OrderCancelReplaceRequest.h 2.8 KB

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  1. #ifndef FIX41_ORDERCANCELREPLACEREQUEST_H
  2. #define FIX41_ORDERCANCELREPLACEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX41
  5. {
  6. class OrderCancelReplaceRequest : public Message
  7. {
  8. public:
  9. OrderCancelReplaceRequest() : Message(MsgType()) {}
  10. OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
  11. OrderCancelReplaceRequest(const Message& m) : Message(m) {}
  12. OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
  14. OrderCancelReplaceRequest(
  15. const FIX::OrigClOrdID& aOrigClOrdID,
  16. const FIX::ClOrdID& aClOrdID,
  17. const FIX::HandlInst& aHandlInst,
  18. const FIX::Symbol& aSymbol,
  19. const FIX::Side& aSide,
  20. const FIX::OrdType& aOrdType )
  21. : Message(MsgType())
  22. {
  23. set(aOrigClOrdID);
  24. set(aClOrdID);
  25. set(aHandlInst);
  26. set(aSymbol);
  27. set(aSide);
  28. set(aOrdType);
  29. }
  30. FIELD_SET(*this, FIX::OrderID);
  31. FIELD_SET(*this, FIX::ClientID);
  32. FIELD_SET(*this, FIX::ExecBroker);
  33. FIELD_SET(*this, FIX::OrigClOrdID);
  34. FIELD_SET(*this, FIX::ClOrdID);
  35. FIELD_SET(*this, FIX::ListID);
  36. FIELD_SET(*this, FIX::Account);
  37. FIELD_SET(*this, FIX::SettlmntTyp);
  38. FIELD_SET(*this, FIX::FutSettDate);
  39. FIELD_SET(*this, FIX::HandlInst);
  40. FIELD_SET(*this, FIX::ExecInst);
  41. FIELD_SET(*this, FIX::MinQty);
  42. FIELD_SET(*this, FIX::MaxFloor);
  43. FIELD_SET(*this, FIX::ExDestination);
  44. FIELD_SET(*this, FIX::Symbol);
  45. FIELD_SET(*this, FIX::SymbolSfx);
  46. FIELD_SET(*this, FIX::SecurityID);
  47. FIELD_SET(*this, FIX::IDSource);
  48. FIELD_SET(*this, FIX::SecurityType);
  49. FIELD_SET(*this, FIX::MaturityMonthYear);
  50. FIELD_SET(*this, FIX::MaturityDay);
  51. FIELD_SET(*this, FIX::PutOrCall);
  52. FIELD_SET(*this, FIX::StrikePrice);
  53. FIELD_SET(*this, FIX::OptAttribute);
  54. FIELD_SET(*this, FIX::SecurityExchange);
  55. FIELD_SET(*this, FIX::Issuer);
  56. FIELD_SET(*this, FIX::SecurityDesc);
  57. FIELD_SET(*this, FIX::Side);
  58. FIELD_SET(*this, FIX::OrderQty);
  59. FIELD_SET(*this, FIX::CashOrderQty);
  60. FIELD_SET(*this, FIX::OrdType);
  61. FIELD_SET(*this, FIX::Price);
  62. FIELD_SET(*this, FIX::StopPx);
  63. FIELD_SET(*this, FIX::PegDifference);
  64. FIELD_SET(*this, FIX::Currency);
  65. FIELD_SET(*this, FIX::TimeInForce);
  66. FIELD_SET(*this, FIX::ExpireTime);
  67. FIELD_SET(*this, FIX::Commission);
  68. FIELD_SET(*this, FIX::CommType);
  69. FIELD_SET(*this, FIX::Rule80A);
  70. FIELD_SET(*this, FIX::ForexReq);
  71. FIELD_SET(*this, FIX::SettlCurrency);
  72. FIELD_SET(*this, FIX::Text);
  73. FIELD_SET(*this, FIX::FutSettDate2);
  74. FIELD_SET(*this, FIX::OrderQty2);
  75. FIELD_SET(*this, FIX::OpenClose);
  76. FIELD_SET(*this, FIX::CoveredOrUncovered);
  77. FIELD_SET(*this, FIX::CustomerOrFirm);
  78. FIELD_SET(*this, FIX::MaxShow);
  79. FIELD_SET(*this, FIX::LocateReqd);
  80. };
  81. }
  82. #endif