123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172 |
- #ifndef FIX42_ORDERCANCELREQUEST_H
- #define FIX42_ORDERCANCELREQUEST_H
- #include "Message.h"
- namespace FIX42
- {
- class OrderCancelRequest : public Message
- {
- public:
- OrderCancelRequest() : Message(MsgType()) {}
- OrderCancelRequest(const FIX::Message& m) : Message(m) {}
- OrderCancelRequest(const Message& m) : Message(m) {}
- OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("F"); }
- OrderCancelRequest(
- const FIX::OrigClOrdID& aOrigClOrdID,
- const FIX::ClOrdID& aClOrdID,
- const FIX::Symbol& aSymbol,
- const FIX::Side& aSide,
- const FIX::TransactTime& aTransactTime )
- : Message(MsgType())
- {
- set(aOrigClOrdID);
- set(aClOrdID);
- set(aSymbol);
- set(aSide);
- set(aTransactTime);
- }
- FIELD_SET(*this, FIX::OrigClOrdID);
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::ClientID);
- FIELD_SET(*this, FIX::ExecBroker);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::IDSource);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDay);
- FIELD_SET(*this, FIX::PutOrCall);
- 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::Side);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::SolicitedFlag);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- }
- #endif
|