OrderMassCancelReport.h 5.7 KB

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  1. #ifndef FIX44_ORDERMASSCANCELREPORT_H
  2. #define FIX44_ORDERMASSCANCELREPORT_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class OrderMassCancelReport : public Message
  7. {
  8. public:
  9. OrderMassCancelReport() : Message(MsgType()) {}
  10. OrderMassCancelReport(const FIX::Message& m) : Message(m) {}
  11. OrderMassCancelReport(const Message& m) : Message(m) {}
  12. OrderMassCancelReport(const OrderMassCancelReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("r"); }
  14. OrderMassCancelReport(
  15. const FIX::OrderID& aOrderID,
  16. const FIX::MassCancelRequestType& aMassCancelRequestType,
  17. const FIX::MassCancelResponse& aMassCancelResponse )
  18. : Message(MsgType())
  19. {
  20. set(aOrderID);
  21. set(aMassCancelRequestType);
  22. set(aMassCancelResponse);
  23. }
  24. FIELD_SET(*this, FIX::ClOrdID);
  25. FIELD_SET(*this, FIX::SecondaryClOrdID);
  26. FIELD_SET(*this, FIX::OrderID);
  27. FIELD_SET(*this, FIX::SecondaryOrderID);
  28. FIELD_SET(*this, FIX::MassCancelRequestType);
  29. FIELD_SET(*this, FIX::MassCancelResponse);
  30. FIELD_SET(*this, FIX::MassCancelRejectReason);
  31. FIELD_SET(*this, FIX::TotalAffectedOrders);
  32. FIELD_SET(*this, FIX::NoAffectedOrders);
  33. class NoAffectedOrders: public FIX::Group
  34. {
  35. public:
  36. NoAffectedOrders() : FIX::Group(534,41,FIX::message_order(41,535,536,0)) {}
  37. FIELD_SET(*this, FIX::OrigClOrdID);
  38. FIELD_SET(*this, FIX::AffectedOrderID);
  39. FIELD_SET(*this, FIX::AffectedSecondaryOrderID);
  40. };
  41. FIELD_SET(*this, FIX::TradingSessionID);
  42. FIELD_SET(*this, FIX::TradingSessionSubID);
  43. FIELD_SET(*this, FIX::Symbol);
  44. FIELD_SET(*this, FIX::SymbolSfx);
  45. FIELD_SET(*this, FIX::SecurityID);
  46. FIELD_SET(*this, FIX::SecurityIDSource);
  47. FIELD_SET(*this, FIX::Product);
  48. FIELD_SET(*this, FIX::CFICode);
  49. FIELD_SET(*this, FIX::SecurityType);
  50. FIELD_SET(*this, FIX::SecuritySubType);
  51. FIELD_SET(*this, FIX::MaturityMonthYear);
  52. FIELD_SET(*this, FIX::MaturityDate);
  53. FIELD_SET(*this, FIX::PutOrCall);
  54. FIELD_SET(*this, FIX::CouponPaymentDate);
  55. FIELD_SET(*this, FIX::IssueDate);
  56. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  57. FIELD_SET(*this, FIX::RepurchaseTerm);
  58. FIELD_SET(*this, FIX::RepurchaseRate);
  59. FIELD_SET(*this, FIX::Factor);
  60. FIELD_SET(*this, FIX::CreditRating);
  61. FIELD_SET(*this, FIX::InstrRegistry);
  62. FIELD_SET(*this, FIX::CountryOfIssue);
  63. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  64. FIELD_SET(*this, FIX::LocaleOfIssue);
  65. FIELD_SET(*this, FIX::RedemptionDate);
  66. FIELD_SET(*this, FIX::StrikePrice);
  67. FIELD_SET(*this, FIX::StrikeCurrency);
  68. FIELD_SET(*this, FIX::OptAttribute);
  69. FIELD_SET(*this, FIX::ContractMultiplier);
  70. FIELD_SET(*this, FIX::CouponRate);
  71. FIELD_SET(*this, FIX::SecurityExchange);
  72. FIELD_SET(*this, FIX::Issuer);
  73. FIELD_SET(*this, FIX::EncodedIssuerLen);
  74. FIELD_SET(*this, FIX::EncodedIssuer);
  75. FIELD_SET(*this, FIX::SecurityDesc);
  76. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  77. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  78. FIELD_SET(*this, FIX::Pool);
  79. FIELD_SET(*this, FIX::ContractSettlMonth);
  80. FIELD_SET(*this, FIX::CPProgram);
  81. FIELD_SET(*this, FIX::CPRegType);
  82. FIELD_SET(*this, FIX::DatedDate);
  83. FIELD_SET(*this, FIX::InterestAccrualDate);
  84. FIELD_SET(*this, FIX::UnderlyingSymbol);
  85. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  86. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  87. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  88. FIELD_SET(*this, FIX::UnderlyingProduct);
  89. FIELD_SET(*this, FIX::UnderlyingCFICode);
  90. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  91. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  92. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  93. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  94. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  95. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  96. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  97. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  98. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  99. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  100. FIELD_SET(*this, FIX::UnderlyingFactor);
  101. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  102. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  103. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  104. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  105. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  106. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  107. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  108. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  109. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  110. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  111. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  112. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  113. FIELD_SET(*this, FIX::UnderlyingIssuer);
  114. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  115. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  116. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  117. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  118. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  119. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  120. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  121. FIELD_SET(*this, FIX::UnderlyingCurrency);
  122. FIELD_SET(*this, FIX::UnderlyingQty);
  123. FIELD_SET(*this, FIX::UnderlyingPx);
  124. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  125. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  126. FIELD_SET(*this, FIX::UnderlyingStartValue);
  127. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  128. FIELD_SET(*this, FIX::UnderlyingEndValue);
  129. FIELD_SET(*this, FIX::Side);
  130. FIELD_SET(*this, FIX::TransactTime);
  131. FIELD_SET(*this, FIX::Text);
  132. FIELD_SET(*this, FIX::EncodedTextLen);
  133. FIELD_SET(*this, FIX::EncodedText);
  134. };
  135. }
  136. #endif