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- #ifndef FIX43_ORDERCANCELREPLACEREQUEST_H
- #define FIX43_ORDERCANCELREPLACEREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- class OrderCancelReplaceRequest : public Message
- {
- public:
- OrderCancelReplaceRequest() : Message(MsgType()) {}
- OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
- OrderCancelReplaceRequest(const Message& m) : Message(m) {}
- OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
- OrderCancelReplaceRequest(
- const FIX::OrigClOrdID& aOrigClOrdID,
- const FIX::ClOrdID& aClOrdID,
- const FIX::HandlInst& aHandlInst,
- const FIX::Side& aSide,
- const FIX::TransactTime& aTransactTime,
- const FIX::OrdType& aOrdType )
- : Message(MsgType())
- {
- set(aOrigClOrdID);
- set(aClOrdID);
- set(aHandlInst);
- set(aSide);
- set(aTransactTime);
- set(aOrdType);
- }
- FIELD_SET(*this, FIX::OrderID);
- 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::OrigClOrdID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::ClOrdLinkID);
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::OrigOrdModTime);
- 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::SettlmntTyp);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::CashMargin);
- FIELD_SET(*this, FIX::ClearingFeeIndicator);
- 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::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::Side);
- FIELD_SET(*this, FIX::TransactTime);
- 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::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::PegDifference);
- FIELD_SET(*this, FIX::DiscretionInst);
- FIELD_SET(*this, FIX::DiscretionOffset);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::SolicitedFlag);
- FIELD_SET(*this, FIX::Currency);
- 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::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::Rule80A);
- 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::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::Price2);
- FIELD_SET(*this, FIX::PositionEffect);
- FIELD_SET(*this, FIX::CoveredOrUncovered);
- FIELD_SET(*this, FIX::MaxShow);
- FIELD_SET(*this, FIX::LocateReqd);
- 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::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
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