HsCollectiveCancelRequest.h 4.2 KB

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  1. /*
  2. * HsCollectiveCancelRequest.h
  3. *
  4. * Created on: Feb 10, 2014
  5. * Author: Guangyu Guo
  6. */
  7. #ifndef FIX42_COLLECTIVECANCELREQUEST_H_
  8. #define FIX42_COLLECTIVECANCELREQUEST_H_
  9. #include "quickfix/fix44/Message.h"
  10. #include "HsFixFields.h"
  11. namespace FIX44
  12. {
  13. class HsCollectiveCancelRequest : public Message
  14. {
  15. public:
  16. HsCollectiveCancelRequest() : Message(MsgType()) {}
  17. HsCollectiveCancelRequest(const FIX::Message& m) : Message(m) {}
  18. HsCollectiveCancelRequest(const Message& m) : Message(m) {}
  19. HsCollectiveCancelRequest(const HsCollectiveCancelRequest& m) : Message(m) {}
  20. static FIX::MsgType MsgType() { return FIX::MsgType("COF"); }
  21. FIELD_SET(*this, FIX::SideStr);
  22. FIELD_SET(*this, FIX::SymbolStr);
  23. FIELD_SET(*this, FIX::OrderQtyStr);
  24. FIELD_SET(*this, FIX::PriceStr);
  25. FIELD_SET(*this, FIX::SecurityExchangeStr);
  26. FIELD_SET(*this, FIX::CurrencyStr);
  27. FIELD_SET(*this, FIX::SecurityTypeStr);
  28. FIELD_SET(*this, FIX::AccountStr);
  29. FIELD_SET(*this, FIX::EntrustNum);
  30. FIELD_SET(*this, FIX::EntrustNoStr);
  31. FIELD_SET(*this, FIX::ClOrdID);
  32. FIELD_SET(*this, FIX::ClientID);
  33. FIELD_SET(*this, FIX::ExecBroker);
  34. FIELD_SET(*this, FIX::Account);
  35. FIELD_SET(*this, FIX::SettlmntTyp);
  36. FIELD_SET(*this, FIX::FutSettDate);
  37. FIELD_SET(*this, FIX::HandlInst);
  38. FIELD_SET(*this, FIX::ExecInst);
  39. FIELD_SET(*this, FIX::MinQty);
  40. FIELD_SET(*this, FIX::MaxFloor);
  41. FIELD_SET(*this, FIX::ExDestination);
  42. FIELD_SET(*this, FIX::ProcessCode);
  43. FIELD_SET(*this, FIX::Symbol);
  44. FIELD_SET(*this, FIX::SymbolSfx);
  45. FIELD_SET(*this, FIX::SecurityID);
  46. FIELD_SET(*this, FIX::IDSource);
  47. FIELD_SET(*this, FIX::SecurityType);
  48. FIELD_SET(*this, FIX::MaturityMonthYear);
  49. FIELD_SET(*this, FIX::MaturityDay);
  50. FIELD_SET(*this, FIX::PutOrCall);
  51. FIELD_SET(*this, FIX::StrikePrice);
  52. FIELD_SET(*this, FIX::OptAttribute);
  53. FIELD_SET(*this, FIX::ContractMultiplier);
  54. FIELD_SET(*this, FIX::CouponRate);
  55. FIELD_SET(*this, FIX::SecurityExchange);
  56. FIELD_SET(*this, FIX::Issuer);
  57. FIELD_SET(*this, FIX::EncodedIssuerLen);
  58. FIELD_SET(*this, FIX::EncodedIssuer);
  59. FIELD_SET(*this, FIX::SecurityDesc);
  60. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  61. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  62. FIELD_SET(*this, FIX::PrevClosePx);
  63. FIELD_SET(*this, FIX::Side);
  64. FIELD_SET(*this, FIX::LocateReqd);
  65. FIELD_SET(*this, FIX::TransactTime);
  66. FIELD_SET(*this, FIX::OrderQty);
  67. FIELD_SET(*this, FIX::CashOrderQty);
  68. FIELD_SET(*this, FIX::OrdType);
  69. FIELD_SET(*this, FIX::Price);
  70. FIELD_SET(*this, FIX::StopPx);
  71. FIELD_SET(*this, FIX::Currency);
  72. FIELD_SET(*this, FIX::ComplianceID);
  73. FIELD_SET(*this, FIX::SolicitedFlag);
  74. FIELD_SET(*this, FIX::IOIid);
  75. FIELD_SET(*this, FIX::QuoteID);
  76. FIELD_SET(*this, FIX::TimeInForce);
  77. FIELD_SET(*this, FIX::EffectiveTime);
  78. FIELD_SET(*this, FIX::ExpireDate);
  79. FIELD_SET(*this, FIX::ExpireTime);
  80. FIELD_SET(*this, FIX::GTBookingInst);
  81. FIELD_SET(*this, FIX::Commission);
  82. FIELD_SET(*this, FIX::CommType);
  83. FIELD_SET(*this, FIX::Rule80A);
  84. FIELD_SET(*this, FIX::ForexReq);
  85. FIELD_SET(*this, FIX::SettlCurrency);
  86. FIELD_SET(*this, FIX::Text);
  87. FIELD_SET(*this, FIX::EncodedTextLen);
  88. FIELD_SET(*this, FIX::EncodedText);
  89. FIELD_SET(*this, FIX::FutSettDate2);
  90. FIELD_SET(*this, FIX::OrderQty2);
  91. FIELD_SET(*this, FIX::OpenClose);
  92. FIELD_SET(*this, FIX::CoveredOrUncovered);
  93. FIELD_SET(*this, FIX::CustomerOrFirm);
  94. FIELD_SET(*this, FIX::MaxShow);
  95. FIELD_SET(*this, FIX::PegDifference);
  96. FIELD_SET(*this, FIX::DiscretionInst);
  97. FIELD_SET(*this, FIX::DiscretionOffset);
  98. FIELD_SET(*this, FIX::ClearingFirm);
  99. FIELD_SET(*this, FIX::ClearingAccount);
  100. FIELD_SET(*this, FIX::NoAllocs);
  101. class NoAllocs: public FIX::Group
  102. {
  103. public:
  104. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
  105. FIELD_SET(*this, FIX::AllocAccount);
  106. FIELD_SET(*this, FIX::AllocShares);
  107. };
  108. FIELD_SET(*this, FIX::NoTradingSessions);
  109. class NoTradingSessions: public FIX::Group
  110. {
  111. public:
  112. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
  113. FIELD_SET(*this, FIX::TradingSessionID);
  114. };
  115. };
  116. }
  117. #endif