OrderCancelRequest.h 3.5 KB

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  1. #ifndef FIX43_ORDERCANCELREQUEST_H
  2. #define FIX43_ORDERCANCELREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  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::Side& aSide,
  18. const FIX::TransactTime& aTransactTime )
  19. : Message(MsgType())
  20. {
  21. set(aOrigClOrdID);
  22. set(aClOrdID);
  23. set(aSide);
  24. set(aTransactTime);
  25. }
  26. FIELD_SET(*this, FIX::OrigClOrdID);
  27. FIELD_SET(*this, FIX::OrderID);
  28. FIELD_SET(*this, FIX::ClOrdID);
  29. FIELD_SET(*this, FIX::SecondaryClOrdID);
  30. FIELD_SET(*this, FIX::ClOrdLinkID);
  31. FIELD_SET(*this, FIX::ListID);
  32. FIELD_SET(*this, FIX::OrigOrdModTime);
  33. FIELD_SET(*this, FIX::Account);
  34. FIELD_SET(*this, FIX::AccountType);
  35. FIELD_SET(*this, FIX::NoPartyIDs);
  36. class NoPartyIDs: public FIX::Group
  37. {
  38. public:
  39. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  40. FIELD_SET(*this, FIX::PartyID);
  41. FIELD_SET(*this, FIX::PartyIDSource);
  42. FIELD_SET(*this, FIX::PartyRole);
  43. FIELD_SET(*this, FIX::PartySubID);
  44. };
  45. FIELD_SET(*this, FIX::Symbol);
  46. FIELD_SET(*this, FIX::SymbolSfx);
  47. FIELD_SET(*this, FIX::SecurityID);
  48. FIELD_SET(*this, FIX::SecurityIDSource);
  49. FIELD_SET(*this, FIX::Product);
  50. FIELD_SET(*this, FIX::CFICode);
  51. FIELD_SET(*this, FIX::SecurityType);
  52. FIELD_SET(*this, FIX::MaturityMonthYear);
  53. FIELD_SET(*this, FIX::MaturityDate);
  54. FIELD_SET(*this, FIX::CouponPaymentDate);
  55. FIELD_SET(*this, FIX::IssueDate);
  56. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  57. FIELD_SET(*this, FIX::RepurchaseTerm);
  58. FIELD_SET(*this, FIX::RepurchaseRate);
  59. FIELD_SET(*this, FIX::Factor);
  60. FIELD_SET(*this, FIX::CreditRating);
  61. FIELD_SET(*this, FIX::InstrRegistry);
  62. FIELD_SET(*this, FIX::CountryOfIssue);
  63. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  64. FIELD_SET(*this, FIX::LocaleOfIssue);
  65. FIELD_SET(*this, FIX::RedemptionDate);
  66. FIELD_SET(*this, FIX::StrikePrice);
  67. FIELD_SET(*this, FIX::OptAttribute);
  68. FIELD_SET(*this, FIX::ContractMultiplier);
  69. FIELD_SET(*this, FIX::CouponRate);
  70. FIELD_SET(*this, FIX::SecurityExchange);
  71. FIELD_SET(*this, FIX::Issuer);
  72. FIELD_SET(*this, FIX::EncodedIssuerLen);
  73. FIELD_SET(*this, FIX::EncodedIssuer);
  74. FIELD_SET(*this, FIX::SecurityDesc);
  75. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  76. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  77. FIELD_SET(*this, FIX::NoSecurityAltID);
  78. class NoSecurityAltID: public FIX::Group
  79. {
  80. public:
  81. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  82. FIELD_SET(*this, FIX::SecurityAltID);
  83. FIELD_SET(*this, FIX::SecurityAltIDSource);
  84. };
  85. FIELD_SET(*this, FIX::Side);
  86. FIELD_SET(*this, FIX::TransactTime);
  87. FIELD_SET(*this, FIX::OrderQty);
  88. FIELD_SET(*this, FIX::CashOrderQty);
  89. FIELD_SET(*this, FIX::OrderPercent);
  90. FIELD_SET(*this, FIX::RoundingDirection);
  91. FIELD_SET(*this, FIX::RoundingModulus);
  92. FIELD_SET(*this, FIX::ComplianceID);
  93. FIELD_SET(*this, FIX::Text);
  94. FIELD_SET(*this, FIX::EncodedTextLen);
  95. FIELD_SET(*this, FIX::EncodedText);
  96. };
  97. }
  98. #endif