#ifndef FIX42_ORDERCANCELREQUEST_H #define FIX42_ORDERCANCELREQUEST_H #include "Message.h" namespace FIX42 { 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::Symbol& aSymbol, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime ) : Message(MsgType()) { set(aOrigClOrdID); set(aClOrdID); set(aSymbol); set(aSide); set(aTransactTime); } FIELD_SET(*this, FIX::OrigClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::ClientID); FIELD_SET(*this, FIX::ExecBroker); 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::Side); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::OrderQty); FIELD_SET(*this, FIX::CashOrderQty); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); }; } #endif