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