/* * HsCollectiveCancelRequest.h * * Created on: Feb 10, 2014 * Author: Guangyu Guo */ #ifndef FIX42_COLLECTIVECANCELREQUEST_H_ #define FIX42_COLLECTIVECANCELREQUEST_H_ #include "quickfix/fix44/Message.h" #include "HsFixFields.h" namespace FIX44 { class HsCollectiveCancelRequest : public Message { public: HsCollectiveCancelRequest() : Message(MsgType()) {} HsCollectiveCancelRequest(const FIX::Message& m) : Message(m) {} HsCollectiveCancelRequest(const Message& m) : Message(m) {} HsCollectiveCancelRequest(const HsCollectiveCancelRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("COF"); } FIELD_SET(*this, FIX::SideStr); FIELD_SET(*this, FIX::SymbolStr); FIELD_SET(*this, FIX::OrderQtyStr); FIELD_SET(*this, FIX::PriceStr); FIELD_SET(*this, FIX::SecurityExchangeStr); FIELD_SET(*this, FIX::CurrencyStr); FIELD_SET(*this, FIX::SecurityTypeStr); FIELD_SET(*this, FIX::AccountStr); FIELD_SET(*this, FIX::EntrustNum); FIELD_SET(*this, FIX::EntrustNoStr); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::ClientID); FIELD_SET(*this, FIX::ExecBroker); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::SettlmntTyp); FIELD_SET(*this, FIX::FutSettDate); FIELD_SET(*this, FIX::HandlInst); FIELD_SET(*this, FIX::ExecInst); FIELD_SET(*this, FIX::MinQty); FIELD_SET(*this, FIX::MaxFloor); FIELD_SET(*this, FIX::ExDestination); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::IDSource); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDay); FIELD_SET(*this, FIX::PutOrCall); FIELD_SET(*this, FIX::StrikePrice); FIELD_SET(*this, FIX::OptAttribute); FIELD_SET(*this, FIX::ContractMultiplier); FIELD_SET(*this, FIX::CouponRate); FIELD_SET(*this, FIX::SecurityExchange); FIELD_SET(*this, FIX::Issuer); FIELD_SET(*this, FIX::EncodedIssuerLen); FIELD_SET(*this, FIX::EncodedIssuer); FIELD_SET(*this, FIX::SecurityDesc); FIELD_SET(*this, FIX::EncodedSecurityDescLen); FIELD_SET(*this, FIX::EncodedSecurityDesc); FIELD_SET(*this, FIX::PrevClosePx); FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::LocateReqd); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::OrderQty); FIELD_SET(*this, FIX::CashOrderQty); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::Price); FIELD_SET(*this, FIX::StopPx); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::IOIid); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::TimeInForce); FIELD_SET(*this, FIX::EffectiveTime); FIELD_SET(*this, FIX::ExpireDate); FIELD_SET(*this, FIX::ExpireTime); FIELD_SET(*this, FIX::GTBookingInst); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::Rule80A); FIELD_SET(*this, FIX::ForexReq); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::FutSettDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::OpenClose); FIELD_SET(*this, FIX::CoveredOrUncovered); FIELD_SET(*this, FIX::CustomerOrFirm); FIELD_SET(*this, FIX::MaxShow); FIELD_SET(*this, FIX::PegDifference); FIELD_SET(*this, FIX::DiscretionInst); FIELD_SET(*this, FIX::DiscretionOffset); FIELD_SET(*this, FIX::ClearingFirm); FIELD_SET(*this, FIX::ClearingAccount); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocShares); }; FIELD_SET(*this, FIX::NoTradingSessions); class NoTradingSessions: public FIX::Group { public: NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {} FIELD_SET(*this, FIX::TradingSessionID); }; }; } #endif