#ifndef FIX43_ORDERCANCELREQUEST_H #define FIX43_ORDERCANCELREQUEST_H #include "Message.h" namespace FIX43 { class OrderCancelRequest : public Message { public: OrderCancelRequest() : Message(MsgType()) {} OrderCancelRequest(const FIX::Message& m) : Message(m) {} OrderCancelRequest(const Message& m) : Message(m) {} OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("F"); } OrderCancelRequest( const FIX::OrigClOrdID& aOrigClOrdID, const FIX::ClOrdID& aClOrdID, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime ) : Message(MsgType()) { set(aOrigClOrdID); set(aClOrdID); set(aSide); set(aTransactTime); } FIELD_SET(*this, FIX::OrigClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ClOrdLinkID); FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::OrigOrdModTime); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::PartySubID); }; FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::SecurityIDSource); FIELD_SET(*this, FIX::Product); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::CouponPaymentDate); FIELD_SET(*this, FIX::IssueDate); FIELD_SET(*this, FIX::RepoCollateralSecurityType); FIELD_SET(*this, FIX::RepurchaseTerm); FIELD_SET(*this, FIX::RepurchaseRate); FIELD_SET(*this, FIX::Factor); FIELD_SET(*this, FIX::CreditRating); FIELD_SET(*this, FIX::InstrRegistry); FIELD_SET(*this, FIX::CountryOfIssue); FIELD_SET(*this, FIX::StateOrProvinceOfIssue); FIELD_SET(*this, FIX::LocaleOfIssue); FIELD_SET(*this, FIX::RedemptionDate); FIELD_SET(*this, FIX::StrikePrice); FIELD_SET(*this, FIX::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::NoSecurityAltID); class NoSecurityAltID: public FIX::Group { public: NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} FIELD_SET(*this, FIX::SecurityAltID); FIELD_SET(*this, FIX::SecurityAltIDSource); }; FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::OrderQty); FIELD_SET(*this, FIX::CashOrderQty); FIELD_SET(*this, FIX::OrderPercent); FIELD_SET(*this, FIX::RoundingDirection); FIELD_SET(*this, FIX::RoundingModulus); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); }; } #endif