OrderCancelRequest.h 1.6 KB

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  1. #ifndef FIX41_ORDERCANCELREQUEST_H
  2. #define FIX41_ORDERCANCELREQUEST_H
  3. #include "Message.h"
  4. namespace FIX41
  5. {
  6. class OrderCancelRequest : public Message
  7. {
  8. public:
  9. OrderCancelRequest() : Message(MsgType()) {}
  10. OrderCancelRequest(const FIX::Message& m) : Message(m) {}
  11. OrderCancelRequest(const Message& m) : Message(m) {}
  12. OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("F"); }
  14. OrderCancelRequest(
  15. const FIX::OrigClOrdID& aOrigClOrdID,
  16. const FIX::ClOrdID& aClOrdID,
  17. const FIX::Symbol& aSymbol,
  18. const FIX::Side& aSide )
  19. : Message(MsgType())
  20. {
  21. set(aOrigClOrdID);
  22. set(aClOrdID);
  23. set(aSymbol);
  24. set(aSide);
  25. }
  26. FIELD_SET(*this, FIX::OrigClOrdID);
  27. FIELD_SET(*this, FIX::OrderID);
  28. FIELD_SET(*this, FIX::ClOrdID);
  29. FIELD_SET(*this, FIX::ListID);
  30. FIELD_SET(*this, FIX::ClientID);
  31. FIELD_SET(*this, FIX::ExecBroker);
  32. FIELD_SET(*this, FIX::Symbol);
  33. FIELD_SET(*this, FIX::SymbolSfx);
  34. FIELD_SET(*this, FIX::SecurityID);
  35. FIELD_SET(*this, FIX::IDSource);
  36. FIELD_SET(*this, FIX::SecurityType);
  37. FIELD_SET(*this, FIX::MaturityMonthYear);
  38. FIELD_SET(*this, FIX::MaturityDay);
  39. FIELD_SET(*this, FIX::PutOrCall);
  40. FIELD_SET(*this, FIX::StrikePrice);
  41. FIELD_SET(*this, FIX::OptAttribute);
  42. FIELD_SET(*this, FIX::SecurityExchange);
  43. FIELD_SET(*this, FIX::Issuer);
  44. FIELD_SET(*this, FIX::SecurityDesc);
  45. FIELD_SET(*this, FIX::Side);
  46. FIELD_SET(*this, FIX::OrderQty);
  47. FIELD_SET(*this, FIX::CashOrderQty);
  48. FIELD_SET(*this, FIX::Text);
  49. };
  50. }
  51. #endif