FIX.5.0SP2 Message
OrderCancelRequest [type 'F']
<OrdCxlReq>
The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).
Added FIX.2.7
Expand Components | Collapse Components
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Field or Component
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Field Name
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FIXML name
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Req'd
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Comments
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Depr.
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Component |
StandardHeader |
BaseHeader
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MsgType = F |
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Component |
Parties |
Pty
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Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
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Component |
Instrument |
Instrmt
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Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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Component |
FinancingDetails |
FinDetls
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Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order
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Component |
UndInstrmtGrp |
Undly
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Number of underlyings |
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Component |
OrderQtyData |
OrdQty
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Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty = CumQty + LeavesQty (see exceptions above)
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Component |
StandardTrailer |
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消息实现:
package cs.mina.codec.msg;
import java.util.HashSet;
import java.util.List;
import java.util.Set;
import cs.mina.exception.InValidDataException;
/*
*@author(huangxiaoping)
*@date 2013-11-29
*/
public class OrderCancelRequestMsg extends BaseMsg {
private Tag clOrdID=new Tag("11","String",true);
private Tag parties=new PartiesTag(false);
private Tag instrument=new InstrumentTag(true);
private Tag transactTime=new Tag("60","UTCTimestamp",true);
private Tag side=new Tag("54","char",true);
private Tag orderQtyData=new OrderQtyDataTag(true);
private Tag text=new Tag("58","String",false);
private Tag orderID=new Tag("37","String",false);
private Tag origClOrdID=new Tag("41","String",false);
private Set<String> tagIdsSet=new HashSet<String>();
public OrderCancelRequestMsg(){
this.getHeadEntity().getMsgType().setTagValue("F");
tagIdsSet.add("11");
tagIdsSet.add("60");
tagIdsSet.add("54");
tagIdsSet.add("58");
tagIdsSet.add("37");
tagIdsSet.add("41");
this.bodyEntity.getBodyTagList().add(clOrdID);
this.bodyEntity.getBodyTagList().add(parties);
this.bodyEntity.getBodyTagList().add(instrument);
this.bodyEntity.getBodyTagList().add(transactTime);
this.bodyEntity.getBodyTagList().add(side);
this.bodyEntity.getBodyTagList().add(orderQtyData);
this.bodyEntity.getBodyTagList().add(text);
this.bodyEntity.getBodyTagList().add(orderID);
this.bodyEntity.getBodyTagList().add(origClOrdID);
}
@Override
public void decodeBody() {
}
@Override
public void validate() {
this.headEntity.validate();
List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
for(int i=0;i<bodyTagList.size();i++){
bodyTagList.get(i).validate();
}
this.tailerEntity.validate();
if(side.getTagValue()!=null){
if(!MsgUtil.side.contains(side.getTagValue())){
throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");
}
}
}
public Tag getClOrdID() {
return clOrdID;
}
public void setClOrdID(Tag clOrdID) {
this.clOrdID = clOrdID;
}
public Tag getParties() {
return parties;
}
public void setParties(Tag parties) {
this.parties = parties;
}
public Tag getInstrument() {
return instrument;
}
public void setInstrument(Tag instrument) {
this.instrument = instrument;
}
public Tag getTransactTime() {
return transactTime;
}
public void setTransactTime(Tag transactTime) {
this.transactTime = transactTime;
}
public Tag getSide() {
return side;
}
public void setSide(Tag side) {
this.side = side;
}
public Tag getOrderQtyData() {
return orderQtyData;
}
public void setOrderQtyData(Tag orderQtyData) {
this.orderQtyData = orderQtyData;
}
public Tag getText() {
return text;
}
public void setText(Tag text) {
this.text = text;
}
public Tag getOrderID() {
return orderID;
}
public void setOrderID(Tag orderID) {
this.orderID = orderID;
}
public Tag getOrigClOrdID() {
return origClOrdID;
}
public void setOrigClOrdID(Tag origClOrdID) {
this.origClOrdID = origClOrdID;
}
public Set<String> getTagIdsSet() {
return tagIdsSet;
}
public void setTagIdsSet(Set<String> tagIdsSet) {
this.tagIdsSet = tagIdsSet;
}
}
消息处理:略