1 #ifndef FIX43_ORDERCANCELREPLACEREQUEST_H 2 #define FIX43_ORDERCANCELREPLACEREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX43 7 { 8 9 class OrderCancelReplaceRequest : public Message 10 { 11 public: OrderCancelReplaceRequest()12 OrderCancelReplaceRequest() : Message(MsgType()) {} OrderCancelReplaceRequest(const FIX::Message & m)13 OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {} OrderCancelReplaceRequest(const Message & m)14 OrderCancelReplaceRequest(const Message& m) : Message(m) {} OrderCancelReplaceRequest(const OrderCancelReplaceRequest & m)15 OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("G"); } 17 OrderCancelReplaceRequest(const FIX::OrigClOrdID & aOrigClOrdID,const FIX::ClOrdID & aClOrdID,const FIX::HandlInst & aHandlInst,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 OrderCancelReplaceRequest( 19 const FIX::OrigClOrdID& aOrigClOrdID, 20 const FIX::ClOrdID& aClOrdID, 21 const FIX::HandlInst& aHandlInst, 22 const FIX::Side& aSide, 23 const FIX::TransactTime& aTransactTime, 24 const FIX::OrdType& aOrdType ) 25 : Message(MsgType()) 26 { 27 set(aOrigClOrdID); 28 set(aClOrdID); 29 set(aHandlInst); 30 set(aSide); 31 set(aTransactTime); 32 set(aOrdType); 33 } 34 35 FIELD_SET(*this, FIX::OrderID); 36 FIELD_SET(*this, FIX::NoPartyIDs); 37 class NoPartyIDs: public FIX::Group 38 { 39 public: NoPartyIDs()40 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} 41 FIELD_SET(*this, FIX::PartyID); 42 FIELD_SET(*this, FIX::PartyIDSource); 43 FIELD_SET(*this, FIX::PartyRole); 44 FIELD_SET(*this, FIX::PartySubID); 45 }; 46 FIELD_SET(*this, FIX::TradeOriginationDate); 47 FIELD_SET(*this, FIX::OrigClOrdID); 48 FIELD_SET(*this, FIX::ClOrdID); 49 FIELD_SET(*this, FIX::SecondaryClOrdID); 50 FIELD_SET(*this, FIX::ClOrdLinkID); 51 FIELD_SET(*this, FIX::ListID); 52 FIELD_SET(*this, FIX::OrigOrdModTime); 53 FIELD_SET(*this, FIX::Account); 54 FIELD_SET(*this, FIX::AccountType); 55 FIELD_SET(*this, FIX::DayBookingInst); 56 FIELD_SET(*this, FIX::BookingUnit); 57 FIELD_SET(*this, FIX::PreallocMethod); 58 FIELD_SET(*this, FIX::SettlmntTyp); 59 FIELD_SET(*this, FIX::FutSettDate); 60 FIELD_SET(*this, FIX::CashMargin); 61 FIELD_SET(*this, FIX::ClearingFeeIndicator); 62 FIELD_SET(*this, FIX::HandlInst); 63 FIELD_SET(*this, FIX::ExecInst); 64 FIELD_SET(*this, FIX::MinQty); 65 FIELD_SET(*this, FIX::MaxFloor); 66 FIELD_SET(*this, FIX::ExDestination); 67 FIELD_SET(*this, FIX::Symbol); 68 FIELD_SET(*this, FIX::SymbolSfx); 69 FIELD_SET(*this, FIX::SecurityID); 70 FIELD_SET(*this, FIX::SecurityIDSource); 71 FIELD_SET(*this, FIX::Product); 72 FIELD_SET(*this, FIX::CFICode); 73 FIELD_SET(*this, FIX::SecurityType); 74 FIELD_SET(*this, FIX::MaturityMonthYear); 75 FIELD_SET(*this, FIX::MaturityDate); 76 FIELD_SET(*this, FIX::CouponPaymentDate); 77 FIELD_SET(*this, FIX::IssueDate); 78 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 79 FIELD_SET(*this, FIX::RepurchaseTerm); 80 FIELD_SET(*this, FIX::RepurchaseRate); 81 FIELD_SET(*this, FIX::Factor); 82 FIELD_SET(*this, FIX::CreditRating); 83 FIELD_SET(*this, FIX::InstrRegistry); 84 FIELD_SET(*this, FIX::CountryOfIssue); 85 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 86 FIELD_SET(*this, FIX::LocaleOfIssue); 87 FIELD_SET(*this, FIX::RedemptionDate); 88 FIELD_SET(*this, FIX::StrikePrice); 89 FIELD_SET(*this, FIX::OptAttribute); 90 FIELD_SET(*this, FIX::ContractMultiplier); 91 FIELD_SET(*this, FIX::CouponRate); 92 FIELD_SET(*this, FIX::SecurityExchange); 93 FIELD_SET(*this, FIX::Issuer); 94 FIELD_SET(*this, FIX::EncodedIssuerLen); 95 FIELD_SET(*this, FIX::EncodedIssuer); 96 FIELD_SET(*this, FIX::SecurityDesc); 97 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 