1 #ifndef FIX50SP1_ORDERMASSCANCELREQUEST_H 2 #define FIX50SP1_ORDERMASSCANCELREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class OrderMassCancelRequest : public Message 10 { 11 public: OrderMassCancelRequest()12 OrderMassCancelRequest() : Message(MsgType()) {} OrderMassCancelRequest(const FIX::Message & m)13 OrderMassCancelRequest(const FIX::Message& m) : Message(m) {} OrderMassCancelRequest(const Message & m)14 OrderMassCancelRequest(const Message& m) : Message(m) {} OrderMassCancelRequest(const OrderMassCancelRequest & m)15 OrderMassCancelRequest(const OrderMassCancelRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("q"); } 17 OrderMassCancelRequest(const FIX::ClOrdID & aClOrdID,const FIX::MassCancelRequestType & aMassCancelRequestType,const FIX::TransactTime & aTransactTime)18 OrderMassCancelRequest( 19 const FIX::ClOrdID& aClOrdID, 20 const FIX::MassCancelRequestType& aMassCancelRequestType, 21 const FIX::TransactTime& aTransactTime ) 22 : Message(MsgType()) 23 { 24 set(aClOrdID); 25 set(aMassCancelRequestType); 26 set(aTransactTime); 27 } 28 29 FIELD_SET(*this, FIX::ClOrdID); 30 FIELD_SET(*this, FIX::SecondaryClOrdID); 31 FIELD_SET(*this, FIX::MassCancelRequestType); 32 FIELD_SET(*this, FIX::TradingSessionID); 33 FIELD_SET(*this, FIX::TradingSessionSubID); 34 FIELD_SET(*this, FIX::NoPartyIDs); 35 class NoPartyIDs: public FIX::Group 36 { 37 public: NoPartyIDs()38 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 39 FIELD_SET(*this, FIX::PartyID); 40 FIELD_SET(*this, FIX::PartyIDSource); 41 FIELD_SET(*this, FIX::PartyRole); 42 FIELD_SET(*this, FIX::NoPartySubIDs); 43 class NoPartySubIDs: public FIX::Group 44 { 45 public: NoPartySubIDs()46 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 47 FIELD_SET(*this, FIX::PartySubID); 48 FIELD_SET(*this, FIX::PartySubIDType); 49 }; 50 }; 51 FIELD_SET(*this, FIX::Symbol); 52 FIELD_SET(*this, FIX::SymbolSfx); 53 FIELD_SET(*this, FIX::SecurityID); 54 FIELD_SET(*this, FIX::SecurityIDSource); 55 FIELD_SET(*this, FIX::NoSecurityAltID); 56 class NoSecurityAltID: public FIX::Group 57 { 58 public: NoSecurityAltID()59 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 60 FIELD_SET(*this, FIX::SecurityAltID); 61 FIELD_SET(*this, FIX::SecurityAltIDSource); 62 }; 63 FIELD_SET(*this, FIX::Product); 64 FIELD_SET(*this, FIX::ProductComplex); 65 FIELD_SET(*this, FIX::SecurityGroup); 66 FIELD_SET(*this, FIX::CFICode); 67 FIELD_SET(*this, FIX::SecurityType); 68 FIELD_SET(*this, FIX::SecuritySubType); 69 FIELD_SET(*this, FIX::MaturityMonthYear); 70 FIELD_SET(*this, FIX::MaturityDate); 71 FIELD_SET(*this, FIX::MaturityTime); 72 FIELD_SET(*this, FIX::SettleOnOpenFlag); 73 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 74 FIELD_SET(*this, FIX::SecurityStatus); 75 FIELD_SET(*this, FIX::CouponPaymentDate); 76 FIELD_SET(*this, FIX::IssueDate); 77 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 78 FIELD_SET(*this, FIX::RepurchaseTerm); 79 FIELD_SET(*this, FIX::RepurchaseRate); 80 FIELD_SET(*this, FIX::Factor); 81 FIELD_SET(*this, FIX::CreditRating); 82 FIELD_SET(*this, FIX::InstrRegistry); 83 FIELD_SET(*this, FIX::CountryOfIssue); 84 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 85 FIELD_SET(*this, FIX::LocaleOfIssue); 86 FIELD_SET(*this, FIX::RedemptionDate); 87 FIELD_SET(*this, FIX::StrikePrice); 88 FIELD_SET(*this, FIX::StrikeCurrency); 89 FIELD_SET(*this, FIX::StrikeMultiplier); 90 FIELD_SET(*this, FIX::StrikeValue); 91 FIELD_SET(*this, FIX::OptAttribute); 92 FIELD_SET(*this, FIX::ContractMultiplier); 93 FIELD_SET(*this, FIX::MinPriceIncrement); 94 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 95 FIELD_SET(*this, FIX::UnitOfMeasure); 96 FIELD_SET(*this, FIX::UnitOfMeasureQty); 97 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 98 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 99 FIELD_SET(*this, FIX::SettlMethod); 100 FIELD_SET(*this, FIX::ExerciseStyle); 101 FIELD_SET(*this, FIX::OptPayAmount); 102 FIELD_SET(*this, FIX::PriceQuoteMethod); 103 FIELD_SET(*this, FIX::FuturesValuationMethod); 104 FIELD_SET(*this, FIX::ListMethod); 105 FIELD_SET(*this, FIX::CapPrice); 106 FIELD_SET(*this, FIX::FloorPrice); 107 FIELD_SET(*this, FIX::PutOrCall); 108 FIELD_SET(*this, FIX::FlexibleIndicator); 109 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 110 FIELD_SET(*this, FIX::TimeUnit); 111 FIELD_SET(*this, FIX::CouponRate); 112 FIELD_SET(*this, FIX::SecurityExchange); 113 FIELD_SET(*this, FIX::PositionLimit); 114 FIELD_SET(*this, FIX::NTPositionLimit); 115 FIELD_SET(*this, FIX::Issuer); 116 FIELD_SET(*this, FIX::EncodedIssuerLen); 117 FIELD_SET(*this, FIX::EncodedIssuer); 118 FIELD_SET(*this, FIX::SecurityDesc); 119 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 120 FIELD_SET(*this, FIX::EncodedSecurityDesc); 121 FIELD_SET(*this, FIX::SecurityXMLLen); 122 FIELD_SET(*this, FIX::SecurityXML); 123 FIELD_SET(*this, FIX::SecurityXMLSchema); 124 FIELD_SET(*this, FIX::Pool); 125 FIELD_SET(*this, FIX::ContractSettlMonth); 126 FIELD_SET(*this, FIX::CPProgram); 127 FIELD_SET(*this, FIX::CPRegType); 128 FIELD_SET(*this, FIX::NoEvents); 129 class NoEvents: public FIX::Group 130 { 131 public: NoEvents()132 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 133 FIELD_SET(*this, FIX::EventType); 134 FIELD_SET(*this, FIX::EventDate); 135 FIELD_SET(*this, FIX::EventTime); 136 FIELD_SET(*this, FIX::EventPx); 137 FIELD_SET(*this, FIX::EventText); 138 }; 139 FIELD_SET(*this, FIX::DatedDate); 140 FIELD_SET(*this, FIX::InterestAccrualDate); 141 FIELD_SET(*this, FIX::NoInstrumentParties); 142 class