petefisher78/externals
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
Files
development
externals/linux/include/quickfix/fix44/OrderCancelReplaceRequest.h
T
John Colvin fc1ae2e5cb Upgrade linux quickfix 
WARNING: This is NOT an official release.  As of 12/10/21 20:23, the
latest release of the quickfix lib (1.15.1) does not support c++17
(the FIX::Application class has fns with dynamic exceptions).  This
commit upgrades to a more recent (unreleased) build which supports
c++17.
2021-12-12 15:56:55 -05:00

325 lines
13 KiB
C++
Raw Permalink Blame History

#ifndef FIX44_ORDERCANCELREPLACEREQUEST_H
#define FIX44_ORDERCANCELREPLACEREQUEST_H
#include "Message.h"
namespace FIX44
{
class OrderCancelReplaceRequest : public Message
{
public:
OrderCancelReplaceRequest() : Message(MsgType()) {}
OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
OrderCancelReplaceRequest(const Message& m) : Message(m) {}
OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
OrderCancelReplaceRequest(
const FIX::OrigClOrdID& aOrigClOrdID,
const FIX::ClOrdID& aClOrdID,
const FIX::Side& aSide,
const FIX::TransactTime& aTransactTime,
const FIX::OrdType& aOrdType )
: Message(MsgType())
{
set(aOrigClOrdID);
set(aClOrdID);
set(aSide);
set(aTransactTime);
set(aOrdType);
}
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::TradeOriginationDate);
FIELD_SET(*this, FIX::TradeDate);
FIELD_SET(*this, FIX::OrigClOrdID);
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::ClOrdLinkID);
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::OrigOrdModTime);
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AcctIDSource);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::DayBookingInst);
FIELD_SET(*this, FIX::BookingUnit);
FIELD_SET(*this, FIX::PreallocMethod);
FIELD_SET(*this, FIX::AllocID);
FIELD_SET(*this, FIX::NoAllocs);
class NoAllocs: public FIX::Group
{
public:
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocAcctIDSource);
FIELD_SET(*this, FIX::AllocSettlCurrency);
FIELD_SET(*this, FIX::IndividualAllocID);
FIELD_SET(*this, FIX::NoNestedPartyIDs);
class NoNestedPartyIDs: public FIX::Group
{
public:
NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
FIELD_SET(*this, FIX::NestedPartyID);
FIELD_SET(*this, FIX::NestedPartyIDSource);
FIELD_SET(*this, FIX::NestedPartyRole);
FIELD_SET(*this, FIX::NoNestedPartySubIDs);
class NoNestedPartySubIDs: public FIX::Group
{
public:
NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
FIELD_SET(*this, FIX::NestedPartySubID);
FIELD_SET(*this, FIX::NestedPartySubIDType);
};
};
FIELD_SET(*this, FIX::AllocQty);
};
FIELD_SET(*this, FIX::SettlType);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::CashMargin);
FIELD_SET(*this, FIX::ClearingFeeIndicator);
FIELD_SET(*this, FIX::HandlInst);
FIELD_SET(*this, FIX::ExecInst);
FIELD_SET(*this, FIX::MinQty);
FIELD_SET(*this, FIX::MaxFloor);
FIELD_SET(*this, FIX::ExDestination);
FIELD_SET(*this, FIX::NoTradingSessions);
class NoTradingSessions: public FIX::Group
{
public:
NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
};
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::NoSecurityAltID);
class NoSecurityAltID: public FIX::Group
{
public:
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
FIELD_SET(*this, FIX::SecurityAltID);
FIELD_SET(*this, FIX::SecurityAltIDSource);
};
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::EncodedIssuerLen);
FIELD_SET(*this, FIX::EncodedIssuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
FIELD_SET(*this, FIX::EncodedSecurityDesc);
FIELD_SET(*this, FIX::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::NoEvents);
class NoEvents: public FIX::Group
{
public:
NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
FIELD_SET(*this, FIX::EventPx);
FIELD_SET(*this, FIX::EventText);
};
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::AgreementDesc);
FIELD_SET(*this, FIX::AgreementID);
FIELD_SET(*this, FIX::AgreementDate);
FIELD_SET(*this, FIX::AgreementCurrency);
FIELD_SET(*this, FIX::TerminationType);
FIELD_SET(*this, FIX::StartDate);
FIELD_SET(*this, FIX::EndDate);
FIELD_SET(*this, FIX::DeliveryType);
FIELD_SET(*this, FIX::MarginRatio);
