tickserver/api/gofix/include/quickfix/fix43/OrderMassCancelRequest.h

#ifndef FIX43_ORDERMASSCANCELREQUEST_H
#define FIX43_ORDERMASSCANCELREQUEST_H

#include "Message.h"

namespace FIX43
{

  class OrderMassCancelRequest : public Message
  {
  public:
    OrderMassCancelRequest() : Message(MsgType()) {}
    OrderMassCancelRequest(const FIX::Message& m) : Message(m) {}
    OrderMassCancelRequest(const Message& m) : Message(m) {}
    OrderMassCancelRequest(const OrderMassCancelRequest& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("q"); }

    OrderMassCancelRequest(
      const FIX::ClOrdID& aClOrdID,
      const FIX::MassCancelRequestType& aMassCancelRequestType,
      const FIX::TransactTime& aTransactTime )
    : Message(MsgType())
    {
      set(aClOrdID);
      set(aMassCancelRequestType);
      set(aTransactTime);
    }

    FIELD_SET(*this, FIX::ClOrdID);
    FIELD_SET(*this, FIX::SecondaryClOrdID);
    FIELD_SET(*this, FIX::MassCancelRequestType);
    FIELD_SET(*this, FIX::TradingSessionID);
    FIELD_SET(*this, FIX::TradingSessionSubID);
    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::UnderlyingSymbol);
    FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
    FIELD_SET(*this, FIX::UnderlyingSecurityID);
    FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
    FIELD_SET(*this, FIX::UnderlyingProduct);
    FIELD_SET(*this, FIX::UnderlyingCFICode);
    FIELD_SET(*this, FIX::UnderlyingSecurityType);
    FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
    FIELD_SET(*this, FIX::UnderlyingMaturityDate);
    FIELD_SET(*this, FIX::UnderlyingPutOrCall);
    FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
    FIELD_SET(*this, FIX::UnderlyingIssueDate);
    FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
    FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
    FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
    FIELD_SET(*this, FIX::UnderlyingFactor);
    FIELD_SET(*this, FIX::UnderlyingCreditRating);
    FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
    FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
    FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
    FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
    FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
    FIELD_SET(*this, FIX::UnderlyingStrikePrice);
    FIELD_SET(*this, FIX::UnderlyingOptAttribute);
    FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
    FIELD_SET(*this, FIX::UnderlyingCouponRate);
    FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
    FIELD_SET(*this, FIX::UnderlyingIssuer);
    FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
    FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
    FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
    FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
    FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
    FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
    class NoUnderlyingSecurityAltID: public FIX::Group
    {
    public:
    NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
      FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
      FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
    };
    FIELD_SET(*this, FIX::Side);
    FIELD_SET(*this, FIX::TransactTime);
    FIELD_SET(*this, FIX::Text);
    FIELD_SET(*this, FIX::EncodedTextLen);
    FIELD_SET(*this, FIX::EncodedText);
  };

}

#endif