaryExecID;
            ExecRestatementReason execRestatementReason;
            PreviouslyReported previouslyReported;
            PriceType priceType;
            UnderlyingTradingSessionID underlyingTradingSessionID;
            UnderlyingTradingSessionSubID underlyingTradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            QtyType qtyType;
            LastQty lastQty;
            LastPx lastPx;
            InstrumentObject instrument;
            LastParPx lastParPx;
            CalculatedCcyLastQty calculatedCcyLastQty;
            LastSwapPoints lastSwapPoints;
            Currency currency;
            SettlCurrency settlCurrency;
            LastSpotRate lastSpotRate;
            LastForwardPoints lastForwardPoints;
            LastMkt lastMkt;
            TradeDate tradeDate;
            ClearingBusinessDate clearingBusinessDate;
            AvgPx avgPx;
            AvgPxIndicator avgPxIndicator;
            MultiLegReportingType multiLegReportingType;
            TradeLegRefID tradeLegRefID;
            TransactTime transactTime;
            SettlType settlType;
            UndInstrmtGrpObject undInstrmtGrp;
            MatchStatus matchStatus;
            MatchType matchType;
            CopyMsgIndicator copyMsgIndicator;
            TrdRepIndicatorsGrpObject trdRepIndicatorsGrp;
            PublishTrdIndicator publishTrdIndicator;
            TradePublishIndicator tradePublishIndicator;
            ShortSaleReason shortSaleReason;
            TrdInstrmtLegGrpObject trdInstrmtLegGrp;
            TrdRegTimestampsObject trdRegTimestamps;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            AsOfIndicator asOfIndicator;
            ClearingFeeIndicator clearingFeeIndicator;
            PositionAmountDataObject positionAmountData;
            TierCode tierCode;
            MessageEventSource messageEventSource;
            LastUpdateTime lastUpdateTime;
            RndPx rndPx;
            TrdCapRptAckSideGrpObject trdCapRptAckSideGrp;
            RptSys rptSys;
            GrossTradeAmt grossTradeAmt;
            SettlDate settlDate;
            FeeMultiplier feeMultiplier;
            VenueType venueType;
            MarketSegmentID marketSegmentID;
            MarketID marketID;
        
        };
        
        struct AllocationReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AllocationReport_TYPE;
            }
            AllocReportID allocReportID;
            AllocID allocID;
            AllocTransType allocTransType;
            AllocReportRefID allocReportRefID;
            AllocCancReplaceReason allocCancReplaceReason;
            SecondaryAllocID secondaryAllocID;
            AllocReportType allocReportType;
            AllocStatus allocStatus;
            AllocRejCode allocRejCode;
            RefAllocID refAllocID;
            AllocIntermedReqType allocIntermedReqType;
            AllocLinkID allocLinkID;
            AllocLinkType allocLinkType;
            BookingRefID bookingRefID;
            ClearingBusinessDate clearingBusinessDate;
            TrdType trdType;
            TrdSubType trdSubType;
            MultiLegReportingType multiLegReportingType;
            CustOrderCapacity custOrderCapacity;
            TradeInputSource tradeInputSource;
            RndPx rndPx;
            MessageEventSource messageEventSource;
            TradeInputDevice tradeInputDevice;
            AvgPxIndicator avgPxIndicator;
            AllocNoOrdersType allocNoOrdersType;
            OrdAllocGrpObject ordAllocGrp;
            ExecAllocGrpObject execAllocGrp;
            PreviouslyReported previouslyReported;
            ReversalIndicator reversalIndicator;
            MatchType matchType;
            Side side;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Quantity quantity;
            QtyType qtyType;
            LastMkt lastMkt;
            TradeOriginationDate tradeOriginationDate;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PriceType priceType;
            AvgPx avgPx;
            AvgParPx avgParPx;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            Currency currency;
            AvgPxPrecision avgPxPrecision;
            PartiesObject parties;
            TradeDate tradeDate;
            TransactTime transactTime;
            SettlType settlType;
            SettlDate settlDate;
            BookingType bookingType;
            GrossTradeAmt grossTradeAmt;
            Concession concession;
            TotalTakedown totalTakedown;
            NetMoney netMoney;
            PositionEffect positionEffect;
            AutoAcceptIndicator autoAcceptIndicator;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            NumDaysInterest numDaysInterest;
            AccruedInterestRate accruedInterestRate;
            AccruedInterestAmt accruedInterestAmt;
            TotalAccruedInterestAmt totalAccruedInterestAmt;
            InterestAtMaturity interestAtMaturity;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            LegalConfirm legalConfirm;
            StipulationsObject stipulations;
            YieldDataObject yieldData;
            PositionAmountDataObject positionAmountData;
            TotNoAllocs totNoAllocs;
            LastFragment lastFragment;
            AllocGrpObject allocGrp;
            RateSourceObject rateSource;
        
        };
        
        struct AllocationReportAckData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AllocationReportAck_TYPE;
            }
            AllocReportID allocReportID;
            AllocID allocID;
            ClearingBusinessDate clearingBusinessDate;
            AvgPxIndicator avgPxIndicator;
            Quantity quantity;
            AllocTransType allocTransType;
            PartiesObject parties;
            SecondaryAllocID secondaryAllocID;
            TradeDate tradeDate;
            TransactTime transactTime;
            AllocStatus allocStatus;
            AllocRejCode allocRejCode;
            AllocReportType allocReportType;
            AllocIntermedReqType allocIntermedReqType;
            MatchStatus matchStatus;
            Product product;
            SecurityType securityType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            AllocAckGrpObject allocAckGrp;
        
        };
        
        struct ConfirmationAckData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ConfirmationAck_TYPE;
            }
            ConfirmID confirmID;
            TradeDate tradeDate;
            TransactTime transactTime;
            AffirmStatus affirmStatus;
            ConfirmRejReason confirmRejReason;
            MatchStatus matchStatus;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct SettlementInstructionRequestData :  public IMessageData {
            
            SettlementInstructionRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SettlementInstructionRequest_TYPE;
            }
            SettlInstReqID settlInstReqID;
            TransactTime transactTime;
            PartiesObject parties;
            AllocAccount allocAccount;
            AllocAcctIDSource allocAcctIDSource;
            Side side;
            Product product;
            SecurityType securityType;
            CFICode cFICode;
            SettlCurrency settlCurrency;
            EffectiveTime effectiveTime;
            ExpireTime expireTime;
            LastUpdateTime lastUpdateTime;
            StandInstDbType standInstDbType;
            StandInstDbName standInstDbName;
            StandInstDbID standInstDbID;
        
        };
        
        struct AssignmentReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AssignmentReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            AsgnRptID asgnRptID;
            TotNumAssignmentReports totNumAssignmentReports;
            LastRptRequested lastRptRequested;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            InstrumentObject instrument;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            PositionQtyObject positionQty;
            PositionAmountDataObject positionAmountData;
            ThresholdAmount thresholdAmount;
            SettlPrice settlPrice;
            SettlPriceType settlPriceType;
            UnderlyingSettlPrice underlyingSettlPrice;
            PriorSettlPrice priorSettlPrice;
            ExpireDate expireDate;
            AssignmentMethod assignmentMethod;
            AssignmentUnit assignmentUnit;
            OpenInterest openInterest;
            ExerciseMethod exerciseMethod;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            PosReqID posReqID;
        
        };
        
        struct CollateralRequestData :  public IMessageData {
            
            CollateralRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralRequest_TYPE;
            }
            CollReqID collReqID;
            CollAsgnReason collAsgnReason;
            TransactTime transactTime;
            ExpireTime expireTime;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtCollGrpObject undInstrmtCollGrp;
            MarginExcess marginExcess;
            TotalNetValue totalNetValue;
            CashOutstanding cashOutstanding;
            TrdRegTimestampsObject trdRegTimestamps;
            Side side;
            MiscFeesGrpObject miscFeesGrp;
            Price price;
            PriceType priceType;
            AccruedInterestAmt accruedInterestAmt;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            StipulationsObject stipulations;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct CollateralAssignmentData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralAssignment_TYPE;
            }
            CollAsgnID collAsgnID;
            CollReqID collReqID;
            CollAsgnReason collAsgnReason;
            CollAsgnTransType collAsgnTransType;
            CollAsgnRefID collAsgnRefID;
            TransactTime transactTime;
            ExpireTime expireTime;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtCollGrpObject undInstrmtCollGrp;
            MarginExcess marginExcess;
            TotalNetValue totalNetValue;
            CashOutstanding cashOutstanding;
            TrdRegTimestampsObject trdRegTimestamps;
            Side side;
            MiscFeesGrpObject miscFeesGrp;
            Price price;
            PriceType priceType;
            AccruedInterestAmt accruedInterestAmt;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            StipulationsObject stipulations;
            SettlInstructionsDataObject settlInstructionsData;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct CollateralResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralResponse_TYPE;
            }
            CollRespID collRespID;
            CollAsgnID collAsgnID;
            CollReqID collReqID;
            CollAsgnReason collAsgnReason;
            CollAsgnTransType collAsgnTransType;
            CollAsgnRespType collAsgnRespType;
            CollAsgnRejectReason collAsgnRejectReason;
            TransactTime transactTime;
            CollApplType collApplType;
            FinancialStatus financialStatus;
            ClearingBusinessDate clearingBusinessDate;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtCollGrpObject undInstrmtCollGrp;
            MarginExcess marginExcess;
            TotalNetValue totalNetValue;
            CashOutstanding cashOutstanding;
            TrdRegTimestampsObject trdRegTimestamps;
            Side side;
            MiscFeesGrpObject miscFeesGrp;
            Price price;
            PriceType priceType;
            AccruedInterestAmt accruedInterestAmt;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            StipulationsObject stipulations;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct CollateralReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralReport_TYPE;
            }
            CollRptID collRptID;
            CollInquiryID collInquiryID;
            TransactTime transactTime;
            CollApplType collApplType;
            FinancialStatus financialStatus;
            CollStatus collStatus;
            TotNumReports totNumReports;
            LastRptRequested lastRptRequested;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            MarginExcess marginExcess;
            TotalNetValue totalNetValue;
            CashOutstanding cashOutstanding;
            TrdRegTimestampsObject trdRegTimestamps;
            Side side;
            MiscFeesGrpObject miscFeesGrp;
            Price price;
            PriceType priceType;
            AccruedInterestAmt accruedInterestAmt;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            StipulationsObject stipulations;
            SettlInstructionsDataObject settlInstructionsData;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct CollateralInquiryData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralInquiry_TYPE;
            }
            CollInquiryID collInquiryID;
            CollInqQualGrpObject collInqQualGrp;
            SubscriptionRequestType subscriptionRequestType;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            MarginExcess marginExcess;
            TotalNetValue totalNetValue;
            CashOutstanding cashOutstanding;
            TrdRegTimestampsObject trdRegTimestamps;
            Side side;
            Price price;
            PriceType priceType;
            AccruedInterestAmt accruedInterestAmt;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            StipulationsObject stipulations;
            SettlInstructionsDataObject settlInstructionsData;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct NetworkCounterpartySystemStatusRequestData :  public IMessageData {
            
            NetworkCounterpartySystemStatusRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NetworkCounterpartySystemStatusRequest_TYPE;
            }
            NetworkRequestType networkRequestType;
            NetworkRequestID networkRequestID;
            CompIDReqGrpObject compIDReqGrp;
        
        };
        
        struct NetworkCounterpartySystemStatusResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::NetworkCounterpartySystemStatusResponse_TYPE;
            }
            NetworkStatusResponseType networkStatusResponseType;
            NetworkRequestID networkRequestID;
            NetworkResponseID networkResponseID;
            LastNetworkResponseID lastNetworkResponseID;
            CompIDStatGrpObject compIDStatGrp;
        
        };
        
        struct UserRequestData :  public IMessageData {
            
            UserRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::UserRequest_TYPE;
            }
            UserRequestID userRequestID;
            UserRequestType userRequestType;
            Username username;
            Password password;
            NewPassword newPassword;
            EncryptedPasswordMethod encryptedPasswordMethod;
            EncryptedPasswordLen encryptedPasswordLen;
            EncryptedPassword encryptedPassword;
            EncryptedNewPasswordLen encryptedNewPasswordLen;
            EncryptedNewPassword encryptedNewPassword;
            RawDataLength rawDataLength;
            RawData rawData;
        
        };
        
        struct UserResponseData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::UserResponse_TYPE;
            }
            UserRequestID userRequestID;
            Username username;
            UserStatus userStatus;
            UserStatusText userStatusText;
        
        };
        
        struct CollateralInquiryAckData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::CollateralInquiryAck_TYPE;
            }
            CollInquiryID collInquiryID;
            CollInquiryStatus collInquiryStatus;
            CollInquiryResult collInquiryResult;
            CollInqQualGrpObject collInqQualGrp;
            TotNumReports totNumReports;
            PartiesObject parties;
            Account account;
            AccountType accountType;
            ClOrdID clOrdID;
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            SecondaryClOrdID secondaryClOrdID;
            ExecCollGrpObject execCollGrp;
            TrdCollGrpObject trdCollGrp;
            InstrumentObject instrument;
            FinancingDetailsObject financingDetails;
            SettlDate settlDate;
            Quantity quantity;
            QtyType qtyType;
            Currency currency;
            InstrmtLegGrpObject instrmtLegGrp;
            UndInstrmtGrpObject undInstrmtGrp;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SettlSessID settlSessID;
            SettlSessSubID settlSessSubID;
            ClearingBusinessDate clearingBusinessDate;
            ResponseTransportType responseTransportType;
            ResponseDestination responseDestination;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ConfirmationRequestData :  public IMessageData {
            
            ConfirmationRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ConfirmationRequest_TYPE;
            }
            ConfirmReqID confirmReqID;
            ConfirmType confirmType;
            OrdAllocGrpObject ordAllocGrp;
            AllocID allocID;
            SecondaryAllocID secondaryAllocID;
            IndividualAllocID individualAllocID;
            TransactTime transactTime;
            AllocAccount allocAccount;
            AllocAcctIDSource allocAcctIDSource;
            AllocAccountType allocAccountType;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ContraryIntentionReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ContraryIntentionReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            ContIntRptID contIntRptID;
            TransactTime transactTime;
            LateIndicator lateIndicator;
            InputSource inputSource;
            ClearingBusinessDate clearingBusinessDate;
            PartiesObject parties;
            ExpirationQtyObject expirationQty;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct SecurityDefinitionUpdateReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityDefinitionUpdateReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReportID securityReportID;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityResponseType securityResponseType;
            ClearingBusinessDate clearingBusinessDate;
            SecurityUpdateAction securityUpdateAction;
            CorporateAction corporateAction;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            UndInstrmtGrpObject undInstrmtGrp;
            Currency currency;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            StipulationsObject stipulations;
            InstrmtLegGrpObject instrmtLegGrp;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            YieldDataObject yieldData;
            MarketSegmentGrpObject marketSegmentGrp;
            TransactTime transactTime;
        
        };
        
        struct SecurityListUpdateReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SecurityListUpdateReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReportID securityReportID;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityRequestResult securityRequestResult;
            TotNoRelatedSym totNoRelatedSym;
            ClearingBusinessDate clearingBusinessDate;
            SecurityUpdateAction securityUpdateAction;
            CorporateAction corporateAction;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            LastFragment lastFragment;
            SecLstUpdRelSymGrpObject secLstUpdRelSymGrp;
            SecurityListID securityListID;
            SecurityListRefID securityListRefID;
            SecurityListDesc securityListDesc;
            EncodedSecurityListDescLen encodedSecurityListDescLen;
            EncodedSecurityListDesc encodedSecurityListDesc;
            SecurityListType securityListType;
            SecurityListTypeSource securityListTypeSource;
            TransactTime transactTime;
        
        };
        
        struct AdjustedPositionReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AdjustedPositionReport_TYPE;
            }
            PosMaintRptID posMaintRptID;
            PosReqType posReqType;
            ClearingBusinessDate clearingBusinessDate;
            SettlSessID settlSessID;
            PosMaintRptRefID posMaintRptRefID;
            PartiesObject parties;
            PositionQtyObject positionQty;
            InstrmtGrpObject instrmtGrp;
            SettlPrice settlPrice;
            PriorSettlPrice priorSettlPrice;
        
        };
        
        struct AllocationInstructionAlertData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::AllocationInstructionAlert_TYPE;
            }
            AllocID allocID;
            AllocTransType allocTransType;
            AllocType allocType;
            SecondaryAllocID secondaryAllocID;
            RefAllocID refAllocID;
            AllocCancReplaceReason allocCancReplaceReason;
            AllocIntermedReqType allocIntermedReqType;
            AllocLinkID allocLinkID;
            AllocLinkType allocLinkType;
            BookingRefID bookingRefID;
            AllocNoOrdersType allocNoOrdersType;
            OrdAllocGrpObject ordAllocGrp;
            ExecAllocGrpObject execAllocGrp;
            PreviouslyReported previouslyReported;
            ReversalIndicator reversalIndicator;
            MatchType matchType;
            Side side;
            InstrumentObject instrument;
            InstrumentExtensionObject instrumentExtension;
            FinancingDetailsObject financingDetails;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Quantity quantity;
            QtyType qtyType;
            LastMkt lastMkt;
            TradeOriginationDate tradeOriginationDate;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PriceType priceType;
            AvgPx avgPx;
            AvgParPx avgParPx;
            SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData;
            Currency currency;
            AvgPxPrecision avgPxPrecision;
            PartiesObject parties;
            TradeDate tradeDate;
            TransactTime transactTime;
            SettlType settlType;
            SettlDate settlDate;
            BookingType bookingType;
            GrossTradeAmt grossTradeAmt;
            Concession concession;
            TotalTakedown totalTakedown;
            NetMoney netMoney;
            PositionEffect positionEffect;
            AutoAcceptIndicator autoAcceptIndicator;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            NumDaysInterest numDaysInterest;
            AccruedInterestRate accruedInterestRate;
            AccruedInterestAmt accruedInterestAmt;
            TotalAccruedInterestAmt totalAccruedInterestAmt;
            InterestAtMaturity interestAtMaturity;
            EndAccruedInterestAmt endAccruedInterestAmt;
            StartCash startCash;
            EndCash endCash;
            LegalConfirm legalConfirm;
            StipulationsObject stipulations;
            YieldDataObject yieldData;
            PositionAmountDataObject positionAmountData;
            TotNoAllocs totNoAllocs;
            LastFragment lastFragment;
            AllocGrpObject allocGrp;
            AvgPxIndicator avgPxIndicator;
            ClearingBusinessDate clearingBusinessDate;
            TrdType trdType;
            TrdSubType trdSubType;
            CustOrderCapacity custOrderCapacity;
            TradeInputSource tradeInputSource;
            MultiLegReportingType multiLegReportingType;
            MessageEventSource messageEventSource;
            RndPx rndPx;
        
        };
        
        struct ExecutionAcknowledgementData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ExecutionAcknowledgement_TYPE;
            }
            OrderID orderID;
            SecondaryOrderID secondaryOrderID;
            ClOrdID clOrdID;
            ExecAckStatus execAckStatus;
            ExecID execID;
            DKReason dKReason;
            InstrumentObject instrument;
            UndInstrmtGrpObject undInstrmtGrp;
            InstrmtLegGrpObject instrmtLegGrp;
            Side side;
            OrderQtyDataObject orderQtyData;
            LastQty lastQty;
            LastPx lastPx;
            PriceType priceType;
            LastParPx lastParPx;
            CumQty cumQty;
            AvgPx avgPx;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct TradingSessionListData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradingSessionList_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            TradSesReqID tradSesReqID;
            TrdSessLstGrpObject trdSessLstGrp;
        
        };
        
        struct TradingSessionListRequestData :  public IMessageData {
            
            TradingSessionListRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradingSessionListRequest_TYPE;
            }
            TradSesReqID tradSesReqID;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            SecurityExchange securityExchange;
            TradSesMethod tradSesMethod;
            TradSesMode tradSesMode;
            SubscriptionRequestType subscriptionRequestType;
        
        };
        
        struct SettlementObligationReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::SettlementObligationReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            ClearingBusinessDate clearingBusinessDate;
            SettlementCycleNo settlementCycleNo;
            SettlObligMsgID settlObligMsgID;
            SettlObligMode settlObligMode;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TransactTime transactTime;
            SettlObligationInstructionsObject settlObligationInstructions;
        
        };
        
        struct DerivativeSecurityListUpdateReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::DerivativeSecurityListUpdateReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            SecurityReqID securityReqID;
            SecurityResponseID securityResponseID;
            SecurityRequestResult securityRequestResult;
            SecurityUpdateAction securityUpdateAction;
            UnderlyingInstrumentObject underlyingInstrument;
            DerivativeSecurityDefinitionObject derivativeSecurityDefinition;
            TotNoRelatedSym totNoRelatedSym;
            LastFragment lastFragment;
            RelSymDerivSecUpdGrpObject relSymDerivSecUpdGrp;
            TransactTime transactTime;
        
        };
        
        struct TradingSessionListUpdateReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::TradingSessionListUpdateReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            TradSesReqID tradSesReqID;
            TrdSessLstGrpObject trdSessLstGrp;
        
        };
        
        struct MarketDefinitionRequestData :  public IMessageData {
            
            MarketDefinitionRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDefinitionRequest_TYPE;
            }
            MarketReqID marketReqID;
            SubscriptionRequestType subscriptionRequestType;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            ParentMktSegmID parentMktSegmID;
        
        };
        
        struct MarketDefinitionData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDefinition_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            MarketReportID marketReportID;
            MarketReqID marketReqID;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            MarketSegmentDesc marketSegmentDesc;
            EncodedMktSegmDescLen encodedMktSegmDescLen;
            EncodedMktSegmDesc encodedMktSegmDesc;
            ParentMktSegmID parentMktSegmID;
            Currency currency;
            BaseTradingRulesObject baseTradingRules;
            OrdTypeRulesObject ordTypeRules;
            TimeInForceRulesObject timeInForceRules;
            ExecInstRulesObject execInstRules;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct MarketDefinitionUpdateReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::MarketDefinitionUpdateReport_TYPE;
            }
            ApplicationSequenceControlObject applicationSequenceControl;
            MarketReportID marketReportID;
            MarketReqID marketReqID;
            MarketUpdateAction marketUpdateAction;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            MarketSegmentDesc marketSegmentDesc;
            EncodedMktSegmDescLen encodedMktSegmDescLen;
            EncodedMktSegmDesc encodedMktSegmDesc;
            ParentMktSegmID parentMktSegmID;
            Currency currency;
            BaseTradingRulesObject baseTradingRules;
            OrdTypeRulesObject ordTypeRules;
            TimeInForceRulesObject timeInForceRules;
            ExecInstRulesObject execInstRules;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct ApplicationMessageRequestData :  public IMessageData {
            
            ApplicationMessageRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ApplicationMessageRequest_TYPE;
            }
            ApplReqID applReqID;
            ApplReqType applReqType;
            ApplIDRequestGrpObject applIDRequestGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            PartiesObject parties;
        
        };
        
        struct ApplicationMessageRequestAckData :  public IMessageData {
            
            ApplicationMessageRequestAckData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ApplicationMessageRequestAck_TYPE;
            }
            ApplResponseID applResponseID;
            ApplReqID applReqID;
            ApplReqType applReqType;
            ApplResponseType applResponseType;
            ApplTotalMessageCount applTotalMessageCount;
            ApplIDRequestAckGrpObject applIDRequestAckGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            PartiesObject parties;
        
        };
        
        struct ApplicationMessageReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::ApplicationMessageReport_TYPE;
            }
            ApplReportID applReportID;
            ApplReportType applReportType;
            ApplIDReportGrpObject applIDReportGrp;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            ApplReqID applReqID;
        
        };
        
        struct OrderMassActionReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderMassActionReport_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            MassActionReportID massActionReportID;
            MassActionType massActionType;
            MassActionScope massActionScope;
            MassActionResponse massActionResponse;
            MassActionRejectReason massActionRejectReason;
            TotalAffectedOrders totalAffectedOrders;
            AffectedOrdGrpObject affectedOrdGrp;
            NotAffectedOrdersGrpObject notAffectedOrdersGrp;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PartiesObject parties;
            InstrumentObject instrument;
            UnderlyingInstrumentObject underlyingInstrument;
            Side side;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TargetPartiesObject targetParties;
        
        };
        
        struct OrderMassActionRequestData :  public IMessageData {
            
            OrderMassActionRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::OrderMassActionRequest_TYPE;
            }
            ClOrdID clOrdID;
            SecondaryClOrdID secondaryClOrdID;
            MassActionType massActionType;
            MassActionScope massActionScope;
            MarketID marketID;
            MarketSegmentID marketSegmentID;
            TradingSessionID tradingSessionID;
            TradingSessionSubID tradingSessionSubID;
            PartiesObject parties;
            InstrumentObject instrument;
            UnderlyingInstrumentObject underlyingInstrument;
            Side side;
            TransactTime transactTime;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
            TargetPartiesObject targetParties;
        
        };
        
        struct UserNotificationData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::UserNotification_TYPE;
            }
            UsernameGrpObject usernameGrp;
            UserStatus userStatus;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        struct StreamAssignmentRequestData :  public IMessageData {
            
            StreamAssignmentRequestData()
            {
                messageId = getUniqueMessageId();
            }
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::StreamAssignmentRequest_TYPE;
            }
            StreamAsgnReqID streamAsgnReqID;
            StreamAsgnReqType streamAsgnReqType;
            StrmAsgnReqGrpObject strmAsgnReqGrp;
        
        };
        
        struct StreamAssignmentReportData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::StreamAssignmentReport_TYPE;
            }
            StreamAsgnRptID streamAsgnRptID;
            StreamAsgnReqType streamAsgnReqType;
            StreamAsgnReqID streamAsgnReqID;
            StrmAsgnRptGrpObject strmAsgnRptGrp;
        
        };
        
        struct StreamAssignmentReportACKData :  public IMessageData {
            
            virtual enum MESSAGES GetType()
            {
                return MESSAGES::StreamAssignmentReportACK_TYPE;
            }
            StreamAsgnAckType streamAsgnAckType;
            StreamAsgnRptID streamAsgnRptID;
            StreamAsgnRejReason streamAsgnRejReason;
            Text text;
            EncodedTextLen encodedTextLen;
            EncodedText encodedText;
        
