OrderCancelReject.h 1.7 KB

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  1. #ifndef FIX44_ORDERCANCELREJECT_H
  2. #define FIX44_ORDERCANCELREJECT_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class OrderCancelReject : public Message
  7. {
  8. public:
  9. OrderCancelReject() : Message(MsgType()) {}
  10. OrderCancelReject(const FIX::Message& m) : Message(m) {}
  11. OrderCancelReject(const Message& m) : Message(m) {}
  12. OrderCancelReject(const OrderCancelReject& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("9"); }
  14. OrderCancelReject(
  15. const FIX::OrderID& aOrderID,
  16. const FIX::ClOrdID& aClOrdID,
  17. const FIX::OrigClOrdID& aOrigClOrdID,
  18. const FIX::OrdStatus& aOrdStatus,
  19. const FIX::CxlRejResponseTo& aCxlRejResponseTo )
  20. : Message(MsgType())
  21. {
  22. set(aOrderID);
  23. set(aClOrdID);
  24. set(aOrigClOrdID);
  25. set(aOrdStatus);
  26. set(aCxlRejResponseTo);
  27. }
  28. FIELD_SET(*this, FIX::OrderID);
  29. FIELD_SET(*this, FIX::SecondaryOrderID);
  30. FIELD_SET(*this, FIX::SecondaryClOrdID);
  31. FIELD_SET(*this, FIX::ClOrdID);
  32. FIELD_SET(*this, FIX::ClOrdLinkID);
  33. FIELD_SET(*this, FIX::OrigClOrdID);
  34. FIELD_SET(*this, FIX::OrdStatus);
  35. FIELD_SET(*this, FIX::WorkingIndicator);
  36. FIELD_SET(*this, FIX::OrigOrdModTime);
  37. FIELD_SET(*this, FIX::ListID);
  38. FIELD_SET(*this, FIX::Account);
  39. FIELD_SET(*this, FIX::AcctIDSource);
  40. FIELD_SET(*this, FIX::AccountType);
  41. FIELD_SET(*this, FIX::TradeOriginationDate);
  42. FIELD_SET(*this, FIX::TradeDate);
  43. FIELD_SET(*this, FIX::TransactTime);
  44. FIELD_SET(*this, FIX::CxlRejResponseTo);
  45. FIELD_SET(*this, FIX::CxlRejReason);
  46. FIELD_SET(*this, FIX::Text);
  47. FIELD_SET(*this, FIX::EncodedTextLen);
  48. FIELD_SET(*this, FIX::EncodedText);
  49. };
  50. }
  51. #endif