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- #ifndef FIX43_CROSSORDERCANCELREQUEST_H
- #define FIX43_CROSSORDERCANCELREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- class CrossOrderCancelRequest : public Message
- {
- public:
- CrossOrderCancelRequest() : Message(MsgType()) {}
- CrossOrderCancelRequest(const FIX::Message& m) : Message(m) {}
- CrossOrderCancelRequest(const Message& m) : Message(m) {}
- CrossOrderCancelRequest(const CrossOrderCancelRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("u"); }
- CrossOrderCancelRequest(
- const FIX::CrossID& aCrossID,
- const FIX::OrigCrossID& aOrigCrossID,
- const FIX::CrossType& aCrossType,
- const FIX::CrossPrioritization& aCrossPrioritization,
- const FIX::TransactTime& aTransactTime )
- : Message(MsgType())
- {
- set(aCrossID);
- set(aOrigCrossID);
- set(aCrossType);
- set(aCrossPrioritization);
- set(aTransactTime);
- }
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::CrossID);
- FIELD_SET(*this, FIX::OrigCrossID);
- FIELD_SET(*this, FIX::CrossType);
- FIELD_SET(*this, FIX::CrossPrioritization);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::SecurityIDSource);
- FIELD_SET(*this, FIX::Product);
- FIELD_SET(*this, FIX::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- FIELD_SET(*this, FIX::CouponPaymentDate);
- FIELD_SET(*this, FIX::IssueDate);
- FIELD_SET(*this, FIX::RepoCollateralSecurityType);
- FIELD_SET(*this, FIX::RepurchaseTerm);
- FIELD_SET(*this, FIX::RepurchaseRate);
- FIELD_SET(*this, FIX::Factor);
- FIELD_SET(*this, FIX::CreditRating);
- FIELD_SET(*this, FIX::InstrRegistry);
- FIELD_SET(*this, FIX::CountryOfIssue);
- FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::LocaleOfIssue);
- FIELD_SET(*this, FIX::RedemptionDate);
- 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::NoSecurityAltID);
- class NoSecurityAltID: public FIX::Group
- {
- public:
- NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
- FIELD_SET(*this, FIX::SecurityAltID);
- FIELD_SET(*this, FIX::SecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::NoSides);
- class NoSides: public FIX::Group
- {
- public:
- NoSides() : FIX::Group(552,54,FIX::message_order(54,41,11,526,583,586,453,229,38,152,516,468,469,376,58,354,355,0)) {}
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::OrigClOrdID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::ClOrdLinkID);
- FIELD_SET(*this, FIX::OrigOrdModTime);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::PartySubID);
- };
- FIELD_SET(*this, FIX::TradeOriginationDate);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- FIELD_SET(*this, FIX::OrderPercent);
- FIELD_SET(*this, FIX::RoundingDirection);
- FIELD_SET(*this, FIX::RoundingModulus);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- };
- }
- #endif
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