OrderCancelReplaceRequest.h 12 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290
  1. #ifndef FIX44_ORDERCANCELREPLACEREQUEST_H
  2. #define FIX44_ORDERCANCELREPLACEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX44
  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::Side& aSide,
  18. const FIX::TransactTime& aTransactTime,
  19. const FIX::OrdType& aOrdType )
  20. : Message(MsgType())
  21. {
  22. set(aOrigClOrdID);
  23. set(aClOrdID);
  24. set(aSide);
  25. set(aTransactTime);
  26. set(aOrdType);
  27. }
  28. FIELD_SET(*this, FIX::OrderID);
  29. FIELD_SET(*this, FIX::NoPartyIDs);
  30. class NoPartyIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  34. FIELD_SET(*this, FIX::PartyID);
  35. FIELD_SET(*this, FIX::PartyIDSource);
  36. FIELD_SET(*this, FIX::PartyRole);
  37. FIELD_SET(*this, FIX::NoPartySubIDs);
  38. class NoPartySubIDs: public FIX::Group
  39. {
  40. public:
  41. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  42. FIELD_SET(*this, FIX::PartySubID);
  43. FIELD_SET(*this, FIX::PartySubIDType);
  44. };
  45. };
  46. FIELD_SET(*this, FIX::TradeOriginationDate);
  47. FIELD_SET(*this, FIX::TradeDate);
  48. FIELD_SET(*this, FIX::OrigClOrdID);
  49. FIELD_SET(*this, FIX::ClOrdID);
  50. FIELD_SET(*this, FIX::SecondaryClOrdID);
  51. FIELD_SET(*this, FIX::ClOrdLinkID);
  52. FIELD_SET(*this, FIX::ListID);
  53. FIELD_SET(*this, FIX::OrigOrdModTime);
  54. FIELD_SET(*this, FIX::Account);
  55. FIELD_SET(*this, FIX::AcctIDSource);
  56. FIELD_SET(*this, FIX::AccountType);
  57. FIELD_SET(*this, FIX::DayBookingInst);
  58. FIELD_SET(*this, FIX::BookingUnit);
  59. FIELD_SET(*this, FIX::PreallocMethod);
  60. FIELD_SET(*this, FIX::AllocID);
  61. FIELD_SET(*this, FIX::NoAllocs);
  62. class NoAllocs: public FIX::Group
  63. {
  64. public:
  65. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
  66. FIELD_SET(*this, FIX::AllocAccount);
  67. FIELD_SET(*this, FIX::AllocAcctIDSource);
  68. FIELD_SET(*this, FIX::AllocSettlCurrency);
  69. FIELD_SET(*this, FIX::IndividualAllocID);
  70. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  71. class NoNestedPartyIDs: public FIX::Group
  72. {
  73. public:
  74. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  75. FIELD_SET(*this, FIX::NestedPartyID);
  76. FIELD_SET(*this, FIX::NestedPartyIDSource);
  77. FIELD_SET(*this, FIX::NestedPartyRole);
  78. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  79. class NoNestedPartySubIDs: public FIX::Group
  80. {
  81. public:
  82. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  83. FIELD_SET(*this, FIX::NestedPartySubID);
  84. FIELD_SET(*this, FIX::NestedPartySubIDType);
  85. };
  86. };
  87. FIELD_SET(*this, FIX::AllocQty);
  88. };
  89. FIELD_SET(*this, FIX::SettlType);
  90. FIELD_SET(*this, FIX::SettlDate);
  91. FIELD_SET(*this, FIX::CashMargin);
  92. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  93. FIELD_SET(*this, FIX::HandlInst);
  94. FIELD_SET(*this, FIX::ExecInst);
  95. FIELD_SET(*this, FIX::MinQty);
  96. FIELD_SET(*this, FIX::MaxFloor);
  97. FIELD_SET(*this, FIX::ExDestination);
  98. FIELD_SET(*this, FIX::NoTradingSessions);
  99. class NoTradingSessions: public FIX::Group
  100. {
  101. public:
  102. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  103. FIELD_SET(*this, FIX::TradingSessionID);
  104. FIELD_SET(*this, FIX::TradingSessionSubID);
  105. };
  106. FIELD_SET(*this, FIX::Symbol);
  107. FIELD_SET(*this, FIX::SymbolSfx);
  108. FIELD_SET(*this, FIX::SecurityID);
  109. FIELD_SET(*this, FIX::SecurityIDSource);
  110. FIELD_SET(*this, FIX::Product);
  111. FIELD_SET(*this, FIX::CFICode);
  112. FIELD_SET(*this, FIX::SecurityType);
  113. FIELD_SET(*this, FIX::SecuritySubType);
  114. FIELD_SET(*this, FIX::MaturityMonthYear);
  115. FIELD_SET(*this, FIX::MaturityDate);
  116. FIELD_SET(*this, FIX::PutOrCall);
  117. FIELD_SET(*this, FIX::CouponPaymentDate);
