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- #ifndef FIX41_ORDERCANCELREPLACEREQUEST_H
- #define FIX41_ORDERCANCELREPLACEREQUEST_H
- #include "Message.h"
- namespace FIX41
- {
- class OrderCancelReplaceRequest : public Message
- {
- public:
- OrderCancelReplaceRequest() : Message(MsgType()) {}
- OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
- OrderCancelReplaceRequest(const Message& m) : Message(m) {}
- OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
- OrderCancelReplaceRequest(
- const FIX::OrigClOrdID& aOrigClOrdID,
- const FIX::ClOrdID& aClOrdID,
- const FIX::HandlInst& aHandlInst,
- const FIX::Symbol& aSymbol,
- const FIX::Side& aSide,
- const FIX::OrdType& aOrdType )
- : Message(MsgType())
- {
- set(aOrigClOrdID);
- set(aClOrdID);
- set(aHandlInst);
- set(aSymbol);
- set(aSide);
- set(aOrdType);
- }
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::ClientID);
- FIELD_SET(*this, FIX::ExecBroker);
- FIELD_SET(*this, FIX::OrigClOrdID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::SettlmntTyp);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::HandlInst);
- FIELD_SET(*this, FIX::ExecInst);
- FIELD_SET(*this, FIX::MinQty);
- FIELD_SET(*this, FIX::MaxFloor);
- FIELD_SET(*this, FIX::ExDestination);
- 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::SecurityExchange);
- FIELD_SET(*this, FIX::Issuer);
- FIELD_SET(*this, FIX::SecurityDesc);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::StopPx);
- FIELD_SET(*this, FIX::PegDifference);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::TimeInForce);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::Rule80A);
- FIELD_SET(*this, FIX::ForexReq);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::OpenClose);
- FIELD_SET(*this, FIX::CoveredOrUncovered);
- FIELD_SET(*this, FIX::CustomerOrFirm);
- FIELD_SET(*this, FIX::MaxShow);
- FIELD_SET(*this, FIX::LocateReqd);
- };
- }
- #endif
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