        };
        
        class IConnection {
        public:
            
            virtual void IOI(Poco::AutoPtr<IOIData> iOIData) = 0;
            virtual void Advertisement(Poco::AutoPtr<AdvertisementData> advertisementData) = 0;
            virtual void ExecutionReport(Poco::AutoPtr<ExecutionReportData> executionReportData) = 0;
            virtual void OrderCancelReject(Poco::AutoPtr<OrderCancelRejectData> orderCancelRejectData) = 0;
            virtual void News(Poco::AutoPtr<NewsData> newsData) = 0;
            virtual void Email(Poco::AutoPtr<EmailData> emailData) = 0;
            virtual void NewOrderSingle(Poco::AutoPtr<NewOrderSingleData> newOrderSingleData) = 0;
            virtual void NewOrderList(Poco::AutoPtr<NewOrderListData> newOrderListData) = 0;
            virtual void OrderCancelRequest(Poco::AutoPtr<OrderCancelRequestData> orderCancelRequestData) = 0;
            virtual void OrderCancelReplaceRequest(Poco::AutoPtr<OrderCancelReplaceRequestData> orderCancelReplaceRequestData) = 0;
            virtual void OrderStatusRequest(Poco::AutoPtr<OrderStatusRequestData> orderStatusRequestData) = 0;
            virtual void AllocationInstruction(Poco::AutoPtr<AllocationInstructionData> allocationInstructionData) = 0;
            virtual void ListCancelRequest(Poco::AutoPtr<ListCancelRequestData> listCancelRequestData) = 0;
            virtual void ListExecute(Poco::AutoPtr<ListExecuteData> listExecuteData) = 0;
            virtual void ListStatusRequest(Poco::AutoPtr<ListStatusRequestData> listStatusRequestData) = 0;
            virtual void ListStatus(Poco::AutoPtr<ListStatusData> listStatusData) = 0;
            virtual void AllocationInstructionAck(Poco::AutoPtr<AllocationInstructionAckData> allocationInstructionAckData) = 0;
            virtual void DontKnowTrade(Poco::AutoPtr<DontKnowTradeData> dontKnowTradeData) = 0;
            virtual void QuoteRequest(Poco::AutoPtr<QuoteRequestData> quoteRequestData) = 0;
            virtual void Quote(Poco::AutoPtr<QuoteData> quoteData) = 0;
            virtual void SettlementInstructions(Poco::AutoPtr<SettlementInstructionsData> settlementInstructionsData) = 0;
            virtual void MarketDataRequest(Poco::AutoPtr<MarketDataRequestData> marketDataRequestData) = 0;
            virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr<MarketDataSnapshotFullRefreshData> marketDataSnapshotFullRefreshData) = 0;
            virtual void MarketDataIncrementalRefresh(Poco::AutoPtr<MarketDataIncrementalRefreshData> marketDataIncrementalRefreshData) = 0;
            virtual void MarketDataRequestReject(Poco::AutoPtr<MarketDataRequestRejectData> marketDataRequestRejectData) = 0;
            virtual void QuoteCancel(Poco::AutoPtr<QuoteCancelData> quoteCancelData) = 0;
            virtual void QuoteStatusRequest(Poco::AutoPtr<QuoteStatusRequestData> quoteStatusRequestData) = 0;
            virtual void MassQuoteAcknowledgement(Poco::AutoPtr<MassQuoteAcknowledgementData> massQuoteAcknowledgementData) = 0;
            virtual void SecurityDefinitionRequest(Poco::AutoPtr<SecurityDefinitionRequestData> securityDefinitionRequestData) = 0;
            virtual void SecurityDefinition(Poco::AutoPtr<SecurityDefinitionData> securityDefinitionData) = 0;
            virtual void SecurityStatusRequest(Poco::AutoPtr<SecurityStatusRequestData> securityStatusRequestData) = 0;
            virtual void SecurityStatus(Poco::AutoPtr<SecurityStatusData> securityStatusData) = 0;
            virtual void TradingSessionStatusRequest(Poco::AutoPtr<TradingSessionStatusRequestData> tradingSessionStatusRequestData) = 0;
            virtual void TradingSessionStatus(Poco::AutoPtr<TradingSessionStatusData> tradingSessionStatusData) = 0;
            virtual void MassQuote(Poco::AutoPtr<MassQuoteData> massQuoteData) = 0;
            virtual void BusinessMessageReject(Poco::AutoPtr<BusinessMessageRejectData> businessMessageRejectData) = 0;
            virtual void BidRequest(Poco::AutoPtr<BidRequestData> bidRequestData) = 0;
            virtual void BidResponse(Poco::AutoPtr<BidResponseData> bidResponseData) = 0;
            virtual void ListStrikePrice(Poco::AutoPtr<ListStrikePriceData> listStrikePriceData) = 0;
            virtual void RegistrationInstructions(Poco::AutoPtr<RegistrationInstructionsData> registrationInstructionsData) = 0;
            virtual void RegistrationInstructionsResponse(Poco::AutoPtr<RegistrationInstructionsResponseData> registrationInstructionsResponseData) = 0;
            virtual void OrderMassCancelRequest(Poco::AutoPtr<OrderMassCancelRequestData> orderMassCancelRequestData) = 0;
            virtual void OrderMassCancelReport(Poco::AutoPtr<OrderMassCancelReportData> orderMassCancelReportData) = 0;
            virtual void NewOrderCross(Poco::AutoPtr<NewOrderCrossData> newOrderCrossData) = 0;
            virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr<CrossOrderCancelReplaceRequestData> crossOrderCancelReplaceRequestData) = 0;
            virtual void CrossOrderCancelRequest(Poco::AutoPtr<CrossOrderCancelRequestData> crossOrderCancelRequestData) = 0;
            virtual void SecurityTypeRequest(Poco::AutoPtr<SecurityTypeRequestData> securityTypeRequestData) = 0;
            virtual void SecurityTypes(Poco::AutoPtr<SecurityTypesData> securityTypesData) = 0;
            virtual void SecurityListRequest(Poco::AutoPtr<SecurityListRequestData> securityListRequestData) = 0;
            virtual void SecurityList(Poco::AutoPtr<SecurityListData> securityListData) = 0;
            virtual void DerivativeSecurityListRequest(Poco::AutoPtr<DerivativeSecurityListRequestData> derivativeSecurityListRequestData) = 0;
            virtual void DerivativeSecurityList(Poco::AutoPtr<DerivativeSecurityListData> derivativeSecurityListData) = 0;
            virtual void NewOrderMultileg(Poco::AutoPtr<NewOrderMultilegData> newOrderMultilegData) = 0;
            virtual void MultilegOrderCancelReplace(Poco::AutoPtr<MultilegOrderCancelReplaceData> multilegOrderCancelReplaceData) = 0;
            virtual void TradeCaptureReportRequest(Poco::AutoPtr<TradeCaptureReportRequestData> tradeCaptureReportRequestData) = 0;
            virtual void TradeCaptureReport(Poco::AutoPtr<TradeCaptureReportData> tradeCaptureReportData) = 0;
            virtual void OrderMassStatusRequest(Poco::AutoPtr<OrderMassStatusRequestData> orderMassStatusRequestData) = 0;
            virtual void QuoteRequestReject(Poco::AutoPtr<QuoteRequestRejectData> quoteRequestRejectData) = 0;
            virtual void RFQRequest(Poco::AutoPtr<RFQRequestData> rFQRequestData) = 0;
            virtual void QuoteStatusReport(Poco::AutoPtr<QuoteStatusReportData> quoteStatusReportData) = 0;
            virtual void QuoteResponse(Poco::AutoPtr<QuoteResponseData> quoteResponseData) = 0;
            virtual void Confirmation(Poco::AutoPtr<ConfirmationData> confirmationData) = 0;
            virtual void PositionMaintenanceRequest(Poco::AutoPtr<PositionMaintenanceRequestData> positionMaintenanceRequestData) = 0;
            virtual void PositionMaintenanceReport(Poco::AutoPtr<PositionMaintenanceReportData> positionMaintenanceReportData) = 0;
            virtual void RequestForPositions(Poco::AutoPtr<RequestForPositionsData> requestForPositionsData) = 0;
            virtual void RequestForPositionsAck(Poco::AutoPtr<RequestForPositionsAckData> requestForPositionsAckData) = 0;
            virtual void PositionReport(Poco::AutoPtr<PositionReportData> positionReportData) = 0;
            virtual void TradeCaptureReportRequestAck(Poco::AutoPtr<TradeCaptureReportRequestAckData> tradeCaptureReportRequestAckData) = 0;
            virtual void TradeCaptureReportAck(Poco::AutoPtr<TradeCaptureReportAckData> tradeCaptureReportAckData) = 0;
            virtual void AllocationReport(Poco::AutoPtr<AllocationReportData> allocationReportData) = 0;
            virtual void AllocationReportAck(Poco::AutoPtr<AllocationReportAckData> allocationReportAckData) = 0;
            virtual void ConfirmationAck(Poco::AutoPtr<ConfirmationAckData> confirmationAckData) = 0;
            virtual void SettlementInstructionRequest(Poco::AutoPtr<SettlementInstructionRequestData> settlementInstructionRequestData) = 0;
            virtual void AssignmentReport(Poco::AutoPtr<AssignmentReportData> assignmentReportData) = 0;
            virtual void CollateralRequest(Poco::AutoPtr<CollateralRequestData> collateralRequestData) = 0;
            virtual void CollateralAssignment(Poco::AutoPtr<CollateralAssignmentData> collateralAssignmentData) = 0;
            virtual void CollateralResponse(Poco::AutoPtr<CollateralResponseData> collateralResponseData) = 0;
            virtual void CollateralReport(Poco::AutoPtr<CollateralReportData> collateralReportData) = 0;
            virtual void CollateralInquiry(Poco::AutoPtr<CollateralInquiryData> collateralInquiryData) = 0;
            virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr<NetworkCounterpartySystemStatusRequestData> networkCounterpartySystemStatusRequestData) = 0;
            virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr<NetworkCounterpartySystemStatusResponseData> networkCounterpartySystemStatusResponseData) = 0;
            virtual void UserRequest(Poco::AutoPtr<UserRequestData> userRequestData) = 0;
            virtual void UserResponse(Poco::AutoPtr<UserResponseData> userResponseData) = 0;
            virtual void CollateralInquiryAck(Poco::AutoPtr<CollateralInquiryAckData> collateralInquiryAckData) = 0;
            virtual void ConfirmationRequest(Poco::AutoPtr<ConfirmationRequestData> confirmationRequestData) = 0;
            virtual void ContraryIntentionReport(Poco::AutoPtr<ContraryIntentionReportData> contraryIntentionReportData) = 0;
            virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr<SecurityDefinitionUpdateReportData> securityDefinitionUpdateReportData) = 0;
            virtual void SecurityListUpdateReport(Poco::AutoPtr<SecurityListUpdateReportData> securityListUpdateReportData) = 0;
            virtual void AdjustedPositionReport(Poco::AutoPtr<AdjustedPositionReportData> adjustedPositionReportData) = 0;
            virtual void AllocationInstructionAlert(Poco::AutoPtr<AllocationInstructionAlertData> allocationInstructionAlertData) = 0;
            virtual void ExecutionAcknowledgement(Poco::AutoPtr<ExecutionAcknowledgementData> executionAcknowledgementData) = 0;
            virtual void TradingSessionList(Poco::AutoPtr<TradingSessionListData> tradingSessionListData) = 0;
            virtual void TradingSessionListRequest(Poco::AutoPtr<TradingSessionListRequestData> tradingSessionListRequestData) = 0;
            virtual void SettlementObligationReport(Poco::AutoPtr<SettlementObligationReportData> settlementObligationReportData) = 0;
            virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr<DerivativeSecurityListUpdateReportData> derivativeSecurityListUpdateReportData) = 0;
            virtual void TradingSessionListUpdateReport(Poco::AutoPtr<TradingSessionListUpdateReportData> tradingSessionListUpdateReportData) = 0;
            virtual void MarketDefinitionRequest(Poco::AutoPtr<MarketDefinitionRequestData> marketDefinitionRequestData) = 0;
            virtual void MarketDefinition(Poco::AutoPtr<MarketDefinitionData> marketDefinitionData) = 0;
            virtual void MarketDefinitionUpdateReport(Poco::AutoPtr<MarketDefinitionUpdateReportData> marketDefinitionUpdateReportData) = 0;
            virtual void ApplicationMessageRequest(Poco::AutoPtr<ApplicationMessageRequestData> applicationMessageRequestData) = 0;
            virtual void ApplicationMessageRequestAck(Poco::AutoPtr<ApplicationMessageRequestAckData> applicationMessageRequestAckData) = 0;
            virtual void ApplicationMessageReport(Poco::AutoPtr<ApplicationMessageReportData> applicationMessageReportData) = 0;
            virtual void OrderMassActionReport(Poco::AutoPtr<OrderMassActionReportData> orderMassActionReportData) = 0;
            virtual void OrderMassActionRequest(Poco::AutoPtr<OrderMassActionRequestData> orderMassActionRequestData) = 0;
            virtual void UserNotification(Poco::AutoPtr<UserNotificationData> userNotificationData) = 0;
            virtual void StreamAssignmentRequest(Poco::AutoPtr<StreamAssignmentRequestData> streamAssignmentRequestData) = 0;
            virtual void StreamAssignmentReport(Poco::AutoPtr<StreamAssignmentReportData> streamAssignmentReportData) = 0;
            virtual void StreamAssignmentReportACK(Poco::AutoPtr<StreamAssignmentReportACKData> streamAssignmentReportACKData) = 0;
            virtual void ProcessMessage(Poco::AutoPtr<IMessageData> _messageData) = 0;
            virtual void DoOperation(Poco::Int32 operation) = 0;
        }; //IConnection
        
        class Connection :  public IConnection, public Poco::RefCountedObject {
        public:
            
            virtual void SetReceivingConnection(Poco::AutoPtr<Connection> _connection){
                receivingConnection = _connection;
            }
            
            virtual void SetName(const std::string& _name){
                name = _name;
            }
            
            virtual const std::string& GetName() const{
                return name;
            }
            
