1 #ifndef FIX43_CROSSORDERCANCELREQUEST_H
2 #define FIX43_CROSSORDERCANCELREQUEST_H
3 
4 #include "Message.h"
5 
6 namespace FIX43
7 {
8 
9   class CrossOrderCancelRequest : public Message
10   {
11   public:
CrossOrderCancelRequest()12     CrossOrderCancelRequest() : Message(MsgType()) {}
CrossOrderCancelRequest(const FIX::Message & m)13     CrossOrderCancelRequest(const FIX::Message& m) : Message(m) {}
CrossOrderCancelRequest(const Message & m)14     CrossOrderCancelRequest(const Message& m) : Message(m) {}
CrossOrderCancelRequest(const CrossOrderCancelRequest & m)15     CrossOrderCancelRequest(const CrossOrderCancelRequest& m) : Message(m) {}
MsgType()16     static FIX::MsgType MsgType() { return FIX::MsgType("u"); }
17 
CrossOrderCancelRequest(const FIX::CrossID & aCrossID,const FIX::OrigCrossID & aOrigCrossID,const FIX::CrossType & aCrossType,const FIX::CrossPrioritization & aCrossPrioritization,const FIX::TransactTime & aTransactTime)18     CrossOrderCancelRequest(
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     : Message(MsgType())
25     {
26       set(aCrossID);
27       set(aOrigCrossID);
28       set(aCrossType);
29       set(aCrossPrioritization);
30       set(aTransactTime);
31     }
32 
33     FIELD_SET(*this, FIX::OrderID);
34     FIELD_SET(*this, FIX::CrossID);
35     FIELD_SET(*this, FIX::OrigCrossID);
36     FIELD_SET(*this, FIX::CrossType);
37     FIELD_SET(*this, FIX::CrossPrioritization);
38     FIELD_SET(*this, FIX::Symbol);
39     FIELD_SET(*this, FIX::SymbolSfx);
40     FIELD_SET(*this, FIX::SecurityID);
41     FIELD_SET(*this, FIX::SecurityIDSource);
42     FIELD_SET(*this, FIX::Product);
43     FIELD_SET(*this, FIX::CFICode);
44     FIELD_SET(*this, FIX::SecurityType);
45     FIELD_SET(*this, FIX::MaturityMonthYear);
46     FIELD_SET(*this, FIX::MaturityDate);
47     FIELD_SET(*this, FIX::CouponPaymentDate);
48     FIELD_SET(*this, FIX::IssueDate);
49     FIELD_SET(*this, FIX::RepoCollateralSecurityType);
50     FIELD_SET(*this, FIX::RepurchaseTerm);
51     FIELD_SET(*this, FIX::RepurchaseRate);
52     FIELD_SET(*this, FIX::Factor);
53     FIELD_SET(*this, FIX::CreditRating);
54     FIELD_SET(*this, FIX::InstrRegistry);
55     FIELD_SET(*this, FIX::CountryOfIssue);
56     FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
57     FIELD_SET(*this, FIX::LocaleOfIssue);
58     FIELD_SET(*this, FIX::RedemptionDate);
59     FIELD_SET(*this, FIX::StrikePrice);
60     FIELD_SET(*this, FIX::OptAttribute);
61     FIELD_SET(*this, FIX::ContractMultiplier);
62     FIELD_SET(*this, FIX::CouponRate);
63     FIELD_SET(*this, FIX::SecurityExchange);
64     FIELD_SET(*this, FIX::Issuer);
65     FIELD_SET(*this, FIX::EncodedIssuerLen);
66     FIELD_SET(*this, FIX::EncodedIssuer);
67     FIELD_SET(*this, FIX::SecurityDesc);
68     FIELD_SET(*this, FIX::EncodedSecurityDescLen);
69     FIELD_SET(*this, FIX::EncodedSecurityDesc);
70     FIELD_SET(*this, FIX::NoSecurityAltID);
71     class NoSecurityAltID: public FIX::Group
72     {
73     public:
NoSecurityAltID()74     NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
75       FIELD_SET(*this, FIX::SecurityAltID);
76       FIELD_SET(*this, FIX::SecurityAltIDSource);
77     };
78     FIELD_SET(*this, FIX::TransactTime);
79     FIELD_SET(*this, FIX::NoSides);
80     class NoSides: public FIX::Group
81     {
82     public:
NoSides()83     NoSides() : FIX::Group(552,54,FIX::message_order(54,41,11,526,583,586,453,229,38,152,516,468,469,376,58,354,355,0)) {}
84       FIELD_SET(*this, FIX::Side);
85       FIELD_SET(*this, FIX::OrigClOrdID);
86       FIELD_SET(*this, FIX::ClOrdID);
87       FIELD_SET(*this, FIX::SecondaryClOrdID);
88       FIELD_SET(*this, FIX::ClOrdLinkID);
89       FIELD_SET(*this, FIX::OrigOrdModTime);
90       FIELD_SET(*this, FIX::NoPartyIDs);
91       class NoPartyIDs: public FIX::Group
92       {
93       public:
NoPartyIDs()94       NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
95         FIELD_SET(*this, FIX::PartyID);
96         FIELD_SET(*this, FIX::PartyIDSource);
97         FIELD_SET(*this, FIX::PartyRole);
98         FIELD_SET(*this, FIX::PartySubID);
99       };
100       FIELD_SET(*this, FIX::TradeOriginationDate);
101       FIELD_SET(*this, FIX::OrderQty);
102       FIELD_SET(*this, FIX::CashOrderQty);
103       FIELD_SET(*this, FIX::OrderPercent);
104       FIELD_SET(*this, FIX::RoundingDirection);
105       FIELD_SET(*this, FIX::RoundingModulus);
106       FIELD_SET(*this, FIX::ComplianceID);
107       FIELD_SET(*this, FIX::Text);
108       FIELD_SET(*this, FIX::EncodedTextLen);
109       FIELD_SET(*this, FIX::EncodedText);
110     };
111   };
112 
113 }
114 
115 #endif
116