#ifndef FIX43_ORDERMASSCANCELREPORT_H #define FIX43_ORDERMASSCANCELREPORT_H #include "Message.h" namespace FIX43 { class OrderMassCancelReport : public Message { public: OrderMassCancelReport() : Message(MsgType()) {} OrderMassCancelReport(const FIX::Message& m) : Message(m) {} OrderMassCancelReport(const Message& m) : Message(m) {} OrderMassCancelReport(const OrderMassCancelReport& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("r"); } OrderMassCancelReport( const FIX::OrderID& aOrderID, const FIX::MassCancelRequestType& aMassCancelRequestType, const FIX::MassCancelResponse& aMassCancelResponse ) : Message(MsgType()) { set(aOrderID); set(aMassCancelRequestType); set(aMassCancelResponse); } FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::MassCancelRequestType); FIELD_SET(*this, FIX::MassCancelResponse); FIELD_SET(*this, FIX::MassCancelRejectReason); FIELD_SET(*this, FIX::TotalAffectedOrders); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); 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::UnderlyingSymbol); FIELD_SET(*this, FIX::UnderlyingSymbolSfx); FIELD_SET(*this, FIX::UnderlyingSecurityID); FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); FIELD_SET(*this, FIX::UnderlyingProduct); FIELD_SET(*this, FIX::UnderlyingCFICode); FIELD_SET(*this, FIX::UnderlyingSecurityType); FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDate); FIELD_SET(*this, FIX::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); FIELD_SET(*this, FIX::UnderlyingIssueDate); FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); FIELD_SET(*this, FIX::UnderlyingFactor); FIELD_SET(*this, FIX::UnderlyingCreditRating); FIELD_SET(*this, FIX::UnderlyingInstrRegistry); FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); FIELD_SET(*this, FIX::UnderlyingRedemptionDate); FIELD_SET(*this, FIX::UnderlyingStrikePrice); FIELD_SET(*this, FIX::UnderlyingOptAttribute); FIELD_SET(*this, FIX::UnderlyingContractMultiplier); FIELD_SET(*this, FIX::UnderlyingCouponRate); FIELD_SET(*this, FIX::UnderlyingSecurityExchange); FIELD_SET(*this, FIX::UnderlyingIssuer); FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); FIELD_SET(*this, FIX::UnderlyingSecurityDesc); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); class NoUnderlyingSecurityAltID: public FIX::Group { public: NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} FIELD_SET(*this, FIX::UnderlyingSecurityAltID); FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); }; FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::NoAffectedOrders); class NoAffectedOrders: public FIX::Group { public: NoAffectedOrders() : FIX::Group(534,41,FIX::message_order(41,535,536,0)) {} FIELD_SET(*this, FIX::OrigClOrdID); FIELD_SET(*this, FIX::AffectedOrderID); FIELD_SET(*this, FIX::AffectedSecondaryOrderID); }; }; } #endif