            Poco::AutoPtr<Connection> receivingConnection;
            std::string name;
        }; //Connection
        
        class MessageReceivingConnection :  public Connection {
        public:
            
            void ProcessMessage(Poco::AutoPtr<IMessageData> _messageData)
            {
                switch (_messageData->GetType()){
                    case MESSAGES::IOI_TYPE: {
                        Poco::AutoPtr<IOIData> ptr = _messageData.unsafeCast<IOIData>();
                        IOI(ptr);
                        break;
                    }
                    case MESSAGES::Advertisement_TYPE: {
                        Poco::AutoPtr<AdvertisementData> ptr = _messageData.unsafeCast<AdvertisementData>();
                        Advertisement(ptr);
                        break;
                    }
                    case MESSAGES::ExecutionReport_TYPE: {
                        Poco::AutoPtr<ExecutionReportData> ptr = _messageData.unsafeCast<ExecutionReportData>();
                        ExecutionReport(ptr);
                        break;
                    }
                    case MESSAGES::OrderCancelReject_TYPE: {
                        Poco::AutoPtr<OrderCancelRejectData> ptr = _messageData.unsafeCast<OrderCancelRejectData>();
                        OrderCancelReject(ptr);
                        break;
                    }
                    case MESSAGES::News_TYPE: {
                        Poco::AutoPtr<NewsData> ptr = _messageData.unsafeCast<NewsData>();
                        News(ptr);
                        break;
                    }
                    case MESSAGES::Email_TYPE: {
                        Poco::AutoPtr<EmailData> ptr = _messageData.unsafeCast<EmailData>();
                        Email(ptr);
                        break;
                    }
                    case MESSAGES::NewOrderSingle_TYPE: {
                        Poco::AutoPtr<NewOrderSingleData> ptr = _messageData.unsafeCast<NewOrderSingleData>();
                        NewOrderSingle(ptr);
                        break;
                    }
                    case MESSAGES::NewOrderList_TYPE: {
                        Poco::AutoPtr<NewOrderListData> ptr = _messageData.unsafeCast<NewOrderListData>();
                        NewOrderList(ptr);
                        break;
                    }
                    case MESSAGES::OrderCancelRequest_TYPE: {
                        Poco::AutoPtr<OrderCancelRequestData> ptr = _messageData.unsafeCast<OrderCancelRequestData>();
                        OrderCancelRequest(ptr);
                        break;
                    }
                    case MESSAGES::OrderCancelReplaceRequest_TYPE: {
                        Poco::AutoPtr<OrderCancelReplaceRequestData> ptr = _messageData.unsafeCast<OrderCancelReplaceRequestData>();
                        OrderCancelReplaceRequest(ptr);
                        break;
                    }
                    case MESSAGES::OrderStatusRequest_TYPE: {
                        Poco::AutoPtr<OrderStatusRequestData> ptr = _messageData.unsafeCast<OrderStatusRequestData>();
                        OrderStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::AllocationInstruction_TYPE: {
                        Poco::AutoPtr<AllocationInstructionData> ptr = _messageData.unsafeCast<AllocationInstructionData>();
                        AllocationInstruction(ptr);
                        break;
                    }
                    case MESSAGES::ListCancelRequest_TYPE: {
                        Poco::AutoPtr<ListCancelRequestData> ptr = _messageData.unsafeCast<ListCancelRequestData>();
                        ListCancelRequest(ptr);
                        break;
                    }
                    case MESSAGES::ListExecute_TYPE: {
                        Poco::AutoPtr<ListExecuteData> ptr = _messageData.unsafeCast<ListExecuteData>();
                        ListExecute(ptr);
                        break;
                    }
                    case MESSAGES::ListStatusRequest_TYPE: {
                        Poco::AutoPtr<ListStatusRequestData> ptr = _messageData.unsafeCast<ListStatusRequestData>();
                        ListStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::ListStatus_TYPE: {
                        Poco::AutoPtr<ListStatusData> ptr = _messageData.unsafeCast<ListStatusData>();
                        ListStatus(ptr);
                        break;
                    }
                    case MESSAGES::AllocationInstructionAck_TYPE: {
                        Poco::AutoPtr<AllocationInstructionAckData> ptr = _messageData.unsafeCast<AllocationInstructionAckData>();
                        AllocationInstructionAck(ptr);
                        break;
                    }
                    case MESSAGES::DontKnowTrade_TYPE: {
                        Poco::AutoPtr<DontKnowTradeData> ptr = _messageData.unsafeCast<DontKnowTradeData>();
                        DontKnowTrade(ptr);
                        break;
                    }
                    case MESSAGES::QuoteRequest_TYPE: {
                        Poco::AutoPtr<QuoteRequestData> ptr = _messageData.unsafeCast<QuoteRequestData>();
                        QuoteRequest(ptr);
                        break;
                    }
                    case MESSAGES::Quote_TYPE: {
                        Poco::AutoPtr<QuoteData> ptr = _messageData.unsafeCast<QuoteData>();
                        Quote(ptr);
                        break;
                    }
                    case MESSAGES::SettlementInstructions_TYPE: {
                        Poco::AutoPtr<SettlementInstructionsData> ptr = _messageData.unsafeCast<SettlementInstructionsData>();
                        SettlementInstructions(ptr);
                        break;
                    }
                    case MESSAGES::MarketDataRequest_TYPE: {
                        Poco::AutoPtr<MarketDataRequestData> ptr = _messageData.unsafeCast<MarketDataRequestData>();
                        MarketDataRequest(ptr);
                        break;
                    }
                    case MESSAGES::MarketDataSnapshotFullRefresh_TYPE: {
                        Poco::AutoPtr<MarketDataSnapshotFullRefreshData> ptr = _messageData.unsafeCast<MarketDataSnapshotFullRefreshData>();
                        MarketDataSnapshotFullRefresh(ptr);
                        break;
                    }
                    case MESSAGES::MarketDataIncrementalRefresh_TYPE: {
                        Poco::AutoPtr<MarketDataIncrementalRefreshData> ptr = _messageData.unsafeCast<MarketDataIncrementalRefreshData>();
                        MarketDataIncrementalRefresh(ptr);
                        break;
                    }
                    case MESSAGES::MarketDataRequestReject_TYPE: {
                        Poco::AutoPtr<MarketDataRequestRejectData> ptr = _messageData.unsafeCast<MarketDataRequestRejectData>();
                        MarketDataRequestReject(ptr);
                        break;
                    }
                    case MESSAGES::QuoteCancel_TYPE: {
                        Poco::AutoPtr<QuoteCancelData> ptr = _messageData.unsafeCast<QuoteCancelData>();
                        QuoteCancel(ptr);
                        break;
                    }
                    case MESSAGES::QuoteStatusRequest_TYPE: {
                        Poco::AutoPtr<QuoteStatusRequestData> ptr = _messageData.unsafeCast<QuoteStatusRequestData>();
                        QuoteStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::MassQuoteAcknowledgement_TYPE: {
                        Poco::AutoPtr<MassQuoteAcknowledgementData> ptr = _messageData.unsafeCast<MassQuoteAcknowledgementData>();
                        MassQuoteAcknowledgement(ptr);
                        break;
                    }
                    case MESSAGES::SecurityDefinitionRequest_TYPE: {
                        Poco::AutoPtr<SecurityDefinitionRequestData> ptr = _messageData.unsafeCast<SecurityDefinitionRequestData>();
                        SecurityDefinitionRequest(ptr);
                        break;
                    }
                    case MESSAGES::SecurityDefinition_TYPE: {
                        Poco::AutoPtr<SecurityDefinitionData> ptr = _messageData.unsafeCast<SecurityDefinitionData>();
                        SecurityDefinition(ptr);
                        break;
                    }
                    case MESSAGES::SecurityStatusRequest_TYPE: {
                        Poco::AutoPtr<SecurityStatusRequestData> ptr = _messageData.unsafeCast<SecurityStatusRequestData>();
                        SecurityStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::SecurityStatus_TYPE: {
                        Poco::AutoPtr<SecurityStatusData> ptr = _messageData.unsafeCast<SecurityStatusData>();
                        SecurityStatus(ptr);
                        break;
                    }
                    case MESSAGES::TradingSessionStatusRequest_TYPE: {
                        Poco::AutoPtr<TradingSessionStatusRequestData> ptr = _messageData.unsafeCast<TradingSessionStatusRequestData>();
                        TradingSessionStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::TradingSessionStatus_TYPE: {
                        Poco::AutoPtr<TradingSessionStatusData> ptr = _messageData.unsafeCast<TradingSessionStatusData>();
                        TradingSessionStatus(ptr);
                        break;
                    }
                    case MESSAGES::MassQuote_TYPE: {
                        Poco::AutoPtr<MassQuoteData> ptr = _messageData.unsafeCast<MassQuoteData>();
                        MassQuote(ptr);
                        break;
                    }
                    case MESSAGES::BusinessMessageReject_TYPE: {
                        Poco::AutoPtr<BusinessMessageRejectData> ptr = _messageData.unsafeCast<BusinessMessageRejectData>();
                        BusinessMessageReject(ptr);
                        break;
                    }
                    case MESSAGES::BidRequest_TYPE: {
                        Poco::AutoPtr<BidRequestData> ptr = _messageData.unsafeCast<BidRequestData>();
                        BidRequest(ptr);
                        break;
                    }
                    case MESSAGES::BidResponse_TYPE: {
                        Poco::AutoPtr<BidResponseData> ptr = _messageData.unsafeCast<BidResponseData>();
                        BidResponse(ptr);
                        break;
                    }
                    case MESSAGES::ListStrikePrice_TYPE: {
                        Poco::AutoPtr<ListStrikePriceData> ptr = _messageData.unsafeCast<ListStrikePriceData>();
                        ListStrikePrice(ptr);
                        break;
                    }
                    case MESSAGES::RegistrationInstructions_TYPE: {
                        Poco::AutoPtr<RegistrationInstructionsData> ptr = _messageData.unsafeCast<RegistrationInstructionsData>();
                        RegistrationInstructions(ptr);
                        break;
                    }
                    case MESSAGES::RegistrationInstructionsResponse_TYPE: {
                        Poco::AutoPtr<RegistrationInstructionsResponseData> ptr = _messageData.unsafeCast<RegistrationInstructionsResponseData>();
                        RegistrationInstructionsResponse(ptr);
                        break;
                    }
                    case MESSAGES::OrderMassCancelRequest_TYPE: {
                        Poco::AutoPtr<OrderMassCancelRequestData> ptr = _messageData.unsafeCast<OrderMassCancelRequestData>();
                        OrderMassCancelRequest(ptr);
                        break;
                    }
                    case MESSAGES::OrderMassCancelReport_TYPE: {
                        Poco::AutoPtr<OrderMassCancelReportData> ptr = _messageData.unsafeCast<OrderMassCancelReportData>();
                        OrderMassCancelReport(ptr);
                        break;
                    }
                    case MESSAGES::NewOrderCross_TYPE: {
                        Poco::AutoPtr<NewOrderCrossData> ptr = _messageData.unsafeCast<NewOrderCrossData>();
                        NewOrderCross(ptr);
                        break;
                    }
                    case MESSAGES::CrossOrderCancelReplaceRequest_TYPE: {
                        Poco::AutoPtr<CrossOrderCancelReplaceRequestData> ptr = _messageData.unsafeCast<CrossOrderCancelReplaceRequestData>();
                        CrossOrderCancelReplaceRequest(ptr);
                        break;
                    }
                    case MESSAGES::CrossOrderCancelRequest_TYPE: {
                        Poco::AutoPtr<CrossOrderCancelRequestData> ptr = _messageData.unsafeCast<CrossOrderCancelRequestData>();
                        CrossOrderCancelRequest(ptr);
                        break;
                    }
                    case MESSAGES::SecurityTypeRequest_TYPE: {
                        Poco::AutoPtr<SecurityTypeRequestData> ptr = _messageData.unsafeCast<SecurityTypeRequestData>();
                        SecurityTypeRequest(ptr);
                        break;
                    }
                    case MESSAGES::SecurityTypes_TYPE: {
                        Poco::AutoPtr<SecurityTypesData> ptr = _messageData.unsafeCast<SecurityTypesData>();
                        SecurityTypes(ptr);
                        break;
