#ifndef FIX43_CROSSORDERCANCELREPLACEREQUEST_H #define FIX43_CROSSORDERCANCELREPLACEREQUEST_H #include "Message.h" namespace FIX43 { class CrossOrderCancelReplaceRequest : public Message { public: CrossOrderCancelReplaceRequest() : Message(MsgType()) {} CrossOrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {} CrossOrderCancelReplaceRequest(const Message& m) : Message(m) {} CrossOrderCancelReplaceRequest(const CrossOrderCancelReplaceRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("t"); } CrossOrderCancelReplaceRequest( const FIX::CrossID& aCrossID, const FIX::OrigCrossID& aOrigCrossID, const FIX::CrossType& aCrossType, const FIX::CrossPrioritization& aCrossPrioritization, const FIX::HandlInst& aHandlInst, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message(MsgType()) { set(aCrossID); set(aOrigCrossID); set(aCrossType); set(aCrossPrioritization); set(aHandlInst); set(aTransactTime); set(aOrdType); } FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::CrossID); FIELD_SET(*this, FIX::OrigCrossID); FIELD_SET(*this, FIX::CrossType); FIELD_SET(*this, FIX::CrossPrioritization); 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::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::PrevClosePx); FIELD_SET(*this, FIX::LocateReqd); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::NoStipulations); class NoStipulations: public FIX::Group { public: NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} FIELD_SET(*this, FIX::StipulationType); FIELD_SET(*this, FIX::StipulationValue); }; FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::Price); FIELD_SET(*this, FIX::StopPx); FIELD_SET(*this, FIX::Spread); FIELD_SET(*this, FIX::BenchmarkCurveCurrency); FIELD_SET(*this, FIX::BenchmarkCurveName); FIELD_SET(*this, FIX::BenchmarkCurvePoint); FIELD_SET(*this, FIX::YieldType); FIELD_SET(*this, FIX::Yield); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::ComplianceID); 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::MaxShow); FIELD_SET(*this, FIX::PegDifference); FIELD_SET(*this, FIX::DiscretionInst); FIELD_SET(*this, FIX::DiscretionOffset); FIELD_SET(*this, FIX::CancellationRights); FIELD_SET(*this, FIX::MoneyLaunderingStatus); FIELD_SET(*this, FIX::RegistID); FIELD_SET(*this, FIX::Designation); FIELD_SET(*this, FIX::AccruedInterestRate); FIELD_SET(*this, FIX::AccruedInterestAmt); FIELD_SET(*this, FIX::NetMoney); FIELD_SET(*this, FIX::NoSides); class NoSides: public FIX::Group { public: NoSides() : FIX::Group(552,54,FIX::message_order(54,41,11,526,583,586,453,229,1,581,589,590,591,78,465,38,152,516,468,469,12,13,479,497,528,529,582,121,120,58,354,355,77,203,544,635,377,659,0)) {} FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::OrigClOrdID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ClOrdLinkID); FIELD_SET(*this, FIX::OrigOrdModTime); 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::TradeOriginationDate); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::DayBookingInst); FIELD_SET(*this, FIX::BookingUnit); FIELD_SET(*this, FIX::PreallocMethod); FIELD_SET(*this, FIX::QuantityType); 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::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); FIELD_SET(*this, FIX::OrderCapacity); FIELD_SET(*this, FIX::OrderRestrictions); FIELD_SET(*this, FIX::CustOrderCapacity); 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::PositionEffect); FIELD_SET(*this, FIX::CoveredOrUncovered); FIELD_SET(*this, FIX::CashMargin); FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::SideComplianceID); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,467,539,80,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::NoNestedPartyIDs); class NoNestedPartyIDs: public FIX::Group { public: NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {} FIELD_SET(*this, FIX::NestedPartyID); FIELD_SET(*this, FIX::NestedPartyIDSource); FIELD_SET(*this, FIX::NestedPartyRole); FIELD_SET(*this, FIX::NestedPartySubID); }; FIELD_SET(*this, FIX::AllocQty); }; }; FIELD_SET(*this, FIX::NoTradingSessions); class NoTradingSessions: public FIX::Group { public: NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); }; }; } #endif