OrderCancelReplaceRequest.h 7.0 KB

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  1. #ifndef FIX43_ORDERCANCELREPLACEREQUEST_H
  2. #define FIX43_ORDERCANCELREPLACEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class OrderCancelReplaceRequest : public Message
  7. {
  8. public:
  9. OrderCancelReplaceRequest() : Message(MsgType()) {}
  10. OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
  11. OrderCancelReplaceRequest(const Message& m) : Message(m) {}
  12. OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
  14. OrderCancelReplaceRequest(
  15. const FIX::OrigClOrdID& aOrigClOrdID,
  16. const FIX::ClOrdID& aClOrdID,
  17. const FIX::HandlInst& aHandlInst,
  18. const FIX::Side& aSide,
  19. const FIX::TransactTime& aTransactTime,
  20. const FIX::OrdType& aOrdType )
  21. : Message(MsgType())
  22. {
  23. set(aOrigClOrdID);
  24. set(aClOrdID);
  25. set(aHandlInst);
  26. set(aSide);
  27. set(aTransactTime);
  28. set(aOrdType);
  29. }
  30. FIELD_SET(*this, FIX::OrderID);
  31. FIELD_SET(*this, FIX::NoPartyIDs);
  32. class NoPartyIDs: public FIX::Group
  33. {
  34. public:
  35. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  36. FIELD_SET(*this, FIX::PartyID);
  37. FIELD_SET(*this, FIX::PartyIDSource);
  38. FIELD_SET(*this, FIX::PartyRole);
  39. FIELD_SET(*this, FIX::PartySubID);
  40. };
  41. FIELD_SET(*this, FIX::TradeOriginationDate);
  42. FIELD_SET(*this, FIX::OrigClOrdID);
  43. FIELD_SET(*this, FIX::ClOrdID);
  44. FIELD_SET(*this, FIX::SecondaryClOrdID);
  45. FIELD_SET(*this, FIX::ClOrdLinkID);
  46. FIELD_SET(*this, FIX::ListID);
  47. FIELD_SET(*this, FIX::OrigOrdModTime);
  48. FIELD_SET(*this, FIX::Account);
  49. FIELD_SET(*this, FIX::AccountType);
  50. FIELD_SET(*this, FIX::DayBookingInst);
  51. FIELD_SET(*this, FIX::BookingUnit);
  52. FIELD_SET(*this, FIX::PreallocMethod);
  53. FIELD_SET(*this, FIX::SettlmntTyp);
  54. FIELD_SET(*this, FIX::FutSettDate);
  55. FIELD_SET(*this, FIX::CashMargin);
  56. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  57. FIELD_SET(*this, FIX::HandlInst);
  58. FIELD_SET(*this, FIX::ExecInst);
  59. FIELD_SET(*this, FIX::MinQty);
  60. FIELD_SET(*this, FIX::MaxFloor);
  61. FIELD_SET(*this, FIX::ExDestination);
  62. FIELD_SET(*this, FIX::Symbol);
  63. FIELD_SET(*this, FIX::SymbolSfx);
  64. FIELD_SET(*this, FIX::SecurityID);
  65. FIELD_SET(*this, FIX::SecurityIDSource);
  66. FIELD_SET(*this, FIX::Product);
  67. FIELD_SET(*this, FIX::CFICode);
  68. FIELD_SET(*this, FIX::SecurityType);
  69. FIELD_SET(*this, FIX::MaturityMonthYear);
  70. FIELD_SET(*this, FIX::MaturityDate);
  71. FIELD_SET(*this, FIX::CouponPaymentDate);
  72. FIELD_SET(*this, FIX::IssueDate);
  73. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  74. FIELD_SET(*this, FIX::RepurchaseTerm);
  75. FIELD_SET(*this, FIX::RepurchaseRate);
  76. FIELD_SET(*this, FIX::Factor);
  77. FIELD_SET(*this, FIX::CreditRating);
  78. FIELD_SET(*this, FIX::InstrRegistry);
  79. FIELD_SET(*this, FIX::CountryOfIssue);
  80. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  81. FIELD_SET(*this, FIX::LocaleOfIssue);
  82. FIELD_SET(*this, FIX::RedemptionDate);
  83. FIELD_SET(*this, FIX::StrikePrice);
  84. FIELD_SET(*this, FIX::OptAttribute);
  85. FIELD_SET(*this, FIX::ContractMultiplier);
  86. FIELD_SET(*this, FIX::CouponRate);
  87. FIELD_SET(*this, FIX::SecurityExchange);
  88. FIELD_SET(*this, FIX::Issuer);
  89. FIELD_SET(*this, FIX::EncodedIssuerLen);
  90. FIELD_SET(*this, FIX::EncodedIssuer);
  91. FIELD_SET(*this, FIX::SecurityDesc);
  92. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  93. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  94. FIELD_SET(*this, FIX::NoSecurityAltID);