                    }
                    case MESSAGES::SecurityListRequest_TYPE: {
                        Poco::AutoPtr<SecurityListRequestData> ptr = _messageData.unsafeCast<SecurityListRequestData>();
                        SecurityListRequest(ptr);
                        break;
                    }
                    case MESSAGES::SecurityList_TYPE: {
                        Poco::AutoPtr<SecurityListData> ptr = _messageData.unsafeCast<SecurityListData>();
                        SecurityList(ptr);
                        break;
                    }
                    case MESSAGES::DerivativeSecurityListRequest_TYPE: {
                        Poco::AutoPtr<DerivativeSecurityListRequestData> ptr = _messageData.unsafeCast<DerivativeSecurityListRequestData>();
                        DerivativeSecurityListRequest(ptr);
                        break;
                    }
                    case MESSAGES::DerivativeSecurityList_TYPE: {
                        Poco::AutoPtr<DerivativeSecurityListData> ptr = _messageData.unsafeCast<DerivativeSecurityListData>();
                        DerivativeSecurityList(ptr);
                        break;
                    }
                    case MESSAGES::NewOrderMultileg_TYPE: {
                        Poco::AutoPtr<NewOrderMultilegData> ptr = _messageData.unsafeCast<NewOrderMultilegData>();
                        NewOrderMultileg(ptr);
                        break;
                    }
                    case MESSAGES::MultilegOrderCancelReplace_TYPE: {
                        Poco::AutoPtr<MultilegOrderCancelReplaceData> ptr = _messageData.unsafeCast<MultilegOrderCancelReplaceData>();
                        MultilegOrderCancelReplace(ptr);
                        break;
                    }
                    case MESSAGES::TradeCaptureReportRequest_TYPE: {
                        Poco::AutoPtr<TradeCaptureReportRequestData> ptr = _messageData.unsafeCast<TradeCaptureReportRequestData>();
                        TradeCaptureReportRequest(ptr);
                        break;
                    }
                    case MESSAGES::TradeCaptureReport_TYPE: {
                        Poco::AutoPtr<TradeCaptureReportData> ptr = _messageData.unsafeCast<TradeCaptureReportData>();
                        TradeCaptureReport(ptr);
                        break;
                    }
                    case MESSAGES::OrderMassStatusRequest_TYPE: {
                        Poco::AutoPtr<OrderMassStatusRequestData> ptr = _messageData.unsafeCast<OrderMassStatusRequestData>();
                        OrderMassStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::QuoteRequestReject_TYPE: {
                        Poco::AutoPtr<QuoteRequestRejectData> ptr = _messageData.unsafeCast<QuoteRequestRejectData>();
                        QuoteRequestReject(ptr);
                        break;
                    }
                    case MESSAGES::RFQRequest_TYPE: {
                        Poco::AutoPtr<RFQRequestData> ptr = _messageData.unsafeCast<RFQRequestData>();
                        RFQRequest(ptr);
                        break;
                    }
                    case MESSAGES::QuoteStatusReport_TYPE: {
                        Poco::AutoPtr<QuoteStatusReportData> ptr = _messageData.unsafeCast<QuoteStatusReportData>();
                        QuoteStatusReport(ptr);
                        break;
                    }
                    case MESSAGES::QuoteResponse_TYPE: {
                        Poco::AutoPtr<QuoteResponseData> ptr = _messageData.unsafeCast<QuoteResponseData>();
                        QuoteResponse(ptr);
                        break;
                    }
                    case MESSAGES::Confirmation_TYPE: {
                        Poco::AutoPtr<ConfirmationData> ptr = _messageData.unsafeCast<ConfirmationData>();
                        Confirmation(ptr);
                        break;
                    }
                    case MESSAGES::PositionMaintenanceRequest_TYPE: {
                        Poco::AutoPtr<PositionMaintenanceRequestData> ptr = _messageData.unsafeCast<PositionMaintenanceRequestData>();
                        PositionMaintenanceRequest(ptr);
                        break;
                    }
                    case MESSAGES::PositionMaintenanceReport_TYPE: {
                        Poco::AutoPtr<PositionMaintenanceReportData> ptr = _messageData.unsafeCast<PositionMaintenanceReportData>();
                        PositionMaintenanceReport(ptr);
                        break;
                    }
                    case MESSAGES::RequestForPositions_TYPE: {
                        Poco::AutoPtr<RequestForPositionsData> ptr = _messageData.unsafeCast<RequestForPositionsData>();
                        RequestForPositions(ptr);
                        break;
                    }
                    case MESSAGES::RequestForPositionsAck_TYPE: {
                        Poco::AutoPtr<RequestForPositionsAckData> ptr = _messageData.unsafeCast<RequestForPositionsAckData>();
                        RequestForPositionsAck(ptr);
                        break;
                    }
                    case MESSAGES::PositionReport_TYPE: {
                        Poco::AutoPtr<PositionReportData> ptr = _messageData.unsafeCast<PositionReportData>();
                        PositionReport(ptr);
                        break;
                    }
                    case MESSAGES::TradeCaptureReportRequestAck_TYPE: {
                        Poco::AutoPtr<TradeCaptureReportRequestAckData> ptr = _messageData.unsafeCast<TradeCaptureReportRequestAckData>();
                        TradeCaptureReportRequestAck(ptr);
                        break;
                    }
                    case MESSAGES::TradeCaptureReportAck_TYPE: {
                        Poco::AutoPtr<TradeCaptureReportAckData> ptr = _messageData.unsafeCast<TradeCaptureReportAckData>();
                        TradeCaptureReportAck(ptr);
                        break;
                    }
                    case MESSAGES::AllocationReport_TYPE: {
                        Poco::AutoPtr<AllocationReportData> ptr = _messageData.unsafeCast<AllocationReportData>();
                        AllocationReport(ptr);
                        break;
                    }
                    case MESSAGES::AllocationReportAck_TYPE: {
                        Poco::AutoPtr<AllocationReportAckData> ptr = _messageData.unsafeCast<AllocationReportAckData>();
                        AllocationReportAck(ptr);
                        break;
                    }
                    case MESSAGES::ConfirmationAck_TYPE: {
                        Poco::AutoPtr<ConfirmationAckData> ptr = _messageData.unsafeCast<ConfirmationAckData>();
                        ConfirmationAck(ptr);
                        break;
                    }
                    case MESSAGES::SettlementInstructionRequest_TYPE: {
                        Poco::AutoPtr<SettlementInstructionRequestData> ptr = _messageData.unsafeCast<SettlementInstructionRequestData>();
                        SettlementInstructionRequest(ptr);
                        break;
                    }
                    case MESSAGES::AssignmentReport_TYPE: {
                        Poco::AutoPtr<AssignmentReportData> ptr = _messageData.unsafeCast<AssignmentReportData>();
                        AssignmentReport(ptr);
                        break;
                    }
                    case MESSAGES::CollateralRequest_TYPE: {
                        Poco::AutoPtr<CollateralRequestData> ptr = _messageData.unsafeCast<CollateralRequestData>();
                        CollateralRequest(ptr);
                        break;
                    }
                    case MESSAGES::CollateralAssignment_TYPE: {
                        Poco::AutoPtr<CollateralAssignmentData> ptr = _messageData.unsafeCast<CollateralAssignmentData>();
                        CollateralAssignment(ptr);
                        break;
                    }
                    case MESSAGES::CollateralResponse_TYPE: {
                        Poco::AutoPtr<CollateralResponseData> ptr = _messageData.unsafeCast<CollateralResponseData>();
                        CollateralResponse(ptr);
                        break;
                    }
                    case MESSAGES::CollateralReport_TYPE: {
                        Poco::AutoPtr<CollateralReportData> ptr = _messageData.unsafeCast<CollateralReportData>();
                        CollateralReport(ptr);
                        break;
                    }
                    case MESSAGES::CollateralInquiry_TYPE: {
                        Poco::AutoPtr<CollateralInquiryData> ptr = _messageData.unsafeCast<CollateralInquiryData>();
                        CollateralInquiry(ptr);
                        break;
                    }
                    case MESSAGES::NetworkCounterpartySystemStatusRequest_TYPE: {
                        Poco::AutoPtr<NetworkCounterpartySystemStatusRequestData> ptr = _messageData.unsafeCast<NetworkCounterpartySystemStatusRequestData>();
                        NetworkCounterpartySystemStatusRequest(ptr);
                        break;
                    }
                    case MESSAGES::NetworkCounterpartySystemStatusResponse_TYPE: {
                        Poco::AutoPtr<NetworkCounterpartySystemStatusResponseData> ptr = _messageData.unsafeCast<NetworkCounterpartySystemStatusResponseData>();
                        NetworkCounterpartySystemStatusResponse(ptr);
                        break;
                    }
                    case MESSAGES::UserRequest_TYPE: {
                        Poco::AutoPtr<UserRequestData> ptr = _messageData.unsafeCast<UserRequestData>();
                        UserRequest(ptr);
                        break;
                    }
                    case MESSAGES::UserResponse_TYPE: {
                        Poco::AutoPtr<UserResponseData> ptr = _messageData.unsafeCast<UserResponseData>();
                        UserResponse(ptr);
                        break;
                    }
                    case MESSAGES::CollateralInquiryAck_TYPE: {
                        Poco::AutoPtr<CollateralInquiryAckData> ptr = _messageData.unsafeCast<CollateralInquiryAckData>();
                        CollateralInquiryAck(ptr);
                        break;
                    }
                    case MESSAGES::ConfirmationRequest_TYPE: {
                        Poco::AutoPtr<ConfirmationRequestData> ptr = _messageData.unsafeCast<ConfirmationRequestData>();
                        ConfirmationRequest(ptr);
                        break;
                    }
                    case MESSAGES::ContraryIntentionReport_TYPE: {
                        Poco::AutoPtr<ContraryIntentionReportData> ptr = _messageData.unsafeCast<ContraryIntentionReportData>();
                        ContraryIntentionReport(ptr);
                        break;
                    }
                    case MESSAGES::SecurityDefinitionUpdateReport_TYPE: {
                        Poco::AutoPtr<SecurityDefinitionUpdateReportData> ptr = _messageData.unsafeCast<SecurityDefinitionUpdateReportData>();
                        SecurityDefinitionUpdateReport(ptr);
                        break;
                    }
                    case MESSAGES::SecurityListUpdateReport_TYPE: {
                        Poco::AutoPtr<SecurityListUpdateReportData> ptr = _messageData.unsafeCast<SecurityListUpdateReportData>();
                        SecurityListUpdateReport(ptr);
                        break;
                    }
                    case MESSAGES::AdjustedPositionReport_TYPE: {
                        Poco::AutoPtr<AdjustedPositionReportData> ptr = _messageData.unsafeCast<AdjustedPositionReportData>();
                        AdjustedPositionReport(ptr);
                        break;
                    }
                    case MESSAGES::AllocationInstructionAlert_TYPE: {
                        Poco::AutoPtr<AllocationInstructionAlertData> ptr = _messageData.unsafeCast<AllocationInstructionAlertData>();
                        AllocationInstructionAlert(ptr);
                        break;
                    }
                    case MESSAGES::ExecutionAcknowledgement_TYPE: {
                        Poco::AutoPtr<ExecutionAcknowledgementData> ptr = _messageData.unsafeCast<ExecutionAcknowledgementData>();
                        ExecutionAcknowledgement(ptr);
                        break;
                    }
                    case MESSAGES::TradingSessionList_TYPE: {
                        Poco::AutoPtr<TradingSessionListData> ptr = _messageData.unsafeCast<TradingSessionListData>();
                        TradingSessionList(ptr);
                        break;
                    }
                    case MESSAGES::TradingSessionListRequest_TYPE: {
                        Poco::AutoPtr<TradingSessionListRequestData> ptr = _messageData.unsafeCast<TradingSessionListRequestData>();
                        TradingSessionListRequest(ptr);
                        break;
                    }
                    case MESSAGES::SettlementObligationReport_TYPE: {
                        Poco::AutoPtr<SettlementObligationReportData> ptr = _messageData.unsafeCast<SettlementObligationReportData>();
                        SettlementObligationReport(ptr);
                        break;
                    }
