1 #ifndef FIX43_ORDERCANCELREQUEST_H 2 #define FIX43_ORDERCANCELREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX43 7 { 8 9 class OrderCancelRequest : public Message 10 { 11 public: OrderCancelRequest()12 OrderCancelRequest() : Message(MsgType()) {} OrderCancelRequest(const FIX::Message & m)13 OrderCancelRequest(const FIX::Message& m) : Message(m) {} OrderCancelRequest(const Message & m)14 OrderCancelRequest(const Message& m) : Message(m) {} OrderCancelRequest(const OrderCancelRequest & m)15 OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("F"); } 17 OrderCancelRequest(const FIX::OrigClOrdID & aOrigClOrdID,const FIX::ClOrdID & aClOrdID,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime)18 OrderCancelRequest( 19 const FIX::OrigClOrdID& aOrigClOrdID, 20 const FIX::ClOrdID& aClOrdID, 21 const FIX::Side& aSide, 22 const FIX::TransactTime& aTransactTime ) 23 : Message(MsgType()) 24 { 25 set(aOrigClOrdID); 26 set(aClOrdID); 27 set(aSide); 28 set(aTransactTime); 29 } 30 31 FIELD_SET(*this, FIX::OrigClOrdID); 32 FIELD_SET(*this, FIX::OrderID); 33 FIELD_SET(*this, FIX::ClOrdID); 34 FIELD_SET(*this, FIX::SecondaryClOrdID); 35 FIELD_SET(*this, FIX::ClOrdLinkID); 36 FIELD_SET(*this, FIX::ListID); 37 FIELD_SET(*this, FIX::OrigOrdModTime); 38 FIELD_SET(*this, FIX::Account); 39 FIELD_SET(*this, FIX::AccountType); 40 FIELD_SET(*this, FIX::NoPartyIDs); 41 class NoPartyIDs: public FIX::Group 42 { 43 public: NoPartyIDs()44 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} 45 FIELD_SET(*this, FIX::PartyID); 46 FIELD_SET(*this, FIX::PartyIDSource); 47 FIELD_SET(*this, FIX::PartyRole); 48 FIELD_SET(*this, FIX::PartySubID); 49 }; 50 FIELD_SET(*this, FIX::Symbol); 51 FIELD_SET(*this, FIX::SymbolSfx); 52 FIELD_SET(*this, FIX::SecurityID); 53 FIELD_SET(*this, FIX::SecurityIDSource); 54 FIELD_SET(*this, FIX::Product); 55 FIELD_SET(*this, FIX::CFICode); 56 FIELD_SET(*this, FIX::SecurityType); 57 FIELD_SET(*this, FIX::MaturityMonthYear); 58 FIELD_SET(*this, FIX::MaturityDate); 59 FIELD_SET(*this, FIX::CouponPaymentDate); 60 FIELD_SET(*this, FIX::IssueDate); 61 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 62 FIELD_SET(*this, FIX::RepurchaseTerm); 63 FIELD_SET(*this, FIX::RepurchaseRate); 64 FIELD_SET(*this, FIX::Factor); 65 FIELD_SET(*this, FIX::CreditRating); 66 FIELD_SET(*this, FIX::InstrRegistry); 67 FIELD_SET(*this, FIX::CountryOfIssue); 68 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 69 FIELD_SET(*this, FIX::LocaleOfIssue); 70 FIELD_SET(*this, FIX::RedemptionDate); 71 FIELD_SET(*this, FIX::StrikePrice); 72 FIELD_SET(*this, FIX::OptAttribute); 73 FIELD_SET(*this, FIX::ContractMultiplier); 74 FIELD_SET(*this, FIX::CouponRate); 75 FIELD_SET(*this, FIX::SecurityExchange); 76 FIELD_SET(*this, FIX::Issuer); 77 FIELD_SET(*this, FIX::EncodedIssuerLen); 78 FIELD_SET(*this, FIX::EncodedIssuer); 79 FIELD_SET(*this, FIX::SecurityDesc); 80 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 81 FIELD_SET(*this, FIX::EncodedSecurityDesc); 82 FIELD_SET(*this, FIX::NoSecurityAltID); 83 class NoSecurityAltID: public FIX::Group 84 { 85 public: NoSecurityAltID()86 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 87 FIELD_SET(*this, FIX::SecurityAltID); 88 FIELD_SET(*this, FIX::SecurityAltIDSource); 89 }; 90 FIELD_SET(*this, FIX::Side); 91 FIELD_SET(*this, FIX::TransactTime); 92 FIELD_SET(*this, FIX::OrderQty); 93 FIELD_SET(*this, FIX::CashOrderQty); 94 FIELD_SET(*this, FIX::OrderPercent); 95 FIELD_SET(*this, FIX::RoundingDirection); 96 FIELD_SET(*this, FIX::RoundingModulus); 97 FIELD_SET(*this, FIX::ComplianceID); 98 FIELD_SET(*this, FIX::Text); 99 FIELD_SET(*this, FIX::EncodedTextLen); 100 FIELD_SET(*this, FIX::EncodedText); 101 }; 102 103 } 104 105 #endif 106