Set heading, altitude and airspeed through a mavlink message

I am trying to find out if there is any way to set the desired heading, altitude and airspeed simultaneously by sending a mavlink message from an external controller. My external controller is running a program that outputs a desired heading, altitude and airspeed based on current position and attitude information I read from my pixhawk2 and I am not sure if there is any way to set these values on it.