                    case MESSAGES::DerivativeSecurityListUpdateReport_TYPE: {
                        Poco::AutoPtr<DerivativeSecurityListUpdateReportData> ptr = _messageData.unsafeCast<DerivativeSecurityListUpdateReportData>();
                        DerivativeSecurityListUpdateReport(ptr);
                        break;
                    }
                    case MESSAGES::TradingSessionListUpdateReport_TYPE: {
                        Poco::AutoPtr<TradingSessionListUpdateReportData> ptr = _messageData.unsafeCast<TradingSessionListUpdateReportData>();
                        TradingSessionListUpdateReport(ptr);
                        break;
                    }
                    case MESSAGES::MarketDefinitionRequest_TYPE: {
                        Poco::AutoPtr<MarketDefinitionRequestData> ptr = _messageData.unsafeCast<MarketDefinitionRequestData>();
                        MarketDefinitionRequest(ptr);
                        break;
                    }
                    case MESSAGES::MarketDefinition_TYPE: {
                        Poco::AutoPtr<MarketDefinitionData> ptr = _messageData.unsafeCast<MarketDefinitionData>();
                        MarketDefinition(ptr);
                        break;
                    }
                    case MESSAGES::MarketDefinitionUpdateReport_TYPE: {
                        Poco::AutoPtr<MarketDefinitionUpdateReportData> ptr = _messageData.unsafeCast<MarketDefinitionUpdateReportData>();
                        MarketDefinitionUpdateReport(ptr);
                        break;
                    }
                    case MESSAGES::ApplicationMessageRequest_TYPE: {
                        Poco::AutoPtr<ApplicationMessageRequestData> ptr = _messageData.unsafeCast<ApplicationMessageRequestData>();
                        ApplicationMessageRequest(ptr);
                        break;
                    }
                    case MESSAGES::ApplicationMessageRequestAck_TYPE: {
                        Poco::AutoPtr<ApplicationMessageRequestAckData> ptr = _messageData.unsafeCast<ApplicationMessageRequestAckData>();
                        ApplicationMessageRequestAck(ptr);
                        break;
                    }
                    case MESSAGES::ApplicationMessageReport_TYPE: {
                        Poco::AutoPtr<ApplicationMessageReportData> ptr = _messageData.unsafeCast<ApplicationMessageReportData>();
                        ApplicationMessageReport(ptr);
                        break;
                    }
                    case MESSAGES::OrderMassActionReport_TYPE: {
                        Poco::AutoPtr<OrderMassActionReportData> ptr = _messageData.unsafeCast<OrderMassActionReportData>();
                        OrderMassActionReport(ptr);
                        break;
                    }
                    case MESSAGES::OrderMassActionRequest_TYPE: {
                        Poco::AutoPtr<OrderMassActionRequestData> ptr = _messageData.unsafeCast<OrderMassActionRequestData>();
                        OrderMassActionRequest(ptr);
                        break;
                    }
                    case MESSAGES::UserNotification_TYPE: {
                        Poco::AutoPtr<UserNotificationData> ptr = _messageData.unsafeCast<UserNotificationData>();
                        UserNotification(ptr);
                        break;
                    }
                    case MESSAGES::StreamAssignmentRequest_TYPE: {
                        Poco::AutoPtr<StreamAssignmentRequestData> ptr = _messageData.unsafeCast<StreamAssignmentRequestData>();
                        StreamAssignmentRequest(ptr);
                        break;
                    }
                    case MESSAGES::StreamAssignmentReport_TYPE: {
                        Poco::AutoPtr<StreamAssignmentReportData> ptr = _messageData.unsafeCast<StreamAssignmentReportData>();
                        StreamAssignmentReport(ptr);
                        break;
                    }
                    case MESSAGES::StreamAssignmentReportACK_TYPE: {
                        Poco::AutoPtr<StreamAssignmentReportACKData> ptr = _messageData.unsafeCast<StreamAssignmentReportACKData>();
                        StreamAssignmentReportACK(ptr);
                        break;
                    }
                }
            }
            virtual void IOI(Poco::AutoPtr<IOIData> iOIData) override{
                poco_bugcheck_msg("iOI not supported.");
            }
            virtual void Advertisement(Poco::AutoPtr<AdvertisementData> advertisementData) override{
                poco_bugcheck_msg("advertisement not supported.");
            }
            virtual void ExecutionReport(Poco::AutoPtr<ExecutionReportData> executionReportData) override{
                poco_bugcheck_msg("executionReport not supported.");
            }
            virtual void OrderCancelReject(Poco::AutoPtr<OrderCancelRejectData> orderCancelRejectData) override{
                poco_bugcheck_msg("orderCancelReject not supported.");
            }
            virtual void News(Poco::AutoPtr<NewsData> newsData) override{
                poco_bugcheck_msg("news not supported.");
            }
            virtual void Email(Poco::AutoPtr<EmailData> emailData) override{
                poco_bugcheck_msg("email not supported.");
            }
            virtual void NewOrderSingle(Poco::AutoPtr<NewOrderSingleData> newOrderSingleData) override{
                poco_bugcheck_msg("newOrderSingle not supported.");
            }
            virtual void NewOrderList(Poco::AutoPtr<NewOrderListData> newOrderListData) override{
                poco_bugcheck_msg("newOrderList not supported.");
            }
            virtual void OrderCancelRequest(Poco::AutoPtr<OrderCancelRequestData> orderCancelRequestData) override{
                poco_bugcheck_msg("orderCancelRequest not supported.");
            }
            virtual void OrderCancelReplaceRequest(Poco::AutoPtr<OrderCancelReplaceRequestData> orderCancelReplaceRequestData) override{
                poco_bugcheck_msg("orderCancelReplaceRequest not supported.");
            }
            virtual void OrderStatusRequest(Poco::AutoPtr<OrderStatusRequestData> orderStatusRequestData) override{
                poco_bugcheck_msg("orderStatusRequest not supported.");
            }
            virtual void AllocationInstruction(Poco::AutoPtr<AllocationInstructionData> allocationInstructionData) override{
                poco_bugcheck_msg("allocationInstruction not supported.");
            }
            virtual void ListCancelRequest(Poco::AutoPtr<ListCancelRequestData> listCancelRequestData) override{
                poco_bugcheck_msg("listCancelRequest not supported.");
            }
            virtual void ListExecute(Poco::AutoPtr<ListExecuteData> listExecuteData) override{
                poco_bugcheck_msg("listExecute not supported.");
            }
            virtual void ListStatusRequest(Poco::AutoPtr<ListStatusRequestData> listStatusRequestData) override{
                poco_bugcheck_msg("listStatusRequest not supported.");
            }
            virtual void ListStatus(Poco::AutoPtr<ListStatusData> listStatusData) override{
                poco_bugcheck_msg("listStatus not supported.");
            }
            virtual void AllocationInstructionAck(Poco::AutoPtr<AllocationInstructionAckData> allocationInstructionAckData) override{
                poco_bugcheck_msg("allocationInstructionAck not supported.");
            }
            virtual void DontKnowTrade(Poco::AutoPtr<DontKnowTradeData> dontKnowTradeData) override{
                poco_bugcheck_msg("dontKnowTrade not supported.");
            }
            virtual void QuoteRequest(Poco::AutoPtr<QuoteRequestData> quoteRequestData) override{
                poco_bugcheck_msg("quoteRequest not supported.");
            }
            virtual void Quote(Poco::AutoPtr<QuoteData> quoteData) override{
                poco_bugcheck_msg("quote not supported.");
            }
            virtual void SettlementInstructions(Poco::AutoPtr<SettlementInstructionsData> settlementInstructionsData) override{
                poco_bugcheck_msg("settlementInstructions not supported.");
            }
            virtual void MarketDataRequest(Poco::AutoPtr<MarketDataRequestData> marketDataRequestData) override{
                poco_bugcheck_msg("marketDataRequest not supported.");
            }
            virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr<MarketDataSnapshotFullRefreshData> marketDataSnapshotFullRefreshData) override{
                poco_bugcheck_msg("marketDataSnapshotFullRefresh not supported.");
            }
            virtual void MarketDataIncrementalRefresh(Poco::AutoPtr<MarketDataIncrementalRefreshData> marketDataIncrementalRefreshData) override{
                poco_bugcheck_msg("marketDataIncrementalRefresh not supported.");
            }
            virtual void MarketDataRequestReject(Poco::AutoPtr<MarketDataRequestRejectData> marketDataRequestRejectData) override{
                poco_bugcheck_msg("marketDataRequestReject not supported.");
            }
            virtual void QuoteCancel(Poco::AutoPtr<QuoteCancelData> quoteCancelData) override{
                poco_bugcheck_msg("quoteCancel not supported.");
            }
            virtual void QuoteStatusRequest(Poco::AutoPtr<QuoteStatusRequestData> quoteStatusRequestData) override{
                poco_bugcheck_msg("quoteStatusRequest not supported.");
            }
            virtual void MassQuoteAcknowledgement(Poco::AutoPtr<MassQuoteAcknowledgementData> massQuoteAcknowledgementData) override{
                poco_bugcheck_msg("massQuoteAcknowledgement not supported.");
            }
            virtual void SecurityDefinitionRequest(Poco::AutoPtr<SecurityDefinitionRequestData> securityDefinitionRequestData) override{
                poco_bugcheck_msg("securityDefinitionRequest not supported.");
            }
            virtual void SecurityDefinition(Poco::AutoPtr<SecurityDefinitionData> securityDefinitionData) override{
                poco_bugcheck_msg("securityDefinition not supported.");
            }
            virtual void SecurityStatusRequest(Poco::AutoPtr<SecurityStatusRequestData> securityStatusRequestData) override{
                poco_bugcheck_msg("securityStatusRequest not supported.");
            }
            virtual void SecurityStatus(Poco::AutoPtr<SecurityStatusData> securityStatusData) override{
                poco_bugcheck_msg("securityStatus not supported.");
            }
            virtual void TradingSessionStatusRequest(Poco::AutoPtr<TradingSessionStatusRequestData> tradingSessionStatusRequestData) override{
                poco_bugcheck_msg("tradingSessionStatusRequest not supported.");
            }
            virtual void TradingSessionStatus(Poco::AutoPtr<TradingSessionStatusData> tradingSessionStatusData) override{
                poco_bugcheck_msg("tradingSessionStatus not supported.");
            }
            virtual void MassQuote(Poco::AutoPtr<MassQuoteData> massQuoteData) override{
                poco_bugcheck_msg("massQuote not supported.");
            }
            virtual void BusinessMessageReject(Poco::AutoPtr<BusinessMessageRejectData> businessMessageRejectData) override{
                poco_bugcheck_msg("businessMessageReject not supported.");
            }
            virtual void BidRequest(Poco::AutoPtr<BidRequestData> bidRequestData) override{
                poco_bugcheck_msg("bidRequest not supported.");
            }
            virtual void BidResponse(Poco::AutoPtr<BidResponseData> bidResponseData) override{
                poco_bugcheck_msg("bidResponse not supported.");
            }
            virtual void ListStrikePrice(Poco::AutoPtr<ListStrikePriceData> listStrikePriceData) override{
                poco_bugcheck_msg("listStrikePrice not supported.");
            }
            virtual void RegistrationInstructions(Poco::AutoPtr<RegistrationInstructionsData> registrationInstructionsData) override{
                poco_bugcheck_msg("registrationInstructions not supported.");
            }
            virtual void RegistrationInstructionsResponse(Poco::AutoPtr<RegistrationInstructionsResponseData> registrationInstructionsResponseData) override{
                poco_bugcheck_msg("registrationInstructionsResponse not supported.");
            }
            virtual void OrderMassCancelRequest(Poco::AutoPtr<OrderMassCancelRequestData> orderMassCancelRequestData) override{
                poco_bugcheck_msg("orderMassCancelRequest not supported.");
            }
            virtual void OrderMassCancelReport(Poco::AutoPtr<OrderMassCancelReportData> orderMassCancelReportData) override{
                poco_bugcheck_msg("orderMassCancelReport not supported.");
            }
            virtual void NewOrderCross(Poco::AutoPtr<NewOrderCrossData> newOrderCrossData) override{
                poco_bugcheck_msg("newOrderCross not supported.");
            }
            virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr<CrossOrderCancelReplaceRequestData> crossOrderCancelReplaceRequestData) override{
                poco_bugcheck_msg("crossOrderCancelReplaceRequest not supported.");
            }
            virtual void CrossOrderCancelRequest(Poco::AutoPtr<CrossOrderCancelRequestData> crossOrderCancelRequestData) override{
                poco_bugcheck_msg("crossOrderCancelRequest not supported.");
            }
