#ifndef FIX43_QUOTECANCEL_H #define FIX43_QUOTECANCEL_H #include "Message.h" namespace FIX43 { 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::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::Account); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::NoQuoteEntries); class NoQuoteEntries: public FIX::Group { public: NoQuoteEntries() : FIX::Group(295,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,0)) {} 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); }; }; }; } #endif