  118. FIELD_SET(*this, FIX::IssueDate);
  119. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  120. FIELD_SET(*this, FIX::RepurchaseTerm);
  121. FIELD_SET(*this, FIX::RepurchaseRate);
  122. FIELD_SET(*this, FIX::Factor);
  123. FIELD_SET(*this, FIX::CreditRating);
  124. FIELD_SET(*this, FIX::InstrRegistry);
  125. FIELD_SET(*this, FIX::CountryOfIssue);
  126. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  127. FIELD_SET(*this, FIX::LocaleOfIssue);
  128. FIELD_SET(*this, FIX::RedemptionDate);
  129. FIELD_SET(*this, FIX::StrikePrice);
  130. FIELD_SET(*this, FIX::StrikeCurrency);
  131. FIELD_SET(*this, FIX::OptAttribute);
  132. FIELD_SET(*this, FIX::ContractMultiplier);
  133. FIELD_SET(*this, FIX::CouponRate);
  134. FIELD_SET(*this, FIX::SecurityExchange);
  135. FIELD_SET(*this, FIX::Issuer);
  136. FIELD_SET(*this, FIX::EncodedIssuerLen);
  137. FIELD_SET(*this, FIX::EncodedIssuer);
  138. FIELD_SET(*this, FIX::SecurityDesc);
  139. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  140. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  141. FIELD_SET(*this, FIX::Pool);
  142. FIELD_SET(*this, FIX::ContractSettlMonth);
  143. FIELD_SET(*this, FIX::CPProgram);
  144. FIELD_SET(*this, FIX::CPRegType);
  145. FIELD_SET(*this, FIX::DatedDate);
  146. FIELD_SET(*this, FIX::InterestAccrualDate);
  147. FIELD_SET(*this, FIX::AgreementDesc);
  148. FIELD_SET(*this, FIX::AgreementID);
  149. FIELD_SET(*this, FIX::AgreementDate);
  150. FIELD_SET(*this, FIX::AgreementCurrency);
  151. FIELD_SET(*this, FIX::TerminationType);
  152. FIELD_SET(*this, FIX::StartDate);
  153. FIELD_SET(*this, FIX::EndDate);
  154. FIELD_SET(*this, FIX::DeliveryType);
  155. FIELD_SET(*this, FIX::MarginRatio);
  156. FIELD_SET(*this, FIX::NoUnderlyings);
  157. class NoUnderlyings: public FIX::Group
  158. {
  159. public:
  160. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  161. FIELD_SET(*this, FIX::UnderlyingSymbol);
  162. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  163. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  164. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  165. FIELD_SET(*this, FIX::UnderlyingProduct);
  166. FIELD_SET(*this, FIX::UnderlyingCFICode);
  167. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  168. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  169. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  170. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  171. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  172. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  173. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  174. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  175. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  176. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  177. FIELD_SET(*this, FIX::UnderlyingFactor);
  178. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  179. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  180. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  181. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  182. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  183. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  184. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  185. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  186. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  187. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  188. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  189. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  190. FIELD_SET(*this, FIX::UnderlyingIssuer);
  191. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  192. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  193. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  194. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  195. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  196. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  197. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  198. FIELD_SET(*this, FIX::UnderlyingCurrency);
