OrderMassCancelRequest.h 9.2 KB

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  1. #ifndef FIX50SP2_ORDERMASSCANCELREQUEST_H
  2. #define FIX50SP2_ORDERMASSCANCELREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class OrderMassCancelRequest : public Message
  7. {
  8. public:
  9. OrderMassCancelRequest() : Message(MsgType()) {}
  10. OrderMassCancelRequest(const FIX::Message& m) : Message(m) {}
  11. OrderMassCancelRequest(const Message& m) : Message(m) {}
  12. OrderMassCancelRequest(const OrderMassCancelRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("q"); }
  14. OrderMassCancelRequest(
  15. const FIX::ClOrdID& aClOrdID,
  16. const FIX::MassCancelRequestType& aMassCancelRequestType,
  17. const FIX::TransactTime& aTransactTime )
  18. : Message(MsgType())
  19. {
  20. set(aClOrdID);
  21. set(aMassCancelRequestType);
  22. set(aTransactTime);
  23. }
  24. FIELD_SET(*this, FIX::ClOrdID);
  25. FIELD_SET(*this, FIX::SecondaryClOrdID);
  26. FIELD_SET(*this, FIX::MassCancelRequestType);
  27. FIELD_SET(*this, FIX::TradingSessionID);
  28. FIELD_SET(*this, FIX::TradingSessionSubID);
  29. FIELD_SET(*this, FIX::NoPartyIDs);
  30. class NoPartyIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  34. FIELD_SET(*this, FIX::PartyID);
  35. FIELD_SET(*this, FIX::PartyIDSource);
  36. FIELD_SET(*this, FIX::PartyRole);
  37. FIELD_SET(*this, FIX::NoPartySubIDs);
  38. class NoPartySubIDs: public FIX::Group
  39. {
  40. public:
  41. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  42. FIELD_SET(*this, FIX::PartySubID);
  43. FIELD_SET(*this, FIX::PartySubIDType);
  44. };
  45. };
  46. FIELD_SET(*this, FIX::Symbol);
  47. FIELD_SET(*this, FIX::SymbolSfx);
  48. FIELD_SET(*this, FIX::SecurityID);
  49. FIELD_SET(*this, FIX::SecurityIDSource);
  50. FIELD_SET(*this, FIX::Product);
  51. FIELD_SET(*this, FIX::ProductComplex);
  52. FIELD_SET(*this, FIX::SecurityGroup);
  53. FIELD_SET(*this, FIX::CFICode);
  54. FIELD_SET(*this, FIX::SecurityType);
  55. FIELD_SET(*this, FIX::SecuritySubType);
  56. FIELD_SET(*this, FIX::MaturityMonthYear);
  57. FIELD_SET(*this, FIX::MaturityDate);
  58. FIELD_SET(*this, FIX::MaturityTime);
  59. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  60. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  61. FIELD_SET(*this, FIX::SecurityStatus);
  62. FIELD_SET(*this, FIX::CouponPaymentDate);
  63. FIELD_SET(*this, FIX::IssueDate);
  64. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  65. FIELD_SET(*this, FIX::RepurchaseTerm);
  66. FIELD_SET(*this, FIX::RepurchaseRate);
  67. FIELD_SET(*this, FIX::Factor);
  68. FIELD_SET(*this, FIX::CreditRating);
  69. FIELD_SET(*this, FIX::InstrRegistry);
  70. FIELD_SET(*this, FIX::CountryOfIssue);
  71. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  72. FIELD_SET(*this, FIX::LocaleOfIssue);
  73. FIELD_SET(*this, FIX::RedemptionDate);
  74. FIELD_SET(*this, FIX::StrikePrice);
  75. FIELD_SET(*this, FIX::StrikeCurrency);
  76. FIELD_SET(*this, FIX::StrikeMultiplier);
  77. FIELD_SET(*this, FIX::StrikeValue);
  78. FIELD_SET(*this, FIX::OptAttribute);
  79. FIELD_SET(*this, FIX::ContractMultiplier);
  80. FIELD_SET(*this, FIX::MinPriceIncrement);
  81. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  82. FIELD_SET(*this, FIX::UnitOfMeasure);
  83. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  84. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  85. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  86. FIELD_SET(*this, FIX::SettlMethod);
  87. FIELD_SET(*this, FIX::ExerciseStyle);
  88. FIELD_SET(*this, FIX::OptPayoutAmount);
  89. FIELD_SET(*this, FIX::PriceQuoteMethod);
  90. FIELD_SET(*this, FIX::ValuationMethod);
  91. FIELD_SET(*this, FIX::ListMethod);
  92. FIELD_SET(*this, FIX::CapPrice);
  93. FIELD_SET(*this, FIX::FloorPrice);
  94. FIELD_SET(*this, FIX::PutOrCall);
  95. FIELD_SET(*this, FIX::FlexibleIndicator);
  96. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  97. FIELD_SET(*this, FIX::TimeUnit);
  98. FIELD_SET(*this, FIX::CouponRate);
  99. FIELD_SET(*this, FIX::SecurityExchange);
  100. FIELD_SET(*this, FIX::PositionLimit);
  101. FIELD_SET(*this, FIX::NTPositionLimit);
  102. FIELD_SET(*this, FIX::Issuer);
  103. FIELD_SET(*this, FIX::EncodedIssuerLen);
  104. FIELD_SET(*this, FIX::EncodedIssuer);
  105. FIELD_SET(*this, FIX::SecurityDesc);
  106. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  107. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  108. FIELD_SET(*this, FIX::Pool);
  109. FIELD_SET(*this, FIX::ContractSettlMonth);
  110. FIELD_SET(*this, FIX::CPProgram);
  111. FIELD_SET(*this, FIX::CPRegType);
  112. FIELD_SET(*this, FIX::DatedDate);
  113. FIELD_SET(*this, FIX::InterestAccrualDate);
  114. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  115. FIELD_SET(*this, FIX::FlowScheduleType);
  116. FIELD_SET(*this, FIX::RestructuringType);
  117. FIELD_SET(*this, FIX::Seniority);
