QuoteCancel.h 3.3 KB

1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495
  1. #ifndef FIX43_QUOTECANCEL_H
  2. #define FIX43_QUOTECANCEL_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class QuoteCancel : public Message
  7. {
  8. public:
  9. QuoteCancel() : Message(MsgType()) {}
  10. QuoteCancel(const FIX::Message& m) : Message(m) {}
  11. QuoteCancel(const Message& m) : Message(m) {}
  12. QuoteCancel(const QuoteCancel& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("Z"); }
  14. QuoteCancel(
  15. const FIX::QuoteID& aQuoteID,
  16. const FIX::QuoteCancelType& aQuoteCancelType )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteID);
  20. set(aQuoteCancelType);
  21. }
  22. FIELD_SET(*this, FIX::QuoteReqID);
  23. FIELD_SET(*this, FIX::QuoteID);
  24. FIELD_SET(*this, FIX::QuoteCancelType);
  25. FIELD_SET(*this, FIX::QuoteResponseLevel);
  26. FIELD_SET(*this, FIX::NoPartyIDs);
  27. class NoPartyIDs: public FIX::Group
  28. {
  29. public:
  30. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  31. FIELD_SET(*this, FIX::PartyID);
  32. FIELD_SET(*this, FIX::PartyIDSource);
  33. FIELD_SET(*this, FIX::PartyRole);
  34. FIELD_SET(*this, FIX::PartySubID);
  35. };
  36. FIELD_SET(*this, FIX::Account);
  37. FIELD_SET(*this, FIX::AccountType);
  38. FIELD_SET(*this, FIX::TradingSessionID);
  39. FIELD_SET(*this, FIX::TradingSessionSubID);
  40. FIELD_SET(*this, FIX::NoQuoteEntries);
  41. class NoQuoteEntries: public FIX::Group
  42. {
  43. public:
  44. NoQuoteEntries() : FIX::Group(295,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,0)) {}
  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. };
  86. };
  87. }
  88. #endif