1 #ifndef FIX44_CROSSORDERCANCELREPLACEREQUEST_H 2 #define FIX44_CROSSORDERCANCELREPLACEREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class CrossOrderCancelReplaceRequest : public Message 10 { 11 public: CrossOrderCancelReplaceRequest()12 CrossOrderCancelReplaceRequest() : Message(MsgType()) {} CrossOrderCancelReplaceRequest(const FIX::Message & m)13 CrossOrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {} CrossOrderCancelReplaceRequest(const Message & m)14 CrossOrderCancelReplaceRequest(const Message& m) : Message(m) {} CrossOrderCancelReplaceRequest(const CrossOrderCancelReplaceRequest & m)15 CrossOrderCancelReplaceRequest(const CrossOrderCancelReplaceRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("t"); } 17 CrossOrderCancelReplaceRequest(const FIX::CrossID & aCrossID,const FIX::OrigCrossID & aOrigCrossID,const FIX::CrossType & aCrossType,const FIX::CrossPrioritization & aCrossPrioritization,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 CrossOrderCancelReplaceRequest( 19 const FIX::CrossID& aCrossID, 20 const FIX::OrigCrossID& aOrigCrossID, 21 const FIX::CrossType& aCrossType, 22 const FIX::CrossPrioritization& aCrossPrioritization, 23 const FIX::TransactTime& aTransactTime, 24 const FIX::OrdType& aOrdType ) 25 : Message(MsgType()) 26 { 27 set(aCrossID); 28 set(aOrigCrossID); 29 set(aCrossType); 30 set(aCrossPrioritization); 31 set(aTransactTime); 32 set(aOrdType); 33 } 34 35 FIELD_SET(*this, FIX::OrderID); 36 FIELD_SET(*this, FIX::CrossID); 37 FIELD_SET(*this, FIX::OrigCrossID); 38 FIELD_SET(*this, FIX::CrossType); 39 FIELD_SET(*this, FIX::CrossPrioritization); 40 FIELD_SET(*this, FIX::NoSides); 41 class NoSides: public FIX::Group 42 { 43 public: NoSides()44 NoSides() : FIX::Group(552,54,FIX::message_order(54,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,582,121,120,775,58,354,355,77,203,544,635,377,659,0)) {} 45 FIELD_SET(*this, FIX::Side); 46 FIELD_SET(*this, FIX::ClOrdID); 47 FIELD_SET(*this, FIX::SecondaryClOrdID); 48 FIELD_SET(*this, FIX::ClOrdLinkID); 49 FIELD_SET(*this, FIX::NoPartyIDs); 50 class NoPartyIDs: public FIX::Group 51 { 52 public: NoPartyIDs()53 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 54 FIELD_SET(*this, FIX::PartyID); 55 FIELD_SET(*this, FIX::PartyIDSource); 56 FIELD_SET(*this, FIX::PartyRole); 57 FIELD_SET(*this, FIX::NoPartySubIDs); 58 class NoPartySubIDs: public FIX::Group 59 { 60 public: NoPartySubIDs()61 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 62 FIELD_SET(*this, FIX::PartySubID); 63 FIELD_SET(*this, FIX::PartySubIDType); 64 }; 65 }; 66 FIELD_SET(*this, FIX::TradeOriginationDate); 67 FIELD_SET(*this, FIX::TradeDate); 68 FIELD_SET(*this, FIX::Account); 69 FIELD_SET(*this, FIX::AcctIDSource); 70 FIELD_SET(*this, FIX::AccountType); 71 FIELD_SET(*this, FIX::DayBookingInst); 72 FIELD_SET(*this, FIX::BookingUnit); 73 FIELD_SET(*this, FIX::PreallocMethod); 74 FIELD_SET(*this, FIX::AllocID); 75 FIELD_SET(*this, FIX::NoAllocs); 76 class NoAllocs: public FIX::Group 77 { 78 public: NoAllocs()79 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {} 80 FIELD_SET(*this, FIX::AllocAccount); 81 FIELD_SET(*this, FIX::AllocAcctIDSource); 82 FIELD_SET(*this, FIX::AllocSettlCurrency); 83 FIELD_SET(*this, FIX::IndividualAllocID); 84 FIELD_SET(*this, FIX::NoNestedPartyIDs); 85 class NoNestedPartyIDs: public FIX::Group 86 { 87 public: NoNestedPartyIDs()88 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 89 FIELD_SET(*this, FIX::NestedPartyID); 90 FIELD_SET(*this, FIX::NestedPartyIDSource); 91 FIELD_SET(*this, FIX::NestedPartyRole); 92 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 93 class NoNestedPartySubIDs: public FIX::Group 94 { 95 public: NoNestedPartySubIDs()96 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 97 FIELD_SET(*this, FIX::NestedPartySubID); 98 FIELD_SET(*this, FIX::NestedPartySubIDType); 99 }; 100 }; 101 FIELD_SET(*this, FIX::AllocQty); 102 }; 103 FIELD_SET(*this, FIX::QtyType); 104 FIELD_SET(*this, FIX::OrderQty); 