#ifndef FIX43_MARKETDATASNAPSHOTFULLREFRESH_H #define FIX43_MARKETDATASNAPSHOTFULLREFRESH_H #include "Message.h" namespace FIX43 { 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"); } FIELD_SET(*this, FIX::MDReqID); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::SecurityIDSource); FIELD_SET(*this, FIX::Product); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::CouponPaymentDate); FIELD_SET(*this, FIX::IssueDate); FIELD_SET(*this, FIX::RepoCollateralSecurityType); FIELD_SET(*this, FIX::RepurchaseTerm); FIELD_SET(*this, FIX::RepurchaseRate); FIELD_SET(*this, FIX::Factor); FIELD_SET(*this, FIX::CreditRating); FIELD_SET(*this, FIX::InstrRegistry); FIELD_SET(*this, FIX::CountryOfIssue); FIELD_SET(*this, FIX::StateOrProvinceOfIssue); FIELD_SET(*this, FIX::LocaleOfIssue); FIELD_SET(*this, FIX::RedemptionDate); 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::NoSecurityAltID); class NoSecurityAltID: public FIX::Group { public: NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} FIELD_SET(*this, FIX::SecurityAltID); FIELD_SET(*this, FIX::SecurityAltIDSource); }; FIELD_SET(*this, FIX::FinancialStatus); FIELD_SET(*this, FIX::CorporateAction); FIELD_SET(*this, FIX::TotalVolumeTraded); FIELD_SET(*this, FIX::TotalVolumeTradedDate); FIELD_SET(*this, FIX::TotalVolumeTradedTime); FIELD_SET(*this, FIX::NetChgPrevDay); FIELD_SET(*this, FIX::NoMDEntries); class NoMDEntries: public FIX::Group { public: NoMDEntries() : FIX::Group(268,269,FIX::message_order(269,270,15,271,272,273,274,275,336,625,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,546,58,354,355,0)) {} 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::TradingSessionSubID); 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::Scope); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); }; }; } #endif