OrderCancelRequest.h 2.2 KB

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  1. #ifndef FIX42_ORDERCANCELREQUEST_H
  2. #define FIX42_ORDERCANCELREQUEST_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class OrderCancelRequest : public Message
  7. {
  8. public:
  9. OrderCancelRequest() : Message(MsgType()) {}
  10. OrderCancelRequest(const FIX::Message& m) : Message(m) {}
  11. OrderCancelRequest(const Message& m) : Message(m) {}
  12. OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("F"); }
  14. OrderCancelRequest(
  15. const FIX::OrigClOrdID& aOrigClOrdID,
  16. const FIX::ClOrdID& aClOrdID,
  17. const FIX::Symbol& aSymbol,
  18. const FIX::Side& aSide,
  19. const FIX::TransactTime& aTransactTime )
  20. : Message(MsgType())
  21. {
  22. set(aOrigClOrdID);
  23. set(aClOrdID);
  24. set(aSymbol);
  25. set(aSide);
  26. set(aTransactTime);
  27. }
  28. FIELD_SET(*this, FIX::OrigClOrdID);
  29. FIELD_SET(*this, FIX::OrderID);
  30. FIELD_SET(*this, FIX::ClOrdID);
  31. FIELD_SET(*this, FIX::ListID);
  32. FIELD_SET(*this, FIX::Account);
  33. FIELD_SET(*this, FIX::ClientID);
  34. FIELD_SET(*this, FIX::ExecBroker);
  35. FIELD_SET(*this, FIX::Symbol);
  36. FIELD_SET(*this, FIX::SymbolSfx);
  37. FIELD_SET(*this, FIX::SecurityID);
  38. FIELD_SET(*this, FIX::IDSource);
  39. FIELD_SET(*this, FIX::SecurityType);
  40. FIELD_SET(*this, FIX::MaturityMonthYear);
  41. FIELD_SET(*this, FIX::MaturityDay);
  42. FIELD_SET(*this, FIX::PutOrCall);
  43. FIELD_SET(*this, FIX::StrikePrice);
  44. FIELD_SET(*this, FIX::OptAttribute);
  45. FIELD_SET(*this, FIX::ContractMultiplier);
  46. FIELD_SET(*this, FIX::CouponRate);
  47. FIELD_SET(*this, FIX::SecurityExchange);
  48. FIELD_SET(*this, FIX::Issuer);
  49. FIELD_SET(*this, FIX::EncodedIssuerLen);
  50. FIELD_SET(*this, FIX::EncodedIssuer);
  51. FIELD_SET(*this, FIX::SecurityDesc);
  52. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  53. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  54. FIELD_SET(*this, FIX::Side);
  55. FIELD_SET(*this, FIX::TransactTime);
  56. FIELD_SET(*this, FIX::OrderQty);
  57. FIELD_SET(*this, FIX::CashOrderQty);
  58. FIELD_SET(*this, FIX::ComplianceID);
  59. FIELD_SET(*this, FIX::SolicitedFlag);
  60. FIELD_SET(*this, FIX::Text);
  61. FIELD_SET(*this, FIX::EncodedTextLen);
  62. FIELD_SET(*this, FIX::EncodedText);
  63. };
  64. }
  65. #endif