#ifndef FIX42_MARKETDATAREQUEST_H #define FIX42_MARKETDATAREQUEST_H #include "Message.h" namespace FIX42 { class MarketDataRequest : public Message { public: MarketDataRequest() : Message(MsgType()) {} MarketDataRequest(const FIX::Message& m) : Message(m) {} MarketDataRequest(const Message& m) : Message(m) {} MarketDataRequest(const MarketDataRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("V"); } MarketDataRequest( const FIX::MDReqID& aMDReqID, const FIX::SubscriptionRequestType& aSubscriptionRequestType, const FIX::MarketDepth& aMarketDepth ) : Message(MsgType()) { set(aMDReqID); set(aSubscriptionRequestType); set(aMarketDepth); } FIELD_SET(*this, FIX::MDReqID); FIELD_SET(*this, FIX::SubscriptionRequestType); FIELD_SET(*this, FIX::MarketDepth); FIELD_SET(*this, FIX::MDUpdateType); FIELD_SET(*this, FIX::AggregatedBook); FIELD_SET(*this, FIX::NoMDEntryTypes); class NoMDEntryTypes: public FIX::Group { public: NoMDEntryTypes() : FIX::Group(267,269,FIX::message_order(269,0)) {} FIELD_SET(*this, FIX::MDEntryType); }; FIELD_SET(*this, FIX::NoRelatedSym); class NoRelatedSym: public FIX::Group { public: NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,336,0)) {} 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::TradingSessionID); }; }; } #endif