\documentclass{report}
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\usepackage[english]{babel}
\usepackage[latin1]{inputenc}
\usepackage{amssymb}
\usepackage[all]{xy}
\usepackage[usenames]{color}
\usepackage{longtable}
\usepackage{ifthen}
\usepackage{soul}
\usepackage{float} % <- gives the H positioning option to figure
\usepackage{array} % <- gives newcolumntype

\newcolumntype{C}[1]{>{\centering\arraybackslash}p{#1}} % centered fixed with column

\title{Diff Test} 
\author{Mikael Brännström}
\date{13 January 2010} % Activate to display a given date or no date
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\begin{document}
\maketitle

\chapter{Main}

\begin{center}
\begin{longtable}{|p{165pt}|p{45pt}|C{25pt}|C{25pt}|C{25pt}|}
\caption{Message overview.} \\
\hline
\em{Message} & \em{Class} & \em{All?} & \em{Read-only?} & \em{Snap\-shot-only?} \\
\hline \hline
\endhead

\DIFaddbegin \DIFadd{New\-Order\-Single  }& \DIFadd{Order }& \DIFadd{send }& &  \\*

\DIFadd{Order\-Cancel\-Replace\-Request  }& \DIFadd{Order }& \DIFadd{send }& &  \\*

\DIFadd{Order\-Cancel\-Request  }& \DIFadd{Order }& \DIFadd{send }& &  \\*

\DIFadd{Execution\-Report  }& \DIFadd{Order }& \DIFadd{recv }& \DIFadd{recv }& \DIFadd{recv  }\\*

\DIFadd{Order\-Cancel\-Reject  }& \DIFadd{Order }& \DIFadd{recv }& \DIFadd{recv }&  \\*

\DIFadd{Order\-Mass\-Status\-Request  }& \DIFadd{Order }& \DIFadd{send }& \DIFadd{send }& \DIFadd{send  }\\*
    \hline
\DIFaddend Trade\-Capture\-Report  & Trade & send recv & recv & recv  \\*

Trade\-Capture\-Report\-Ack  & Trade & recv & recv &  \DIFaddbegin \\*

\DIFadd{Trade\-Capture\-Report\-Request  }& \DIFadd{Trade }& \DIFadd{send }& \DIFadd{send }& \DIFadd{send  }\DIFaddend \\*

Trade\-Capture\-Report\-Request\-Ack  & Trade & recv & recv & recv  \\*
    \hline
\end{longtable}
\end{center}

\end{document}
