1 #ifndef FIX50SP2_ORDERMASSCANCELREQUEST_H 2 #define FIX50SP2_ORDERMASSCANCELREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP2 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::OptPayoutAmount); 102 FIELD_SET(*this, FIX::PriceQuoteMethod); 103 FIELD_SET(*this, FIX::ValuationMethod); 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::ContractMultiplierUnit); 159 FIELD_SET(*this, FIX::FlowScheduleType); 160 FIELD_SET(*this, FIX::RestructuringType); 161 FIELD_SET(*this, FIX::Seniority); 162 FIELD_SET(*this, FIX::NotionalPercentageOutstanding); 163 FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); 164 FIELD_SET(*this, FIX::AttachmentPoint); 165 FIELD_SET(*this, FIX::DetachmentPoint); 166 FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); 167 FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); 168 FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); 169 FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); 170 FIELD_SET(*this, FIX::OptPayoutType); 171 FIELD_SET(*this, FIX::NoComplexEvents); 172 class NoComplexEvents: public FIX::Group 173 { 174 public: NoComplexEvents()175 NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} 176 FIELD_SET(*this, FIX::ComplexEventType); 177 FIELD_SET(*this, FIX::ComplexOptPayoutAmount); 178 FIELD_SET(*this, FIX::ComplexEventPrice); 179 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); 180 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); 181 FIELD_SET(*this, FIX::ComplexEventPriceTimeType); 182 FIELD_SET(*this, FIX::ComplexEventCondition); 183 FIELD_SET(*this, FIX::NoComplexEventDates); 184 class NoComplexEventDates: public FIX::Group 185 { 186 public: NoComplexEventDates()187 NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} 188 FIELD_SET(*this, FIX::ComplexEventStartDate); 189 FIELD_SET(*this, FIX::ComplexEventEndDate); 190 FIELD_SET(*this, FIX::NoComplexEventTimes); 191 class NoComplexEventTimes: public FIX::Group 192 { 193 public: NoComplexEventTimes()194 NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} 195 FIELD_SET(*this, FIX::ComplexEventStartTime); 196 FIELD_SET(*this, FIX::ComplexEventEndTime); 197 }; 198 }; 199 }; 200 FIELD_SET(*this, FIX::UnderlyingSymbol); 201 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 202 FIELD_SET(*this, FIX::UnderlyingSecurityID); 203 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 204 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 205 class NoUnderlyingSecurityAltID: public FIX::Group 206 { 207 public: NoUnderlyingSecurityAltID()208 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 209 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 210 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 211 }; 212 FIELD_SET(*this, FIX::UnderlyingProduct); 213 FIELD_SET(*this, FIX::UnderlyingCFICode); 214 FIELD_SET(*this, FIX::UnderlyingSecurityType); 215 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 216 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 217 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 218 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 219 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 220 FIELD_SET(*this, FIX::UnderlyingIssueDate); 221 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 222 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 223 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 224 FIELD_SET(*this, FIX::UnderlyingFactor); 225 FIELD_SET(*this, FIX::UnderlyingCreditRating); 226 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 227 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 228 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 229 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 230 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 231 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 232 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 233 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 234 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 235 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 236 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 237 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 238 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 239 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 240 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 241 FIELD_SET(*this, FIX::UnderlyingCouponRate); 242 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 243 FIELD_SET(*this, FIX::UnderlyingIssuer); 244 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 245 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 246 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 247 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 248 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 249 FIELD_SET(*this, FIX::UnderlyingCPProgram); 250 FIELD_SET(*this, FIX::UnderlyingCPRegType); 251 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 252 FIELD_SET(*this, FIX::UnderlyingCurrency); 253 FIELD_SET(*this, FIX::UnderlyingQty); 254 FIELD_SET(*this, FIX::UnderlyingSettlementType); 255 FIELD_SET(*this, FIX::UnderlyingCashAmount); 256 FIELD_SET(*this, FIX::UnderlyingCashType); 257 FIELD_SET(*this, FIX::UnderlyingPx); 258 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 259 FIELD_SET(*this, FIX::UnderlyingEndPrice); 260 FIELD_SET(*this, FIX::UnderlyingStartValue); 261 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 262 FIELD_SET(*this, FIX::UnderlyingEndValue); 263 FIELD_SET(*this, FIX::NoUnderlyingStips); 264 class NoUnderlyingStips: public FIX::Group 265 { 266 public: NoUnderlyingStips()267 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 268 FIELD_SET(*this, FIX::UnderlyingStipType); 269 FIELD_SET(*this, FIX::UnderlyingStipValue); 270 }; 271 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 272 FIELD_SET(*this, FIX::UnderlyingFXRate); 273 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 274 FIELD_SET(*this, FIX::UnderlyingCapValue); 275 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 276 class NoUndlyInstrumentParties: public FIX::Group 277 { 278 public: NoUndlyInstrumentParties()279 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 280 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); 281 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); 282 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); 283 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 284 class NoUndlyInstrumentPartySubIDs: public FIX::Group 285 { 286 public: NoUndlyInstrumentPartySubIDs()287 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 288 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); 289 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); 290 }; 291 }; 292 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 293 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 294 FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); 295 FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); 296 FIELD_SET(*this, FIX::UnderlyingRestructuringType); 297 FIELD_SET(*this, FIX::UnderlyingSeniority); 298 FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); 299 FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); 300 FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); 301 FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); 302 FIELD_SET(*this, FIX::MarketID); 303 FIELD_SET(*this, FIX::MarketSegmentID); 304 FIELD_SET(*this, FIX::Side); 305 FIELD_SET(*this, FIX::TransactTime); 306 FIELD_SET(*this, FIX::Text); 307 FIELD_SET(*this, FIX::EncodedTextLen); 308 FIELD_SET(*this, FIX::EncodedText); 309 FIELD_SET(*this, FIX::NoTargetPartyIDs); 310 class NoTargetPartyIDs: public FIX::Group 311 { 312 public: NoTargetPartyIDs()313 NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {} 314 FIELD_SET(*this, FIX::TargetPartyID); 315 FIELD_SET(*this, FIX::TargetPartyIDSource); 316 FIELD_SET(*this, FIX::TargetPartyRole); 317 }; 318 }; 319 320 } 321 322 #endif 323