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
class NoUnderlyingSecurityAltID: public FIX::Group
{
public:
NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
};
FIELD_SET(*this, FIX::UnderlyingProduct);
FIELD_SET(*this, FIX::UnderlyingCFICode);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
FIELD_SET(*this, FIX::UnderlyingIssueDate);
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
FIELD_SET(*this, FIX::UnderlyingFactor);
FIELD_SET(*this, FIX::UnderlyingCreditRating);
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
FIELD_SET(*this, FIX::UnderlyingCouponRate);
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
FIELD_SET(*this, FIX::UnderlyingIssuer);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
FIELD_SET(*this, FIX::UnderlyingCPProgram);
FIELD_SET(*this, FIX::UnderlyingCPRegType);
FIELD_SET(*this, FIX::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
FIELD_SET(*this, FIX::UnderlyingPx);
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
FIELD_SET(*this, FIX::UnderlyingEndPrice);
FIELD_SET(*this, FIX::UnderlyingStartValue);
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
FIELD_SET(*this, FIX::UnderlyingEndValue);
FIELD_SET(*this, FIX::NoUnderlyingStips);
class NoUnderlyingStips: public FIX::Group
{
public:
NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
FIELD_SET(*this, FIX::UnderlyingStipType);
FIELD_SET(*this, FIX::UnderlyingStipValue);
};
};
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::QtyType);
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::CashOrderQty);
FIELD_SET(*this, FIX::OrderPercent);
FIELD_SET(*this, FIX::RoundingDirection);
FIELD_SET(*this, FIX::RoundingModulus);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::StopPx);
FIELD_SET(*this, FIX::Spread);
FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
FIELD_SET(*this, FIX::BenchmarkCurveName);
FIELD_SET(*this, FIX::BenchmarkCurvePoint);
FIELD_SET(*this, FIX::BenchmarkPrice);
FIELD_SET(*this, FIX::BenchmarkPriceType);
FIELD_SET(*this, FIX::BenchmarkSecurityID);
FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
FIELD_SET(*this, FIX::YieldType);
FIELD_SET(*this, FIX::Yield);
FIELD_SET(*this, FIX::YieldCalcDate);
FIELD_SET(*this, FIX::YieldRedemptionDate);
FIELD_SET(*this, FIX::YieldRedemptionPrice);
FIELD_SET(*this, FIX::YieldRedemptionPriceType);
FIELD_SET(*this, FIX::PegOffsetValue);
FIELD_SET(*this, FIX::PegMoveType);
FIELD_SET(*this, FIX::PegOffsetType);
FIELD_SET(*this, FIX::PegLimitType);
FIELD_SET(*this, FIX::PegRoundDirection);
FIELD_SET(*this, FIX::PegScope);
FIELD_SET(*this, FIX::DiscretionInst);
FIELD_SET(*this, FIX::DiscretionOffsetValue);
FIELD_SET(*this, FIX::DiscretionMoveType);
FIELD_SET(*this, FIX::DiscretionOffsetType);
FIELD_SET(*this, FIX::DiscretionLimitType);
FIELD_SET(*this, FIX::DiscretionRoundDirection);
FIELD_SET(*this, FIX::DiscretionScope);
FIELD_SET(*this, FIX::TargetStrategy);
FIELD_SET(*this, FIX::TargetStrategyParameters);
FIELD_SET(*this, FIX::ParticipationRate);
FIELD_SET(*this, FIX::ComplianceID);
FIELD_SET(*this, FIX::SolicitedFlag);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::TimeInForce);
FIELD_SET(*this, FIX::EffectiveTime);
FIELD_SET(*this, FIX::ExpireDate);
FIELD_SET(*this, FIX::ExpireTime);
FIELD_SET(*this, FIX::GTBookingInst);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::CommCurrency);
FIELD_SET(*this, FIX::FundRenewWaiv);
FIELD_SET(*this, FIX::OrderCapacity);
FIELD_SET(*this, FIX::OrderRestrictions);
FIELD_SET(*this, FIX::CustOrderCapacity);
FIELD_SET(*this, FIX::ForexReq);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::BookingType);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::SettlDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::Price2);
FIELD_SET(*this, FIX::PositionEffect);
FIELD_SET(*this, FIX::CoveredOrUncovered);
FIELD_SET(*this, FIX::MaxShow);
FIELD_SET(*this, FIX::LocateReqd);
FIELD_SET(*this, FIX::CancellationRights);
FIELD_SET(*this, FIX::MoneyLaunderingStatus);
FIELD_SET(*this, FIX::RegistID);
FIELD_SET(*this, FIX::Designation);
};
}
#endif
Reference in new issue View Git Blame Copy Permalink