98 FIELD_SET(*this, FIX::EncodedSecurityDesc); 99 FIELD_SET(*this, FIX::NoSecurityAltID); 100 class NoSecurityAltID: public FIX::Group 101 { 102 public: NoSecurityAltID()103 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 104 FIELD_SET(*this, FIX::SecurityAltID); 105 FIELD_SET(*this, FIX::SecurityAltIDSource); 106 }; 107 FIELD_SET(*this, FIX::Side); 108 FIELD_SET(*this, FIX::TransactTime); 109 FIELD_SET(*this, FIX::QuantityType); 110 FIELD_SET(*this, FIX::OrderQty); 111 FIELD_SET(*this, FIX::CashOrderQty); 112 FIELD_SET(*this, FIX::OrderPercent); 113 FIELD_SET(*this, FIX::RoundingDirection); 114 FIELD_SET(*this, FIX::RoundingModulus); 115 FIELD_SET(*this, FIX::OrdType); 116 FIELD_SET(*this, FIX::PriceType); 117 FIELD_SET(*this, FIX::Price); 118 FIELD_SET(*this, FIX::StopPx); 119 FIELD_SET(*this, FIX::Spread); 120 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 121 FIELD_SET(*this, FIX::BenchmarkCurveName); 122 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 123 FIELD_SET(*this, FIX::YieldType); 124 FIELD_SET(*this, FIX::Yield); 125 FIELD_SET(*this, FIX::PegDifference); 126 FIELD_SET(*this, FIX::DiscretionInst); 127 FIELD_SET(*this, FIX::DiscretionOffset); 128 FIELD_SET(*this, FIX::ComplianceID); 129 FIELD_SET(*this, FIX::SolicitedFlag); 130 FIELD_SET(*this, FIX::Currency); 131 FIELD_SET(*this, FIX::TimeInForce); 132 FIELD_SET(*this, FIX::EffectiveTime); 133 FIELD_SET(*this, FIX::ExpireDate); 134 FIELD_SET(*this, FIX::ExpireTime); 135 FIELD_SET(*this, FIX::GTBookingInst); 136 FIELD_SET(*this, FIX::Commission); 137 FIELD_SET(*this, FIX::CommType); 138 FIELD_SET(*this, FIX::CommCurrency); 139 FIELD_SET(*this, FIX::FundRenewWaiv); 140 FIELD_SET(*this, FIX::OrderCapacity); 141 FIELD_SET(*this, FIX::OrderRestrictions); 142 FIELD_SET(*this, FIX::CustOrderCapacity); 143 FIELD_SET(*this, FIX::Rule80A); 144 FIELD_SET(*this, FIX::ForexReq); 145 FIELD_SET(*this, FIX::SettlCurrency); 146 FIELD_SET(*this, FIX::Text); 147 FIELD_SET(*this, FIX::EncodedTextLen); 148 FIELD_SET(*this, FIX::EncodedText); 149 FIELD_SET(*this, FIX::FutSettDate2); 150 FIELD_SET(*this, FIX::OrderQty2); 151 FIELD_SET(*this, FIX::Price2); 152 FIELD_SET(*this, FIX::PositionEffect); 153 FIELD_SET(*this, FIX::CoveredOrUncovered); 154 FIELD_SET(*this, FIX::MaxShow); 155 FIELD_SET(*this, FIX::LocateReqd); 156 FIELD_SET(*this, FIX::CancellationRights); 157 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 158 FIELD_SET(*this, FIX::RegistID); 159 FIELD_SET(*this, FIX::Designation); 160 FIELD_SET(*this, FIX::AccruedInterestRate); 161 FIELD_SET(*this, FIX::AccruedInterestAmt); 162 FIELD_SET(*this, FIX::NetMoney); 163 FIELD_SET(*this, FIX::NoAllocs); 164 class NoAllocs: public FIX::Group 165 { 166 public: NoAllocs()167 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,467,539,80,0)) {} 168 FIELD_SET(*this, FIX::AllocAccount); 169 FIELD_SET(*this, FIX::IndividualAllocID); 170 FIELD_SET(*this, FIX::NoNestedPartyIDs); 171 class NoNestedPartyIDs: public FIX::Group 172 { 173 public: NoNestedPartyIDs()174 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {} 175 FIELD_SET(*this, FIX::NestedPartyID); 176 FIELD_SET(*this, FIX::NestedPartyIDSource); 177 FIELD_SET(*this, FIX::NestedPartyRole); 178 FIELD_SET(*this, FIX::NestedPartySubID); 179 }; 180 FIELD_SET(*this, FIX::AllocQty); 181 }; 182 FIELD_SET(*this, FIX::NoTradingSessions); 183 class NoTradingSessions: public FIX::Group 184 { 185 public: NoTradingSessions()186 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 187 FIELD_SET(*this, FIX::TradingSessionID); 188 FIELD_SET(*this, FIX::TradingSessionSubID); 189 }; 190 }; 191 192 } 193 194 #endif 195