1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162 |
- #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
|