105 FIELD_SET(*this, FIX::CashOrderQty); 106 FIELD_SET(*this, FIX::OrderPercent); 107 FIELD_SET(*this, FIX::RoundingDirection); 108 FIELD_SET(*this, FIX::RoundingModulus); 109 FIELD_SET(*this, FIX::Commission); 110 FIELD_SET(*this, FIX::CommType); 111 FIELD_SET(*this, FIX::CommCurrency); 112 FIELD_SET(*this, FIX::FundRenewWaiv); 113 FIELD_SET(*this, FIX::OrderCapacity); 114 FIELD_SET(*this, FIX::OrderRestrictions); 115 FIELD_SET(*this, FIX::CustOrderCapacity); 116 FIELD_SET(*this, FIX::ForexReq); 117 FIELD_SET(*this, FIX::SettlCurrency); 118 FIELD_SET(*this, FIX::BookingType); 119 FIELD_SET(*this, FIX::Text); 120 FIELD_SET(*this, FIX::EncodedTextLen); 121 FIELD_SET(*this, FIX::EncodedText); 122 FIELD_SET(*this, FIX::PositionEffect); 123 FIELD_SET(*this, FIX::CoveredOrUncovered); 124 FIELD_SET(*this, FIX::CashMargin); 125 FIELD_SET(*this, FIX::ClearingFeeIndicator); 126 FIELD_SET(*this, FIX::SolicitedFlag); 127 FIELD_SET(*this, FIX::SideComplianceID); 128 }; 129 FIELD_SET(*this, FIX::Symbol); 130 FIELD_SET(*this, FIX::SymbolSfx); 131 FIELD_SET(*this, FIX::SecurityID); 132 FIELD_SET(*this, FIX::SecurityIDSource); 133 FIELD_SET(*this, FIX::NoSecurityAltID); 134 class NoSecurityAltID: public FIX::Group 135 { 136 public: NoSecurityAltID()137 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 138 FIELD_SET(*this, FIX::SecurityAltID); 139 FIELD_SET(*this, FIX::SecurityAltIDSource); 140 }; 141 FIELD_SET(*this, FIX::Product); 142 FIELD_SET(*this, FIX::CFICode); 143 FIELD_SET(*this, FIX::SecurityType); 144 FIELD_SET(*this, FIX::SecuritySubType); 145 FIELD_SET(*this, FIX::MaturityMonthYear); 146 FIELD_SET(*this, FIX::MaturityDate); 147 FIELD_SET(*this, FIX::PutOrCall); 148 FIELD_SET(*this, FIX::CouponPaymentDate); 149 FIELD_SET(*this, FIX::IssueDate); 150 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 151 FIELD_SET(*this, FIX::RepurchaseTerm); 152 FIELD_SET(*this, FIX::RepurchaseRate); 153 FIELD_SET(*this, FIX::Factor); 154 FIELD_SET(*this, FIX::CreditRating); 155 FIELD_SET(*this, FIX::InstrRegistry); 156 FIELD_SET(*this, FIX::CountryOfIssue); 157 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 158 FIELD_SET(*this, FIX::LocaleOfIssue); 159 FIELD_SET(*this, FIX::RedemptionDate); 160 FIELD_SET(*this, FIX::StrikePrice); 161 FIELD_SET(*this, FIX::StrikeCurrency); 162 FIELD_SET(*this, FIX::OptAttribute); 163 FIELD_SET(*this, FIX::ContractMultiplier); 164 FIELD_SET(*this, FIX::CouponRate); 165 FIELD_SET(*this, FIX::SecurityExchange); 166 FIELD_SET(*this, FIX::Issuer); 167 FIELD_SET(*this, FIX::EncodedIssuerLen); 168 FIELD_SET(*this, FIX::EncodedIssuer); 169 FIELD_SET(*this, FIX::SecurityDesc); 170 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 171 FIELD_SET(*this, FIX::EncodedSecurityDesc); 172 FIELD_SET(*this, FIX::Pool); 173 FIELD_SET(*this, FIX::ContractSettlMonth); 174 FIELD_SET(*this, FIX::CPProgram); 175 FIELD_SET(*this, FIX::CPRegType); 176 FIELD_SET(*this, FIX::NoEvents); 177 class NoEvents: public FIX::Group 178 { 179 public: NoEvents()180 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 181 FIELD_SET(*this, FIX::EventType); 182 FIELD_SET(*this, FIX::EventDate); 183 FIELD_SET(*this, FIX::EventPx); 184 FIELD_SET(*this, FIX::EventText); 185 }; 186 FIELD_SET(*this, FIX::DatedDate); 187 FIELD_SET(*this, FIX::InterestAccrualDate); 188 FIELD_SET(*this, FIX::NoUnderlyings); 189 class NoUnderlyings: public FIX::Group 190 { 191 public: NoUnderlyings()192 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)) {} 193 FIELD_SET(*this, FIX::UnderlyingSymbol); 194 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 195 FIELD_SET(*this, FIX::UnderlyingSecurityID); 196 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 197 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 198 class NoUnderlyingSecurityAltID: public FIX::Group 199 { 200 public: NoUnderlyingSecurityAltID()201 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 202 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 203 