#ifndef FIX42_QUOTECANCEL_H #define FIX42_QUOTECANCEL_H #include "Message.h" namespace FIX42 { class QuoteCancel : public Message { public: QuoteCancel() : Message(MsgType()) {} QuoteCancel(const FIX::Message& m) : Message(m) {} QuoteCancel(const Message& m) : Message(m) {} QuoteCancel(const QuoteCancel& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("Z"); } QuoteCancel( const FIX::QuoteID& aQuoteID, const FIX::QuoteCancelType& aQuoteCancelType ) : Message(MsgType()) { set(aQuoteID); set(aQuoteCancelType); } FIELD_SET(*this, FIX::QuoteReqID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::QuoteCancelType); FIELD_SET(*this, FIX::QuoteResponseLevel); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::NoQuoteEntries); class NoQuoteEntries: public FIX::Group { public: NoQuoteEntries() : FIX::Group(295,55,FIX::message_order(55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,311,0)) {} 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::UnderlyingSymbol); }; }; } #endif