59 lines
1.6 KiB
C++
59 lines
1.6 KiB
C++
#ifndef FIX41_ORDERCANCELREQUEST_H
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#define FIX41_ORDERCANCELREQUEST_H
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#include "Message.h"
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namespace FIX41
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{
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class OrderCancelRequest : public Message
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{
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public:
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OrderCancelRequest() : Message(MsgType()) {}
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OrderCancelRequest(const FIX::Message& m) : Message(m) {}
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OrderCancelRequest(const Message& m) : Message(m) {}
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OrderCancelRequest(const OrderCancelRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("F"); }
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OrderCancelRequest(
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const FIX::OrigClOrdID& aOrigClOrdID,
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const FIX::ClOrdID& aClOrdID,
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const FIX::Symbol& aSymbol,
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const FIX::Side& aSide )
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: Message(MsgType())
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{
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set(aOrigClOrdID);
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set(aClOrdID);
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set(aSymbol);
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set(aSide);
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}
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FIELD_SET(*this, FIX::OrigClOrdID);
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::ListID);
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FIELD_SET(*this, FIX::ClientID);
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FIELD_SET(*this, FIX::ExecBroker);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::IDSource);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDay);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::OrderQty);
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FIELD_SET(*this, FIX::CashOrderQty);
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FIELD_SET(*this, FIX::Text);
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};
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}
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#endif
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