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 204 }; 205 FIELD_SET(*this, FIX::UnderlyingProduct); 206 FIELD_SET(*this, FIX::UnderlyingCFICode); 207 FIELD_SET(*this, FIX::UnderlyingSecurityType); 208 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 209 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 210 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 211 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 212 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 213 FIELD_SET(*this, FIX::UnderlyingIssueDate); 214 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 215 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 216 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 217 FIELD_SET(*this, FIX::UnderlyingFactor); 218 FIELD_SET(*this, FIX::UnderlyingCreditRating); 219 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 220 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 221 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 222 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 223 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 224 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 225 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 226 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 227 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 228 FIELD_SET(*this, FIX::UnderlyingCouponRate); 229 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 230 FIELD_SET(*this, FIX::UnderlyingIssuer); 231 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 232 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 233 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 234 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 235 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 236 FIELD_SET(*this, FIX::UnderlyingCPProgram); 237 FIELD_SET(*this, FIX::UnderlyingCPRegType); 238 FIELD_SET(*this, FIX::UnderlyingCurrency); 239 FIELD_SET(*this, FIX::UnderlyingQty); 240 FIELD_SET(*this, FIX::UnderlyingPx); 241 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 242 FIELD_SET(*this, FIX::UnderlyingEndPrice); 243 FIELD_SET(*this, FIX::UnderlyingStartValue); 244 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 245 FIELD_SET(*this, FIX::UnderlyingEndValue); 246 FIELD_SET(*this, FIX::NoUnderlyingStips); 247 class NoUnderlyingStips: public FIX::Group 248 { 249 public: NoUnderlyingStips()250 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 251 FIELD_SET(*this, FIX::UnderlyingStipType); 252 FIELD_SET(*this, FIX::UnderlyingStipValue); 253 }; 254 }; 255 FIELD_SET(*this, FIX::NoLegs); 256 class NoLegs: public FIX::Group 257 { 258 public: NoLegs()259 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {} 260 FIELD_SET(*this, FIX::LegSymbol); 261 FIELD_SET(*this, FIX::LegSymbolSfx); 262 FIELD_SET(*this, FIX::LegSecurityID); 263 FIELD_SET(*this, FIX::LegSecurityIDSource); 264 FIELD_SET(*this, FIX::NoLegSecurityAltID); 265 class NoLegSecurityAltID: public FIX::Group 266 { 267 public: NoLegSecurityAltID()268 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 269 FIELD_SET(*this, FIX::LegSecurityAltID); 270 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 271 }; 272 FIELD_SET(*this, FIX::LegProduct); 273 FIELD_SET(*this, FIX::LegCFICode); 274 FIELD_SET(*this, FIX::LegSecurityType); 275 FIELD_SET(*this, FIX::LegSecuritySubType); 276 FIELD_SET(*this, FIX::LegMaturityMonthYear); 277 FIELD_SET(*this, FIX::LegMaturityDate); 278 FIELD_SET(*this, FIX::LegCouponPaymentDate); 279 FIELD_SET(*this, FIX::LegIssueDate); 280 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 281 FIELD_SET(*this, FIX::LegRepurchaseTerm); 282 FIELD_SET(*this, FIX::LegRepurchaseRate); 283 FIELD_SET(*this, FIX::LegFactor); 284 FIELD_SET(*this, FIX::LegCreditRating); 285 FIELD_SET(*this, FIX::LegInstrRegistry); 286 FIELD_SET(*this, FIX::LegCountryOfIssue); 287 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 288 FIELD_SET(*this, FIX::LegLocaleOfIssue); 289 FIELD_SET(*this, FIX::LegRedemptionDate); 290 