QuoteCancel.h 1.9 KB

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  1. #ifndef FIX42_QUOTECANCEL_H
  2. #define FIX42_QUOTECANCEL_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class QuoteCancel : public Message
  7. {
  8. public:
  9. QuoteCancel() : Message(MsgType()) {}
  10. QuoteCancel(const FIX::Message& m) : Message(m) {}
  11. QuoteCancel(const Message& m) : Message(m) {}
  12. QuoteCancel(const QuoteCancel& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("Z"); }
  14. QuoteCancel(
  15. const FIX::QuoteID& aQuoteID,
  16. const FIX::QuoteCancelType& aQuoteCancelType )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteID);
  20. set(aQuoteCancelType);
  21. }
  22. FIELD_SET(*this, FIX::QuoteReqID);
  23. FIELD_SET(*this, FIX::QuoteID);
  24. FIELD_SET(*this, FIX::QuoteCancelType);
  25. FIELD_SET(*this, FIX::QuoteResponseLevel);
  26. FIELD_SET(*this, FIX::TradingSessionID);
  27. FIELD_SET(*this, FIX::NoQuoteEntries);
  28. class NoQuoteEntries: public FIX::Group
  29. {
  30. public:
  31. 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)) {}
  32. FIELD_SET(*this, FIX::Symbol);
  33. FIELD_SET(*this, FIX::SymbolSfx);
  34. FIELD_SET(*this, FIX::SecurityID);
  35. FIELD_SET(*this, FIX::IDSource);
  36. FIELD_SET(*this, FIX::SecurityType);
  37. FIELD_SET(*this, FIX::MaturityMonthYear);
  38. FIELD_SET(*this, FIX::MaturityDay);
  39. FIELD_SET(*this, FIX::PutOrCall);
  40. FIELD_SET(*this, FIX::StrikePrice);
  41. FIELD_SET(*this, FIX::OptAttribute);
  42. FIELD_SET(*this, FIX::ContractMultiplier);
  43. FIELD_SET(*this, FIX::CouponRate);
  44. FIELD_SET(*this, FIX::SecurityExchange);
  45. FIELD_SET(*this, FIX::Issuer);
  46. FIELD_SET(*this, FIX::EncodedIssuerLen);
  47. FIELD_SET(*this, FIX::EncodedIssuer);
  48. FIELD_SET(*this, FIX::SecurityDesc);
  49. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  50. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  51. FIELD_SET(*this, FIX::UnderlyingSymbol);
  52. };
  53. };
  54. }
  55. #endif