#ifndef FIX42_MARKETDATASNAPSHOTFULLREFRESH_H #define FIX42_MARKETDATASNAPSHOTFULLREFRESH_H #include "Message.h" namespace FIX42 { class MarketDataSnapshotFullRefresh : public Message { public: MarketDataSnapshotFullRefresh() : Message(MsgType()) {} MarketDataSnapshotFullRefresh(const FIX::Message& m) : Message(m) {} MarketDataSnapshotFullRefresh(const Message& m) : Message(m) {} MarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("W"); } MarketDataSnapshotFullRefresh( const FIX::Symbol& aSymbol ) : Message(MsgType()) { set(aSymbol); } FIELD_SET(*this, FIX::MDReqID); 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::FinancialStatus); FIELD_SET(*this, FIX::CorporateAction); FIELD_SET(*this, FIX::TotalVolumeTraded); FIELD_SET(*this, FIX::NoMDEntries); class NoMDEntries: public FIX::Group { public: NoMDEntries() : FIX::Group(268,269,FIX::message_order(269,270,15,271,272,273,274,275,336,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,58,354,355,0)) {} FIELD_SET(*this, FIX::MDEntryType); FIELD_SET(*this, FIX::MDEntryPx); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::MDEntrySize); FIELD_SET(*this, FIX::MDEntryDate); FIELD_SET(*this, FIX::MDEntryTime); FIELD_SET(*this, FIX::TickDirection); FIELD_SET(*this, FIX::MDMkt); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::QuoteCondition); FIELD_SET(*this, FIX::TradeCondition); FIELD_SET(*this, FIX::MDEntryOriginator); FIELD_SET(*this, FIX::LocationID); FIELD_SET(*this, FIX::DeskID); FIELD_SET(*this, FIX::OpenCloseSettleFlag); FIELD_SET(*this, FIX::TimeInForce); FIELD_SET(*this, FIX::ExpireDate); FIELD_SET(*this, FIX::ExpireTime); FIELD_SET(*this, FIX::MinQty); FIELD_SET(*this, FIX::ExecInst); FIELD_SET(*this, FIX::SellerDays); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::QuoteEntryID); FIELD_SET(*this, FIX::MDEntryBuyer); FIELD_SET(*this, FIX::MDEntrySeller); FIELD_SET(*this, FIX::NumberOfOrders); FIELD_SET(*this, FIX::MDEntryPositionNo); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); }; }; } #endif