  118. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  119. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  120. FIELD_SET(*this, FIX::AttachmentPoint);
  121. FIELD_SET(*this, FIX::DetachmentPoint);
  122. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  123. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  124. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  125. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  126. FIELD_SET(*this, FIX::OptPayoutType);
  127. FIELD_SET(*this, FIX::UnderlyingSymbol);
  128. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  129. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  130. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  131. FIELD_SET(*this, FIX::UnderlyingProduct);
  132. FIELD_SET(*this, FIX::UnderlyingCFICode);
  133. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  134. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  135. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  136. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  137. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  138. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  139. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  140. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  141. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  142. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  143. FIELD_SET(*this, FIX::UnderlyingFactor);
  144. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  145. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  146. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  147. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  148. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  149. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  150. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  151. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  152. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  153. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  154. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  155. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  156. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  157. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  158. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  159. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  160. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  161. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  162. FIELD_SET(*this, FIX::UnderlyingIssuer);
  163. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  164. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  165. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  166. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  167. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  168. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  169. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  170. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  171. FIELD_SET(*this, FIX::UnderlyingCurrency);
  172. FIELD_SET(*this, FIX::UnderlyingQty);
  173. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  174. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  175. FIELD_SET(*this, FIX::UnderlyingCashType);
  176. FIELD_SET(*this, FIX::UnderlyingPx);
  177. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  178. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  179. FIELD_SET(*this, FIX::UnderlyingStartValue);
  180. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  181. FIELD_SET(*this, FIX::UnderlyingEndValue);
  182. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  183. FIELD_SET(*this, FIX::UnderlyingFXRate);
  184. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  185. FIELD_SET(*this, FIX::UnderlyingCapValue);
  186. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  187. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  188. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  189. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  190. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  191. FIELD_SET(*this, FIX::UnderlyingSeniority);
  192. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  193. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  194. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  195. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  196. FIELD_SET(*this, FIX::MarketID);
  197. FIELD_SET(*this, FIX::MarketSegmentID);
  198. FIELD_SET(*this, FIX::Side);
  199. FIELD_SET(*this, FIX::TransactTime);
  200. FIELD_SET(*this, FIX::Text);
  201. FIELD_SET(*this, FIX::EncodedTextLen);
  202. FIELD_SET(*this, FIX::EncodedText);
  203. FIELD_SET(*this, FIX::NoTargetPartyIDs);
  204. class NoTargetPartyIDs: public FIX::Group
  205. {
  206. public:
  207. NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {}
  208. FIELD_SET(*this, FIX::TargetPartyID);
  209. FIELD_SET(*this, FIX::TargetPartyIDSource);
  210. FIELD_SET(*this, FIX::TargetPartyRole);
  211. };
  212. };
  213. }
  214. #endif