  95. class NoSecurityAltID: public FIX::Group
  96. {
  97. public:
  98. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  99. FIELD_SET(*this, FIX::SecurityAltID);
  100. FIELD_SET(*this, FIX::SecurityAltIDSource);
  101. };
  102. FIELD_SET(*this, FIX::Side);
  103. FIELD_SET(*this, FIX::TransactTime);
  104. FIELD_SET(*this, FIX::QuantityType);
  105. FIELD_SET(*this, FIX::OrderQty);
  106. FIELD_SET(*this, FIX::CashOrderQty);
  107. FIELD_SET(*this, FIX::OrderPercent);
  108. FIELD_SET(*this, FIX::RoundingDirection);
  109. FIELD_SET(*this, FIX::RoundingModulus);
  110. FIELD_SET(*this, FIX::OrdType);
  111. FIELD_SET(*this, FIX::PriceType);
  112. FIELD_SET(*this, FIX::Price);
  113. FIELD_SET(*this, FIX::StopPx);
  114. FIELD_SET(*this, FIX::Spread);
  115. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  116. FIELD_SET(*this, FIX::BenchmarkCurveName);
  117. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  118. FIELD_SET(*this, FIX::YieldType);
  119. FIELD_SET(*this, FIX::Yield);
  120. FIELD_SET(*this, FIX::PegDifference);
  121. FIELD_SET(*this, FIX::DiscretionInst);
  122. FIELD_SET(*this, FIX::DiscretionOffset);
  123. FIELD_SET(*this, FIX::ComplianceID);
  124. FIELD_SET(*this, FIX::SolicitedFlag);
  125. FIELD_SET(*this, FIX::Currency);
  126. FIELD_SET(*this, FIX::TimeInForce);
  127. FIELD_SET(*this, FIX::EffectiveTime);
  128. FIELD_SET(*this, FIX::ExpireDate);
  129. FIELD_SET(*this, FIX::ExpireTime);
  130. FIELD_SET(*this, FIX::GTBookingInst);
  131. FIELD_SET(*this, FIX::Commission);
  132. FIELD_SET(*this, FIX::CommType);
  133. FIELD_SET(*this, FIX::CommCurrency);
  134. FIELD_SET(*this, FIX::FundRenewWaiv);
  135. FIELD_SET(*this, FIX::OrderCapacity);
  136. FIELD_SET(*this, FIX::OrderRestrictions);
  137. FIELD_SET(*this, FIX::CustOrderCapacity);
  138. FIELD_SET(*this, FIX::Rule80A);
  139. FIELD_SET(*this, FIX::ForexReq);
  140. FIELD_SET(*this, FIX::SettlCurrency);
  141. FIELD_SET(*this, FIX::Text);
  142. FIELD_SET(*this, FIX::EncodedTextLen);
  143. FIELD_SET(*this, FIX::EncodedText);
  144. FIELD_SET(*this, FIX::FutSettDate2);
  145. FIELD_SET(*this, FIX::OrderQty2);
  146. FIELD_SET(*this, FIX::Price2);
  147. FIELD_SET(*this, FIX::PositionEffect);
  148. FIELD_SET(*this, FIX::CoveredOrUncovered);
  149. FIELD_SET(*this, FIX::MaxShow);
  150. FIELD_SET(*this, FIX::LocateReqd);
  151. FIELD_SET(*this, FIX::CancellationRights);
  152. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  153. FIELD_SET(*this, FIX::RegistID);
  154. FIELD_SET(*this, FIX::Designation);
  155. FIELD_SET(*this, FIX::AccruedInterestRate);
  156. FIELD_SET(*this, FIX::AccruedInterestAmt);
  157. FIELD_SET(*this, FIX::NetMoney);
  158. FIELD_SET(*this, FIX::NoAllocs);
  159. class NoAllocs: public FIX::Group
  160. {
  161. public:
  162. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,467,539,80,0)) {}
  163. FIELD_SET(*this, FIX::AllocAccount);
  164. FIELD_SET(*this, FIX::IndividualAllocID);
  165. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  166. class NoNestedPartyIDs: public FIX::Group
  167. {
  168. public:
  169. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {}
  170. FIELD_SET(*this, FIX::NestedPartyID);
  171. FIELD_SET(*this, FIX::NestedPartyIDSource);
  172. FIELD_SET(*this, FIX::NestedPartyRole);
  173. FIELD_SET(*this, FIX::NestedPartySubID);
  174. };
  175. FIELD_SET(*this, FIX::AllocQty);
  176. };
  177. FIELD_SET(*this, FIX::NoTradingSessions);
  178. class NoTradingSessions: public FIX::Group
  179. {
  180. public:
  181. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  182. FIELD_SET(*this, FIX::TradingSessionID);
  183. FIELD_SET(*this, FIX::TradingSessionSubID);
  184. };
  185. };
  186. }
  187. #endif