  199. FIELD_SET(*this, FIX::UnderlyingQty);
  200. FIELD_SET(*this, FIX::UnderlyingPx);
  201. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  202. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  203. FIELD_SET(*this, FIX::UnderlyingStartValue);
  204. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  205. FIELD_SET(*this, FIX::UnderlyingEndValue);
  206. };
  207. FIELD_SET(*this, FIX::Side);
  208. FIELD_SET(*this, FIX::TransactTime);
  209. FIELD_SET(*this, FIX::QtyType);
  210. FIELD_SET(*this, FIX::OrderQty);
  211. FIELD_SET(*this, FIX::CashOrderQty);
  212. FIELD_SET(*this, FIX::OrderPercent);
  213. FIELD_SET(*this, FIX::RoundingDirection);
  214. FIELD_SET(*this, FIX::RoundingModulus);
  215. FIELD_SET(*this, FIX::OrdType);
  216. FIELD_SET(*this, FIX::PriceType);
  217. FIELD_SET(*this, FIX::Price);
  218. FIELD_SET(*this, FIX::StopPx);
  219. FIELD_SET(*this, FIX::Spread);
  220. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  221. FIELD_SET(*this, FIX::BenchmarkCurveName);
  222. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  223. FIELD_SET(*this, FIX::BenchmarkPrice);
  224. FIELD_SET(*this, FIX::BenchmarkPriceType);
  225. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  226. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  227. FIELD_SET(*this, FIX::YieldType);
  228. FIELD_SET(*this, FIX::Yield);
  229. FIELD_SET(*this, FIX::YieldCalcDate);
  230. FIELD_SET(*this, FIX::YieldRedemptionDate);
  231. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  232. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  233. FIELD_SET(*this, FIX::PegOffsetValue);
  234. FIELD_SET(*this, FIX::PegMoveType);
  235. FIELD_SET(*this, FIX::PegOffsetType);
  236. FIELD_SET(*this, FIX::PegLimitType);
  237. FIELD_SET(*this, FIX::PegRoundDirection);
  238. FIELD_SET(*this, FIX::PegScope);
  239. FIELD_SET(*this, FIX::DiscretionInst);
  240. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  241. FIELD_SET(*this, FIX::DiscretionMoveType);
  242. FIELD_SET(*this, FIX::DiscretionOffsetType);
  243. FIELD_SET(*this, FIX::DiscretionLimitType);
  244. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  245. FIELD_SET(*this, FIX::DiscretionScope);
  246. FIELD_SET(*this, FIX::TargetStrategy);
  247. FIELD_SET(*this, FIX::TargetStrategyParameters);
  248. FIELD_SET(*this, FIX::ParticipationRate);
  249. FIELD_SET(*this, FIX::ComplianceID);
  250. FIELD_SET(*this, FIX::SolicitedFlag);
  251. FIELD_SET(*this, FIX::Currency);
  252. FIELD_SET(*this, FIX::TimeInForce);
  253. FIELD_SET(*this, FIX::EffectiveTime);
  254. FIELD_SET(*this, FIX::ExpireDate);
  255. FIELD_SET(*this, FIX::ExpireTime);
  256. FIELD_SET(*this, FIX::GTBookingInst);
  257. FIELD_SET(*this, FIX::Commission);
  258. FIELD_SET(*this, FIX::CommType);
  259. FIELD_SET(*this, FIX::CommCurrency);
  260. FIELD_SET(*this, FIX::FundRenewWaiv);
  261. FIELD_SET(*this, FIX::OrderCapacity);
  262. FIELD_SET(*this, FIX::OrderRestrictions);
  263. FIELD_SET(*this, FIX::CustOrderCapacity);
  264. FIELD_SET(*this, FIX::ForexReq);
  265. FIELD_SET(*this, FIX::SettlCurrency);
  266. FIELD_SET(*this, FIX::BookingType);
  267. FIELD_SET(*this, FIX::Text);
  268. FIELD_SET(*this, FIX::EncodedTextLen);
  269. FIELD_SET(*this, FIX::EncodedText);
  270. FIELD_SET(*this, FIX::SettlDate2);
  271. FIELD_SET(*this, FIX::OrderQty2);
  272. FIELD_SET(*this, FIX::Price2);
  273. FIELD_SET(*this, FIX::PositionEffect);
  274. FIELD_SET(*this, FIX::CoveredOrUncovered);
  275. FIELD_SET(*this, FIX::MaxShow);
  276. FIELD_SET(*this, FIX::LocateReqd);
  277. FIELD_SET(*this, FIX::CancellationRights);
  278. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  279. FIELD_SET(*this, FIX::RegistID);
  280. FIELD_SET(*this, FIX::Designation);
  281. };
  282. }
  283. #endif