NoInstrumentParties: public FIX::Group 143 { 144 public: NoInstrumentParties()145 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 146 FIELD_SET(*this, FIX::InstrumentPartyID); 147 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 148 FIELD_SET(*this, FIX::InstrumentPartyRole); 149 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 150 class NoInstrumentPartySubIDs: public FIX::Group 151 { 152 public: NoInstrumentPartySubIDs()153 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 154 FIELD_SET(*this, FIX::InstrumentPartySubID); 155 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 156 }; 157 }; 158 FIELD_SET(*this, FIX::UnderlyingSymbol); 159 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 160 FIELD_SET(*this, FIX::UnderlyingSecurityID); 161 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 162 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 163 class NoUnderlyingSecurityAltID: public FIX::Group 164 { 165 public: NoUnderlyingSecurityAltID()166 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 167 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 168 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 169 }; 170 FIELD_SET(*this, FIX::UnderlyingProduct); 171 FIELD_SET(*this, FIX::UnderlyingCFICode); 172 FIELD_SET(*this, FIX::UnderlyingSecurityType); 173 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 174 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 175 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 176 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 177 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 178 FIELD_SET(*this, FIX::UnderlyingIssueDate); 179 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 180 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 181 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 182 FIELD_SET(*this, FIX::UnderlyingFactor); 183 FIELD_SET(*this, FIX::UnderlyingCreditRating); 184 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 185 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 186 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 187 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 188 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 189 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 190 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 191 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 192 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 193 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 194 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 195 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 196 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 197 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 198 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 199 FIELD_SET(*this, FIX::UnderlyingCouponRate); 200 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 201 FIELD_SET(*this, FIX::UnderlyingIssuer); 202 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 203 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 204 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 205 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 206 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 207 FIELD_SET(*this, FIX::UnderlyingCPProgram); 208 FIELD_SET(*this, FIX::UnderlyingCPRegType); 209 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 210 FIELD_SET(*this, FIX::UnderlyingCurrency); 211 FIELD_SET(*this, FIX::UnderlyingQty); 212 FIELD_SET(*this, FIX::UnderlyingSettlementType); 213 FIELD_SET(*this, FIX::UnderlyingCashAmount); 214 FIELD_SET(*this, FIX::UnderlyingCashType); 215 FIELD_SET(*this, FIX::UnderlyingPx); 216 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 217 FIELD_SET(*this, FIX::UnderlyingEndPrice); 218 FIELD_SET(*this, FIX::UnderlyingStartValue); 219 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 220 FIELD_SET(*this, FIX::UnderlyingEndValue); 221 FIELD_SET(*this, FIX::NoUnderlyingStips); 222 class NoUnderlyingStips: public FIX::Group 223 { 224 public: NoUnderlyingStips()225 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 226 FIELD_SET(*this, FIX::UnderlyingStipType); 227 FIELD_SET(*this, FIX::UnderlyingStipValue); 228 }; 229 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 230 FIELD_SET(*this, FIX::UnderlyingFXRate); 231 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 232 FIELD_SET(*this, FIX::UnderlyingCapValue); 233 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 234 class NoUndlyInstrumentParties: public FIX::Group 235 { 236 public: NoUndlyInstrumentParties()237 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 238 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 239 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 240 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 241 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 242 class NoUndlyInstrumentPartySubIDs: public FIX::Group 243 { 244 public: NoUndlyInstrumentPartySubIDs()245 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 246 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 247 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 248 }; 249 }; 250 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 251 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 252 FIELD_SET(*this, FIX::MarketID); 253 FIELD_SET(*this, FIX::MarketSegmentID); 254 FIELD_SET(*this, FIX::Side); 255 FIELD_SET(*this, FIX::TransactTime); 256 FIELD_SET(*this, FIX::Text); 257 FIELD_SET(*this, FIX::EncodedTextLen); 258 FIELD_SET(*this, FIX::EncodedText); 259 }; 260 261 } 262 263 #endif 264