/usr/include/quickfix/fix42/OrderCancelReplaceRequest.h is in libquickfix-dev 1.13.3+dfsg-9ubuntu2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 | #ifndef FIX42_ORDERCANCELREPLACEREQUEST_H
#define FIX42_ORDERCANCELREPLACEREQUEST_H
#include "Message.h"
namespace FIX42
{
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::HandlInst& aHandlInst,
const FIX::Symbol& aSymbol,
const FIX::Side& aSide,
const FIX::TransactTime& aTransactTime,
const FIX::OrdType& aOrdType )
: Message(MsgType())
{
set(aOrigClOrdID);
set(aClOrdID);
set(aHandlInst);
set(aSymbol);
set(aSide);
set(aTransactTime);
set(aOrdType);
}
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::ClientID);
FIELD_SET(*this, FIX::ExecBroker);
FIELD_SET(*this, FIX::OrigClOrdID);
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::SettlmntTyp);
FIELD_SET(*this, FIX::FutSettDate);
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::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::IDSource);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDay);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::StrikePrice);
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::Side);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::CashOrderQty);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::StopPx);
FIELD_SET(*this, FIX::PegDifference);
FIELD_SET(*this, FIX::DiscretionInst);
FIELD_SET(*this, FIX::DiscretionOffset);
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::Rule80A);
FIELD_SET(*this, FIX::ForexReq);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::FutSettDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::OpenClose);
FIELD_SET(*this, FIX::CoveredOrUncovered);
FIELD_SET(*this, FIX::CustomerOrFirm);
FIELD_SET(*this, FIX::MaxShow);
FIELD_SET(*this, FIX::LocateReqd);
FIELD_SET(*this, FIX::ClearingFirm);
FIELD_SET(*this, FIX::ClearingAccount);
FIELD_SET(*this, FIX::NoAllocs);
class NoAllocs: public FIX::Group
{
public:
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocShares);
};
FIELD_SET(*this, FIX::NoTradingSessions);
class NoTradingSessions: public FIX::Group
{
public:
NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
FIELD_SET(*this, FIX::TradingSessionID);
};
};
}
#endif
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