            virtual void SecurityTypeRequest(Poco::AutoPtr<SecurityTypeRequestData> securityTypeRequestData) override{
                poco_bugcheck_msg("securityTypeRequest not supported.");
            }
            virtual void SecurityTypes(Poco::AutoPtr<SecurityTypesData> securityTypesData) override{
                poco_bugcheck_msg("securityTypes not supported.");
            }
            virtual void SecurityListRequest(Poco::AutoPtr<SecurityListRequestData> securityListRequestData) override{
                poco_bugcheck_msg("securityListRequest not supported.");
            }
            virtual void SecurityList(Poco::AutoPtr<SecurityListData> securityListData) override{
                poco_bugcheck_msg("securityList not supported.");
            }
            virtual void DerivativeSecurityListRequest(Poco::AutoPtr<DerivativeSecurityListRequestData> derivativeSecurityListRequestData) override{
                poco_bugcheck_msg("derivativeSecurityListRequest not supported.");
            }
            virtual void DerivativeSecurityList(Poco::AutoPtr<DerivativeSecurityListData> derivativeSecurityListData) override{
                poco_bugcheck_msg("derivativeSecurityList not supported.");
            }
            virtual void NewOrderMultileg(Poco::AutoPtr<NewOrderMultilegData> newOrderMultilegData) override{
                poco_bugcheck_msg("newOrderMultileg not supported.");
            }
            virtual void MultilegOrderCancelReplace(Poco::AutoPtr<MultilegOrderCancelReplaceData> multilegOrderCancelReplaceData) override{
                poco_bugcheck_msg("multilegOrderCancelReplace not supported.");
            }
            virtual void TradeCaptureReportRequest(Poco::AutoPtr<TradeCaptureReportRequestData> tradeCaptureReportRequestData) override{
                poco_bugcheck_msg("tradeCaptureReportRequest not supported.");
            }
            virtual void TradeCaptureReport(Poco::AutoPtr<TradeCaptureReportData> tradeCaptureReportData) override{
                poco_bugcheck_msg("tradeCaptureReport not supported.");
            }
            virtual void OrderMassStatusRequest(Poco::AutoPtr<OrderMassStatusRequestData> orderMassStatusRequestData) override{
                poco_bugcheck_msg("orderMassStatusRequest not supported.");
            }
            virtual void QuoteRequestReject(Poco::AutoPtr<QuoteRequestRejectData> quoteRequestRejectData) override{
                poco_bugcheck_msg("quoteRequestReject not supported.");
            }
            virtual void RFQRequest(Poco::AutoPtr<RFQRequestData> rFQRequestData) override{
                poco_bugcheck_msg("rFQRequest not supported.");
            }
            virtual void QuoteStatusReport(Poco::AutoPtr<QuoteStatusReportData> quoteStatusReportData) override{
                poco_bugcheck_msg("quoteStatusReport not supported.");
            }
            virtual void QuoteResponse(Poco::AutoPtr<QuoteResponseData> quoteResponseData) override{
                poco_bugcheck_msg("quoteResponse not supported.");
            }
            virtual void Confirmation(Poco::AutoPtr<ConfirmationData> confirmationData) override{
                poco_bugcheck_msg("confirmation not supported.");
            }
            virtual void PositionMaintenanceRequest(Poco::AutoPtr<PositionMaintenanceRequestData> positionMaintenanceRequestData) override{
                poco_bugcheck_msg("positionMaintenanceRequest not supported.");
            }
            virtual void PositionMaintenanceReport(Poco::AutoPtr<PositionMaintenanceReportData> positionMaintenanceReportData) override{
                poco_bugcheck_msg("positionMaintenanceReport not supported.");
            }
            virtual void RequestForPositions(Poco::AutoPtr<RequestForPositionsData> requestForPositionsData) override{
                poco_bugcheck_msg("requestForPositions not supported.");
            }
            virtual void RequestForPositionsAck(Poco::AutoPtr<RequestForPositionsAckData> requestForPositionsAckData) override{
                poco_bugcheck_msg("requestForPositionsAck not supported.");
            }
            virtual void PositionReport(Poco::AutoPtr<PositionReportData> positionReportData) override{
                poco_bugcheck_msg("positionReport not supported.");
            }
            virtual void TradeCaptureReportRequestAck(Poco::AutoPtr<TradeCaptureReportRequestAckData> tradeCaptureReportRequestAckData) override{
                poco_bugcheck_msg("tradeCaptureReportRequestAck not supported.");
            }
            virtual void TradeCaptureReportAck(Poco::AutoPtr<TradeCaptureReportAckData> tradeCaptureReportAckData) override{
                poco_bugcheck_msg("tradeCaptureReportAck not supported.");
            }
            virtual void AllocationReport(Poco::AutoPtr<AllocationReportData> allocationReportData) override{
                poco_bugcheck_msg("allocationReport not supported.");
            }
            virtual void AllocationReportAck(Poco::AutoPtr<AllocationReportAckData> allocationReportAckData) override{
                poco_bugcheck_msg("allocationReportAck not supported.");
            }
            virtual void ConfirmationAck(Poco::AutoPtr<ConfirmationAckData> confirmationAckData) override{
                poco_bugcheck_msg("confirmationAck not supported.");
            }
            virtual void SettlementInstructionRequest(Poco::AutoPtr<SettlementInstructionRequestData> settlementInstructionRequestData) override{
                poco_bugcheck_msg("settlementInstructionRequest not supported.");
            }
            virtual void AssignmentReport(Poco::AutoPtr<AssignmentReportData> assignmentReportData) override{
                poco_bugcheck_msg("assignmentReport not supported.");
            }
            virtual void CollateralRequest(Poco::AutoPtr<CollateralRequestData> collateralRequestData) override{
                poco_bugcheck_msg("collateralRequest not supported.");
            }
            virtual void CollateralAssignment(Poco::AutoPtr<CollateralAssignmentData> collateralAssignmentData) override{
                poco_bugcheck_msg("collateralAssignment not supported.");
            }
            virtual void CollateralResponse(Poco::AutoPtr<CollateralResponseData> collateralResponseData) override{
                poco_bugcheck_msg("collateralResponse not supported.");
            }
            virtual void CollateralReport(Poco::AutoPtr<CollateralReportData> collateralReportData) override{
                poco_bugcheck_msg("collateralReport not supported.");
            }
            virtual void CollateralInquiry(Poco::AutoPtr<CollateralInquiryData> collateralInquiryData) override{
                poco_bugcheck_msg("collateralInquiry not supported.");
            }
            virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr<NetworkCounterpartySystemStatusRequestData> networkCounterpartySystemStatusRequestData) override{
                poco_bugcheck_msg("networkCounterpartySystemStatusRequest not supported.");
            }
            virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr<NetworkCounterpartySystemStatusResponseData> networkCounterpartySystemStatusResponseData) override{
                poco_bugcheck_msg("networkCounterpartySystemStatusResponse not supported.");
            }
            virtual void UserRequest(Poco::AutoPtr<UserRequestData> userRequestData) override{
                poco_bugcheck_msg("userRequest not supported.");
            }
            virtual void UserResponse(Poco::AutoPtr<UserResponseData> userResponseData) override{
                poco_bugcheck_msg("userResponse not supported.");
            }
            virtual void CollateralInquiryAck(Poco::AutoPtr<CollateralInquiryAckData> collateralInquiryAckData) override{
                poco_bugcheck_msg("collateralInquiryAck not supported.");
            }
            virtual void ConfirmationRequest(Poco::AutoPtr<ConfirmationRequestData> confirmationRequestData) override{
                poco_bugcheck_msg("confirmationRequest not supported.");
            }
            virtual void ContraryIntentionReport(Poco::AutoPtr<ContraryIntentionReportData> contraryIntentionReportData) override{
                poco_bugcheck_msg("contraryIntentionReport not supported.");
            }
            virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr<SecurityDefinitionUpdateReportData> securityDefinitionUpdateReportData) override{
                poco_bugcheck_msg("securityDefinitionUpdateReport not supported.");
            }
            virtual void SecurityListUpdateReport(Poco::AutoPtr<SecurityListUpdateReportData> securityListUpdateReportData) override{
                poco_bugcheck_msg("securityListUpdateReport not supported.");
            }
            virtual void AdjustedPositionReport(Poco::AutoPtr<AdjustedPositionReportData> adjustedPositionReportData) override{
                poco_bugcheck_msg("adjustedPositionReport not supported.");
            }
            virtual void AllocationInstructionAlert(Poco::AutoPtr<AllocationInstructionAlertData> allocationInstructionAlertData) override{
                poco_bugcheck_msg("allocationInstructionAlert not supported.");
            }
            virtual void ExecutionAcknowledgement(Poco::AutoPtr<ExecutionAcknowledgementData> executionAcknowledgementData) override{
                poco_bugcheck_msg("executionAcknowledgement not supported.");
            }
            virtual void TradingSessionList(Poco::AutoPtr<TradingSessionListData> tradingSessionListData) override{
                poco_bugcheck_msg("tradingSessionList not supported.");
            }
            virtual void TradingSessionListRequest(Poco::AutoPtr<TradingSessionListRequestData> tradingSessionListRequestData) override{
                poco_bugcheck_msg("tradingSessionListRequest not supported.");
            }
            virtual void SettlementObligationReport(Poco::AutoPtr<SettlementObligationReportData> settlementObligationReportData) override{
                poco_bugcheck_msg("settlementObligationReport not supported.");
            }
            virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr<DerivativeSecurityListUpdateReportData> derivativeSecurityListUpdateReportData) override{
                poco_bugcheck_msg("derivativeSecurityListUpdateReport not supported.");
            }
            virtual void TradingSessionListUpdateReport(Poco::AutoPtr<TradingSessionListUpdateReportData> tradingSessionListUpdateReportData) override{
                poco_bugcheck_msg("tradingSessionListUpdateReport not supported.");
            }
            virtual void MarketDefinitionRequest(Poco::AutoPtr<MarketDefinitionRequestData> marketDefinitionRequestData) override{
                poco_bugcheck_msg("marketDefinitionRequest not supported.");
            }
            virtual void MarketDefinition(Poco::AutoPtr<MarketDefinitionData> marketDefinitionData) override{
                poco_bugcheck_msg("marketDefinition not supported.");
            }
            virtual void MarketDefinitionUpdateReport(Poco::AutoPtr<MarketDefinitionUpdateReportData> marketDefinitionUpdateReportData) override{
                poco_bugcheck_msg("marketDefinitionUpdateReport not supported.");
            }
            virtual void ApplicationMessageRequest(Poco::AutoPtr<ApplicationMessageRequestData> applicationMessageRequestData) override{
                poco_bugcheck_msg("applicationMessageRequest not supported.");
            }
            virtual void ApplicationMessageRequestAck(Poco::AutoPtr<ApplicationMessageRequestAckData> applicationMessageRequestAckData) override{
                poco_bugcheck_msg("applicationMessageRequestAck not supported.");
            }
            virtual void ApplicationMessageReport(Poco::AutoPtr<ApplicationMessageReportData> applicationMessageReportData) override{
                poco_bugcheck_msg("applicationMessageReport not supported.");
            }
            virtual void OrderMassActionReport(Poco::AutoPtr<OrderMassActionReportData> orderMassActionReportData) override{
                poco_bugcheck_msg("orderMassActionReport not supported.");
            }
            virtual void OrderMassActionRequest(Poco::AutoPtr<OrderMassActionRequestData> orderMassActionRequestData) override{
                poco_bugcheck_msg("orderMassActionRequest not supported.");
            }
            virtual void UserNotification(Poco::AutoPtr<UserNotificationData> userNotificationData) override{
                poco_bugcheck_msg("userNotification not supported.");
            }
            virtual void StreamAssignmentRequest(Poco::AutoPtr<StreamAssignmentRequestData> streamAssignmentRequestData) override{
                poco_bugcheck_msg("streamAssignmentRequest not supported.");
            }
            virtual void StreamAssignmentReport(Poco::AutoPtr<StreamAssignmentReportData> streamAssignmentReportData) override{
                poco_bugcheck_msg("streamAssignmentReport not supported.");
            }
            virtual void StreamAssignmentReportACK(Poco::AutoPtr<StreamAssignmentReportACKData> streamAssignmentReportACKData) override{
                poco_bugcheck_msg("streamAssignmentReportACK not supported.");
            }
            void DoOperation(Poco::Int32 operation)
            {
                (void)operation;
                poco_bugcheck_msg("DoOperation not implemented.");
            }
        }; //MessageReceivingConnection
        