FIELD_SET(*this, FIX::LegStrikePrice); 291 FIELD_SET(*this, FIX::LegStrikeCurrency); 292 FIELD_SET(*this, FIX::LegOptAttribute); 293 FIELD_SET(*this, FIX::LegContractMultiplier); 294 FIELD_SET(*this, FIX::LegCouponRate); 295 FIELD_SET(*this, FIX::LegSecurityExchange); 296 FIELD_SET(*this, FIX::LegIssuer); 297 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 298 FIELD_SET(*this, FIX::EncodedLegIssuer); 299 FIELD_SET(*this, FIX::LegSecurityDesc); 300 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 301 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 302 FIELD_SET(*this, FIX::LegRatioQty); 303 FIELD_SET(*this, FIX::LegSide); 304 FIELD_SET(*this, FIX::LegCurrency); 305 FIELD_SET(*this, FIX::LegPool); 306 FIELD_SET(*this, FIX::LegDatedDate); 307 FIELD_SET(*this, FIX::LegContractSettlMonth); 308 FIELD_SET(*this, FIX::LegInterestAccrualDate); 309 }; 310 FIELD_SET(*this, FIX::SettlType); 311 FIELD_SET(*this, FIX::SettlDate); 312 FIELD_SET(*this, FIX::HandlInst); 313 FIELD_SET(*this, FIX::ExecInst); 314 FIELD_SET(*this, FIX::MinQty); 315 FIELD_SET(*this, FIX::MaxFloor); 316 FIELD_SET(*this, FIX::ExDestination); 317 FIELD_SET(*this, FIX::NoTradingSessions); 318 class NoTradingSessions: public FIX::Group 319 { 320 public: NoTradingSessions()321 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 322 FIELD_SET(*this, FIX::TradingSessionID); 323 FIELD_SET(*this, FIX::TradingSessionSubID); 324 }; 325 FIELD_SET(*this, FIX::ProcessCode); 326 FIELD_SET(*this, FIX::PrevClosePx); 327 FIELD_SET(*this, FIX::LocateReqd); 328 FIELD_SET(*this, FIX::TransactTime); 329 FIELD_SET(*this, FIX::NoStipulations); 330 class NoStipulations: public FIX::Group 331 { 332 public: NoStipulations()333 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 334 FIELD_SET(*this, FIX::StipulationType); 335 FIELD_SET(*this, FIX::StipulationValue); 336 }; 337 FIELD_SET(*this, FIX::OrdType); 338 FIELD_SET(*this, FIX::PriceType); 339 FIELD_SET(*this, FIX::Price); 340 FIELD_SET(*this, FIX::StopPx); 341 FIELD_SET(*this, FIX::Spread); 342 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 343 FIELD_SET(*this, FIX::BenchmarkCurveName); 344 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 345 FIELD_SET(*this, FIX::BenchmarkPrice); 346 FIELD_SET(*this, FIX::BenchmarkPriceType); 347 FIELD_SET(*this, FIX::BenchmarkSecurityID); 348 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 349 FIELD_SET(*this, FIX::YieldType); 350 FIELD_SET(*this, FIX::Yield); 351 FIELD_SET(*this, FIX::YieldCalcDate); 352 FIELD_SET(*this, FIX::YieldRedemptionDate); 353 FIELD_SET(*this, FIX::YieldRedemptionPrice); 354 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 355 FIELD_SET(*this, FIX::Currency); 356 FIELD_SET(*this, FIX::ComplianceID); 357 FIELD_SET(*this, FIX::IOIID); 358 FIELD_SET(*this, FIX::QuoteID); 359 FIELD_SET(*this, FIX::TimeInForce); 360 FIELD_SET(*this, FIX::EffectiveTime); 361 FIELD_SET(*this, FIX::ExpireDate); 362 FIELD_SET(*this, FIX::ExpireTime); 363 FIELD_SET(*this, FIX::GTBookingInst); 364 FIELD_SET(*this, FIX::MaxShow); 365 FIELD_SET(*this, FIX::PegOffsetValue); 366 FIELD_SET(*this, FIX::PegMoveType); 367 FIELD_SET(*this, FIX::PegOffsetType); 368 FIELD_SET(*this, FIX::PegLimitType); 369 FIELD_SET(*this, FIX::PegRoundDirection); 370 FIELD_SET(*this, FIX::PegScope); 371 FIELD_SET(*this, FIX::DiscretionInst); 372 FIELD_SET(*this, FIX::DiscretionOffsetValue); 373 FIELD_SET(*this, FIX::DiscretionMoveType); 374 FIELD_SET(*this, FIX::DiscretionOffsetType); 375 FIELD_SET(*this, FIX::DiscretionLimitType); 376 FIELD_SET(*this, FIX::DiscretionRoundDirection); 377 FIELD_SET(*this, FIX::DiscretionScope); 378 FIELD_SET(*this, FIX::TargetStrategy); 379 FIELD_SET(*this, FIX::TargetStrategyParameters); 380 FIELD_SET(*this, FIX::ParticipationRate); 381 FIELD_SET(*this, FIX::CancellationRights); 382 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 383 FIELD_SET(*this, FIX::RegistID); 384 FIELD_SET(*this, FIX::Designation); 385 }; 386 387 } 388 389 #endif 390