CrossOrderCancelRequest.h 4.0 KB

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  1. #ifndef FIX43_CROSSORDERCANCELREQUEST_H
  2. #define FIX43_CROSSORDERCANCELREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class CrossOrderCancelRequest : public Message
  7. {
  8. public:
  9. CrossOrderCancelRequest() : Message(MsgType()) {}
  10. CrossOrderCancelRequest(const FIX::Message& m) : Message(m) {}
  11. CrossOrderCancelRequest(const Message& m) : Message(m) {}
  12. CrossOrderCancelRequest(const CrossOrderCancelRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("u"); }
  14. CrossOrderCancelRequest(
  15. const FIX::CrossID& aCrossID,
  16. const FIX::OrigCrossID& aOrigCrossID,
  17. const FIX::CrossType& aCrossType,
  18. const FIX::CrossPrioritization& aCrossPrioritization,
  19. const FIX::TransactTime& aTransactTime )
  20. : Message(MsgType())
  21. {
  22. set(aCrossID);
  23. set(aOrigCrossID);
  24. set(aCrossType);
  25. set(aCrossPrioritization);
  26. set(aTransactTime);
  27. }
  28. FIELD_SET(*this, FIX::OrderID);
  29. FIELD_SET(*this, FIX::CrossID);
  30. FIELD_SET(*this, FIX::OrigCrossID);
  31. FIELD_SET(*this, FIX::CrossType);
  32. FIELD_SET(*this, FIX::CrossPrioritization);
  33. FIELD_SET(*this, FIX::Symbol);
  34. FIELD_SET(*this, FIX::SymbolSfx);
  35. FIELD_SET(*this, FIX::SecurityID);
  36. FIELD_SET(*this, FIX::SecurityIDSource);
  37. FIELD_SET(*this, FIX::Product);
  38. FIELD_SET(*this, FIX::CFICode);
  39. FIELD_SET(*this, FIX::SecurityType);
  40. FIELD_SET(*this, FIX::MaturityMonthYear);
  41. FIELD_SET(*this, FIX::MaturityDate);
  42. FIELD_SET(*this, FIX::CouponPaymentDate);
  43. FIELD_SET(*this, FIX::IssueDate);
  44. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  45. FIELD_SET(*this, FIX::RepurchaseTerm);
  46. FIELD_SET(*this, FIX::RepurchaseRate);
  47. FIELD_SET(*this, FIX::Factor);
  48. FIELD_SET(*this, FIX::CreditRating);
  49. FIELD_SET(*this, FIX::InstrRegistry);
  50. FIELD_SET(*this, FIX::CountryOfIssue);
  51. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  52. FIELD_SET(*this, FIX::LocaleOfIssue);
  53. FIELD_SET(*this, FIX::RedemptionDate);
  54. FIELD_SET(*this, FIX::StrikePrice);
  55. FIELD_SET(*this, FIX::OptAttribute);
  56. FIELD_SET(*this, FIX::ContractMultiplier);
  57. FIELD_SET(*this, FIX::CouponRate);
  58. FIELD_SET(*this, FIX::SecurityExchange);
  59. FIELD_SET(*this, FIX::Issuer);
  60. FIELD_SET(*this, FIX::EncodedIssuerLen);
  61. FIELD_SET(*this, FIX::EncodedIssuer);
  62. FIELD_SET(*this, FIX::SecurityDesc);
  63. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  64. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  65. FIELD_SET(*this, FIX::NoSecurityAltID);
  66. class NoSecurityAltID: public FIX::Group
  67. {
  68. public:
  69. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  70. FIELD_SET(*this, FIX::SecurityAltID);
  71. FIELD_SET(*this, FIX::SecurityAltIDSource);
  72. };
  73. FIELD_SET(*this, FIX::TransactTime);
  74. FIELD_SET(*this, FIX::NoSides);
  75. class NoSides: public FIX::Group
  76. {
  77. public:
  78. 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)) {}
  79. FIELD_SET(*this, FIX::Side);
  80. FIELD_SET(*this, FIX::OrigClOrdID);
  81. FIELD_SET(*this, FIX::ClOrdID);
  82. FIELD_SET(*this, FIX::SecondaryClOrdID);
  83. FIELD_SET(*this, FIX::ClOrdLinkID);
  84. FIELD_SET(*this, FIX::OrigOrdModTime);
  85. FIELD_SET(*this, FIX::NoPartyIDs);
  86. class NoPartyIDs: public FIX::Group
  87. {
  88. public:
  89. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  90. FIELD_SET(*this, FIX::PartyID);
  91. FIELD_SET(*this, FIX::PartyIDSource);
  92. FIELD_SET(*this, FIX::PartyRole);
  93. FIELD_SET(*this, FIX::PartySubID);
  94. };
  95. FIELD_SET(*this, FIX::TradeOriginationDate);
  96. FIELD_SET(*this, FIX::OrderQty);
  97. FIELD_SET(*this, FIX::CashOrderQty);
  98. FIELD_SET(*this, FIX::OrderPercent);
  99. FIELD_SET(*this, FIX::RoundingDirection);
  100. FIELD_SET(*this, FIX::RoundingModulus);
  101. FIELD_SET(*this, FIX::ComplianceID);
  102. FIELD_SET(*this, FIX::Text);
  103. FIELD_SET(*this, FIX::EncodedTextLen);
  104. FIELD_SET(*this, FIX::EncodedText);
  105. };
  106. };
  107. }
  108. #endif