        class CallConnection :  public Connection {
        public:
            
            virtual void IOI(Poco::AutoPtr<IOIData> iOIData) override{
                ProcessMessage(iOIData);
            }
            virtual void Advertisement(Poco::AutoPtr<AdvertisementData> advertisementData) override{
                ProcessMessage(advertisementData);
            }
            virtual void ExecutionReport(Poco::AutoPtr<ExecutionReportData> executionReportData) override{
                ProcessMessage(executionReportData);
            }
            virtual void OrderCancelReject(Poco::AutoPtr<OrderCancelRejectData> orderCancelRejectData) override{
                ProcessMessage(orderCancelRejectData);
            }
            virtual void News(Poco::AutoPtr<NewsData> newsData) override{
                ProcessMessage(newsData);
            }
            virtual void Email(Poco::AutoPtr<EmailData> emailData) override{
                ProcessMessage(emailData);
            }
            virtual void NewOrderSingle(Poco::AutoPtr<NewOrderSingleData> newOrderSingleData) override{
                ProcessMessage(newOrderSingleData);
            }
            virtual void NewOrderList(Poco::AutoPtr<NewOrderListData> newOrderListData) override{
                ProcessMessage(newOrderListData);
            }
            virtual void OrderCancelRequest(Poco::AutoPtr<OrderCancelRequestData> orderCancelRequestData) override{
                ProcessMessage(orderCancelRequestData);
            }
            virtual void OrderCancelReplaceRequest(Poco::AutoPtr<OrderCancelReplaceRequestData> orderCancelReplaceRequestData) override{
                ProcessMessage(orderCancelReplaceRequestData);
            }
            virtual void OrderStatusRequest(Poco::AutoPtr<OrderStatusRequestData> orderStatusRequestData) override{
                ProcessMessage(orderStatusRequestData);
            }
            virtual void AllocationInstruction(Poco::AutoPtr<AllocationInstructionData> allocationInstructionData) override{
                ProcessMessage(allocationInstructionData);
            }
            virtual void ListCancelRequest(Poco::AutoPtr<ListCancelRequestData> listCancelRequestData) override{
                ProcessMessage(listCancelRequestData);
            }
            virtual void ListExecute(Poco::AutoPtr<ListExecuteData> listExecuteData) override{
                ProcessMessage(listExecuteData);
            }
            virtual void ListStatusRequest(Poco::AutoPtr<ListStatusRequestData> listStatusRequestData) override{
                ProcessMessage(listStatusRequestData);
            }
            virtual void ListStatus(Poco::AutoPtr<ListStatusData> listStatusData) override{
                ProcessMessage(listStatusData);
            }
            virtual void AllocationInstructionAck(Poco::AutoPtr<AllocationInstructionAckData> allocationInstructionAckData) override{
                ProcessMessage(allocationInstructionAckData);
            }
            virtual void DontKnowTrade(Poco::AutoPtr<DontKnowTradeData> dontKnowTradeData) override{
                ProcessMessage(dontKnowTradeData);
            }
            virtual void QuoteRequest(Poco::AutoPtr<QuoteRequestData> quoteRequestData) override{
                ProcessMessage(quoteRequestData);
            }
            virtual void Quote(Poco::AutoPtr<QuoteData> quoteData) override{
                ProcessMessage(quoteData);
            }
            virtual void SettlementInstructions(Poco::AutoPtr<SettlementInstructionsData> settlementInstructionsData) override{
                ProcessMessage(settlementInstructionsData);
            }
            virtual void MarketDataRequest(Poco::AutoPtr<MarketDataRequestData> marketDataRequestData) override{
                ProcessMessage(marketDataRequestData);
            }
            virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr<MarketDataSnapshotFullRefreshData> marketDataSnapshotFullRefreshData) override{
                ProcessMessage(marketDataSnapshotFullRefreshData);
            }
            virtual void MarketDataIncrementalRefresh(Poco::AutoPtr<MarketDataIncrementalRefreshData> marketDataIncrementalRefreshData) override{
                ProcessMessage(marketDataIncrementalRefreshData);
            }
            virtual void MarketDataRequestReject(Poco::AutoPtr<MarketDataRequestRejectData> marketDataRequestRejectData) override{
                ProcessMessage(marketDataRequestRejectData);
            }
            virtual void QuoteCancel(Poco::AutoPtr<QuoteCancelData> quoteCancelData) override{
                ProcessMessage(quoteCancelData);
            }
            virtual void QuoteStatusRequest(Poco::AutoPtr<QuoteStatusRequestData> quoteStatusRequestData) override{
                ProcessMessage(quoteStatusRequestData);
            }
            virtual void MassQuoteAcknowledgement(Poco::AutoPtr<MassQuoteAcknowledgementData> massQuoteAcknowledgementData) override{
                ProcessMessage(massQuoteAcknowledgementData);
            }
            virtual void SecurityDefinitionRequest(Poco::AutoPtr<SecurityDefinitionRequestData> securityDefinitionRequestData) override{
                ProcessMessage(securityDefinitionRequestData);
            }
            virtual void SecurityDefinition(Poco::AutoPtr<SecurityDefinitionData> securityDefinitionData) override{
                ProcessMessage(securityDefinitionData);
            }
            virtual void SecurityStatusRequest(Poco::AutoPtr<SecurityStatusRequestData> securityStatusRequestData) override{
                ProcessMessage(securityStatusRequestData);
            }
            virtual void SecurityStatus(Poco::AutoPtr<SecurityStatusData> securityStatusData) override{
                ProcessMessage(securityStatusData);
            }
            virtual void TradingSessionStatusRequest(Poco::AutoPtr<TradingSessionStatusRequestData> tradingSessionStatusRequestData) override{
                ProcessMessage(tradingSessionStatusRequestData);
            }
            virtual void TradingSessionStatus(Poco::AutoPtr<TradingSessionStatusData> tradingSessionStatusData) override{
                ProcessMessage(tradingSessionStatusData);
            }
            virtual void MassQuote(Poco::AutoPtr<MassQuoteData> massQuoteData) override{
                ProcessMessage(massQuoteData);
            }
            virtual void BusinessMessageReject(Poco::AutoPtr<BusinessMessageRejectData> businessMessageRejectData) override{
                ProcessMessage(businessMessageRejectData);
            }
            virtual void BidRequest(Poco::AutoPtr<BidRequestData> bidRequestData) override{
                ProcessMessage(bidRequestData);
            }
            virtual void BidResponse(Poco::AutoPtr<BidResponseData> bidResponseData) override{
                ProcessMessage(bidResponseData);
            }
            virtual void ListStrikePrice(Poco::AutoPtr<ListStrikePriceData> listStrikePriceData) override{
                ProcessMessage(listStrikePriceData);
            }
            virtual void RegistrationInstructions(Poco::AutoPtr<RegistrationInstructionsData> registrationInstructionsData) override{
                ProcessMessage(registrationInstructionsData);
            }
            virtual void RegistrationInstructionsResponse(Poco::AutoPtr<RegistrationInstructionsResponseData> registrationInstructionsResponseData) override{
                ProcessMessage(registrationInstructionsResponseData);
            }
            virtual void OrderMassCancelRequest(Poco::AutoPtr<OrderMassCancelRequestData> orderMassCancelRequestData) override{
                ProcessMessage(orderMassCancelRequestData);
            }
            virtual void OrderMassCancelReport(Poco::AutoPtr<OrderMassCancelReportData> orderMassCancelReportData) override{
                ProcessMessage(orderMassCancelReportData);
            }
            virtual void NewOrderCross(Poco::AutoPtr<NewOrderCrossData> newOrderCrossData) override{
                ProcessMessage(newOrderCrossData);
            }
            virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr<CrossOrderCancelReplaceRequestData> crossOrderCancelReplaceRequestData) override{
                ProcessMessage(crossOrderCancelReplaceRequestData);
            }
            virtual void CrossOrderCancelRequest(Poco::AutoPtr<CrossOrderCancelRequestData> crossOrderCancelRequestData) override{
                ProcessMessage(crossOrderCancelRequestData);
            }
            virtual void SecurityTypeRequest(Poco::AutoPtr<SecurityTypeRequestData> securityTypeRequestData) override{
                ProcessMessage(securityTypeRequestData);
            }
            virtual void SecurityTypes(Poco::AutoPtr<SecurityTypesData> securityTypesData) override{
                ProcessMessage(securityTypesData);
            }
            virtual void SecurityListRequest(Poco::AutoPtr<SecurityListRequestData> securityListRequestData) override{
                ProcessMessage(securityListRequestData);
            }
            virtual void SecurityList(Poco::AutoPtr<SecurityListData> securityListData) override{
                ProcessMessage(securityListData);
            }
            virtual void DerivativeSecurityListRequest(Poco::AutoPtr<DerivativeSecurityListRequestData> derivativeSecurityListRequestData) override{
                ProcessMessage(derivativeSecurityListRequestData);
            }
            virtual void DerivativeSecurityList(Poco::AutoPtr<DerivativeSecurityListData> derivativeSecurityListData) override{
                ProcessMessage(derivativeSecurityListData);
            }
            virtual void NewOrderMultileg(Poco::AutoPtr<NewOrderMultilegData> newOrderMultilegData) override{
                ProcessMessage(newOrderMultilegData);
            }
            virtual void MultilegOrderCancelReplace(Poco::AutoPtr<MultilegOrderCancelReplaceData> multilegOrderCancelReplaceData) override{
                ProcessMessage(multilegOrderCancelReplaceData);
            }
            virtual void TradeCaptureReportRequest(Poco::AutoPtr<TradeCaptureReportRequestData> tradeCaptureReportRequestData) override{
                ProcessMessage(tradeCaptureReportRequestData);
            }
            virtual void TradeCaptureReport(Poco::AutoPtr<TradeCaptureReportData> tradeCaptureReportData) override{
                ProcessMessage(tradeCaptureReportData);
            }
            virtual void OrderMassStatusRequest(Poco::AutoPtr<OrderMassStatusRequestData> orderMassStatusRequestData) override{
                ProcessMessage(orderMassStatusRequestData);
            }
            virtual void QuoteRequestReject(Poco::AutoPtr<QuoteRequestRejectData> quoteRequestRejectData) override{
                ProcessMessage(quoteRequestRejectData);
            }
            virtual void RFQRequest(Poco::AutoPtr<RFQRequestData> rFQRequestData) override{
                ProcessMessage(rFQRequestData);
            }
            virtual void QuoteStatusReport(Poco::AutoPtr<QuoteStatusReportData> quoteStatusReportData) override{
                ProcessMessage(quoteStatusReportData);
            }
            virtual void QuoteResponse(Poco::AutoPtr<QuoteResponseData> quoteResponseData) override{
                ProcessMessage(quoteResponseData);
            }
            virtual void Confirmation(Poco::AutoPtr<ConfirmationData> confirmationData) override{
                ProcessMessage(confirmationData);
            }
            virtual void PositionMaintenanceRequest(Poco::AutoPtr<PositionMaintenanceRequestData> positionMaintenanceRequestData) override{
                ProcessMessage(positionMaintenanceRequestData);
            }
            virtual void PositionMaintenanceReport(Poco::AutoPtr<PositionMaintenanceReportData> positionMaintenanceReportData) override{
                ProcessMessage(positionMaintenanceReportData);
            }
            virtual void RequestForPositions(Poco::AutoPtr<RequestForPositionsData> requestForPositionsData) override{
                ProcessMessage(requestForPositionsData);
            }
            virtual void RequestForPositionsAck(Poco::AutoPtr<RequestForPositionsAckData> requestForPositionsAckData) override{
                ProcessMessage(requestForPositionsAckData);
            }
            virtual void PositionReport(Poco::AutoPtr<PositionReportData> positionReportData) override{
                ProcessMessage(positionReportData);
            }
            virtual void TradeCaptureReportRequestAck(Poco::AutoPtr<TradeCaptureReportRequestAckData> tradeCaptureReportRequestAckData) override{
                ProcessMessage(tradeCaptureReportRequestAckData);
            }
            virtual void TradeCaptureReportAck(Poco::AutoPtr<TradeCaptureReportAckData> tradeCaptureReportAckData) override{
                ProcessMessage(tradeCaptureReportAckData);
            }
            virtual void AllocationReport(Poco::AutoPtr<AllocationReportData> allocationReportData) override{
                ProcessMessage(allocationReportData);
            }
            virtual void AllocationReportAck(Poco::AutoPtr<AllocationReportAckData> allocationReportAckData) override{
                ProcessMessage(allocationReportAckData);
            }
            virtual void ConfirmationAck(Poco::AutoPtr<ConfirmationAckData> confirmationAckData) override{
                ProcessMessage(confirmationAckData);
            }
            virtual void SettlementInstructionRequest(Poco::AutoPtr<SettlementInstructionRequestData> settlementInstructionRequestData) override{
                ProcessMessage(settlementInstructionRequestData);
            }
            virtual void AssignmentReport(Poco::AutoPtr<AssignmentReportData> assignmentReportData) override{
                ProcessMessage(assignmentReportData);
            }
            virtual void CollateralRequest(Poco::AutoPtr<CollateralRequestData> collateralRequestData) override{
                ProcessMessage(collateralRequestData);
            }
            virtual void CollateralAssignment(Poco::AutoPtr<CollateralAssignmentData> collateralAssignmentData) override{
                ProcessMessage(collateralAssignmentData);
            }
            virtual void CollateralResponse(Poco::AutoPtr<CollateralResponseData> collateralResponseData) override{
                ProcessMessage(collateralResponseData);
            }
            virtual void CollateralReport(Poco::AutoPtr<CollateralReportData> collateralReportData) override{
                ProcessMessage(collateralReportData);
            }
            virtual void CollateralInquiry(Poco::AutoPtr<CollateralInquiryData> collateralInquiryData) override{
                ProcessMessage(collateralInquiryData);
            }
            virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr<NetworkCounterpartySystemStatusRequestData> networkCounterpartySystemStatusRequestData) override{
                ProcessMessage(networkCounterpartySystemStatusRequestData);
            }
            virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr<NetworkCounterpartySystemStatusResponseData> networkCounterpartySystemStatusResponseData) override{
                ProcessMessage(networkCounterpartySystemStatusResponseData);
            }
            virtual void UserRequest(Poco::AutoPtr<UserRequestData> userRequestData) override{
                ProcessMessage(userRequestData);
            }
            virtual void UserResponse(Poco::AutoPtr<UserResponseData> userResponseData) override{
                ProcessMessage(userResponseData);
            }
            virtual void CollateralInquiryAck(Poco::AutoPtr<CollateralInquiryAckData> collateralInquiryAckData) override{
                ProcessMessage(collateralInquiryAckData);
            }
            virtual void ConfirmationRequest(Poco::AutoPtr<ConfirmationRequestData> confirmationRequestData) override{
                ProcessMessage(confirmationRequestData);
            }
            virtual void ContraryIntentionReport(Poco::AutoPtr<ContraryIntentionReportData> contraryIntentionReportData) override{
                ProcessMessage(contraryIntentionReportData);
            }
            virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr<SecurityDefinitionUpdateReportData> securityDefinitionUpdateReportData) override{
                ProcessMessage(securityDefinitionUpdateReportData);
            }
            virtual void SecurityListUpdateReport(Poco::AutoPtr<SecurityListUpdateReportData> securityListUpdateReportData) override{
                ProcessMessage(securityListUpdateReportData);
            }
            virtual void AdjustedPositionReport(Poco::AutoPtr<AdjustedPositionReportData> adjustedPositionReportData) override{
                ProcessMessage(adjustedPositionReportData);
            }
            virtual void AllocationInstructionAlert(Poco::AutoPtr<AllocationInstructionAlertData> allocationInstructionAlertData) override{
                ProcessMessage(allocationInstructionAlertData);
            }
            virtual void ExecutionAcknowledgement(Poco::AutoPtr<ExecutionAcknowledgementData> executionAcknowledgementData) override{
                ProcessMessage(executionAcknowledgementData);
            }
            virtual void TradingSessionList(Poco::AutoPtr<TradingSessionListData> tradingSessionListData) override{
                ProcessMessage(tradingSessionListData);
            }
            virtual void TradingSessionListRequest(Poco::AutoPtr<TradingSessionListRequestData> tradingSessionListRequestData) override{
                ProcessMessage(tradingSessionListRequestData);
            }
            virtual void SettlementObligationReport(Poco::AutoPtr<SettlementObligationReportData> settlementObligationReportData) override{
                ProcessMessage(settlementObligationReportData);
            }
            virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr<DerivativeSecurityListUpdateReportData> derivativeSecurityListUpdateReportData) override{
                ProcessMessage(derivativeSecurityListUpdateReportData);
            }
            virtual void TradingSessionListUpdateReport(Poco::AutoPtr<TradingSessionListUpdateReportData> tradingSessionListUpdateReportData) override{
                ProcessMessage(tradingSessionListUpdateReportData);
            }
            virtual void MarketDefinitionRequest(Poco::AutoPtr<MarketDefinitionRequestData> marketDefinitionRequestData) override{
                ProcessMessage(marketDefinitionRequestData);
            }
            virtual void MarketDefinition(Poco::AutoPtr<MarketDefinitionData> marketDefinitionData) override{
                ProcessMessage(marketDefinitionData);
            }
            virtual void MarketDefinitionUpdateReport(Poco::AutoPtr<MarketDefinitionUpdateReportData> marketDefinitionUpdateReportData) override{
                ProcessMessage(marketDefinitionUpdateReportData);
            }
            virtual void ApplicationMessageRequest(Poco::AutoPtr<ApplicationMessageRequestData> applicationMessageRequestData) override{
                ProcessMessage(applicationMessageRequestData);
            }
            virtual void ApplicationMessageRequestAck(Poco::AutoPtr<ApplicationMessageRequestAckData> applicationMessageRequestAckData) override{
                ProcessMessage(applicationMessageRequestAckData);
            }
            virtual void ApplicationMessageReport(Poco::AutoPtr<ApplicationMessageReportData> applicationMessageReportData) override{
                ProcessMessage(applicationMessageReportData);
            }
            virtual void OrderMassActionReport(Poco::AutoPtr<OrderMassActionReportData> orderMassActionReportData) override{
                ProcessMessage(orderMassActionReportData);
            }
            virtual void OrderMassActionRequest(Poco::AutoPtr<OrderMassActionRequestData> orderMassActionRequestData) override{
                ProcessMessage(orderMassActionRequestData);
            }
            virtual void UserNotification(Poco::AutoPtr<UserNotificationData> userNotificationData) override{
                ProcessMessage(userNotificationData);
            }
            virtual void StreamAssignmentRequest(Poco::AutoPtr<StreamAssignmentRequestData> streamAssignmentRequestData) override{
                ProcessMessage(streamAssignmentRequestData);
            }
            virtual void StreamAssignmentReport(Poco::AutoPtr<StreamAssignmentReportData> streamAssignmentReportData) override{
                ProcessMessage(streamAssignmentReportData);
            }
            virtual void StreamAssignmentReportACK(Poco::AutoPtr<StreamAssignmentReportACKData> streamAssignmentReportACKData) override{
                ProcessMessage(streamAssignmentReportACKData);
            }
            void ProcessMessage(Poco::AutoPtr<IMessageData> _messageData)
            {
                poco_bugcheck_msg("ProcessMessage not implemented.");
            }
            void DoOperation(Poco::Int32 operation)
            {
                (void)operation;
                poco_bugcheck_msg("DoOperation not implemented.");
            }
        }; //CallConnection
        
    } //Interface
} //trader