MarketDataSnapshotFullRefresh.h 4.1 KB

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  1. #ifndef FIX43_MARKETDATASNAPSHOTFULLREFRESH_H
  2. #define FIX43_MARKETDATASNAPSHOTFULLREFRESH_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class MarketDataSnapshotFullRefresh : public Message
  7. {
  8. public:
  9. MarketDataSnapshotFullRefresh() : Message(MsgType()) {}
  10. MarketDataSnapshotFullRefresh(const FIX::Message& m) : Message(m) {}
  11. MarketDataSnapshotFullRefresh(const Message& m) : Message(m) {}
  12. MarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("W"); }
  14. FIELD_SET(*this, FIX::MDReqID);
  15. FIELD_SET(*this, FIX::Symbol);
  16. FIELD_SET(*this, FIX::SymbolSfx);
  17. FIELD_SET(*this, FIX::SecurityID);
  18. FIELD_SET(*this, FIX::SecurityIDSource);
  19. FIELD_SET(*this, FIX::Product);
  20. FIELD_SET(*this, FIX::CFICode);
  21. FIELD_SET(*this, FIX::SecurityType);
  22. FIELD_SET(*this, FIX::MaturityMonthYear);
  23. FIELD_SET(*this, FIX::MaturityDate);
  24. FIELD_SET(*this, FIX::CouponPaymentDate);
  25. FIELD_SET(*this, FIX::IssueDate);
  26. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  27. FIELD_SET(*this, FIX::RepurchaseTerm);
  28. FIELD_SET(*this, FIX::RepurchaseRate);
  29. FIELD_SET(*this, FIX::Factor);
  30. FIELD_SET(*this, FIX::CreditRating);
  31. FIELD_SET(*this, FIX::InstrRegistry);
  32. FIELD_SET(*this, FIX::CountryOfIssue);
  33. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  34. FIELD_SET(*this, FIX::LocaleOfIssue);
  35. FIELD_SET(*this, FIX::RedemptionDate);
  36. FIELD_SET(*this, FIX::StrikePrice);
  37. FIELD_SET(*this, FIX::OptAttribute);
  38. FIELD_SET(*this, FIX::ContractMultiplier);
  39. FIELD_SET(*this, FIX::CouponRate);
  40. FIELD_SET(*this, FIX::SecurityExchange);
  41. FIELD_SET(*this, FIX::Issuer);
  42. FIELD_SET(*this, FIX::EncodedIssuerLen);
  43. FIELD_SET(*this, FIX::EncodedIssuer);
  44. FIELD_SET(*this, FIX::SecurityDesc);
  45. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  46. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  47. FIELD_SET(*this, FIX::NoSecurityAltID);
  48. class NoSecurityAltID: public FIX::Group
  49. {
  50. public:
  51. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  52. FIELD_SET(*this, FIX::SecurityAltID);
  53. FIELD_SET(*this, FIX::SecurityAltIDSource);
  54. };
  55. FIELD_SET(*this, FIX::FinancialStatus);
  56. FIELD_SET(*this, FIX::CorporateAction);
  57. FIELD_SET(*this, FIX::TotalVolumeTraded);
  58. FIELD_SET(*this, FIX::TotalVolumeTradedDate);
  59. FIELD_SET(*this, FIX::TotalVolumeTradedTime);
  60. FIELD_SET(*this, FIX::NetChgPrevDay);
  61. FIELD_SET(*this, FIX::NoMDEntries);
  62. class NoMDEntries: public FIX::Group
  63. {
  64. public:
  65. 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)) {}
  66. FIELD_SET(*this, FIX::MDEntryType);
  67. FIELD_SET(*this, FIX::MDEntryPx);
  68. FIELD_SET(*this, FIX::Currency);
  69. FIELD_SET(*this, FIX::MDEntrySize);
  70. FIELD_SET(*this, FIX::MDEntryDate);
  71. FIELD_SET(*this, FIX::MDEntryTime);
  72. FIELD_SET(*this, FIX::TickDirection);
  73. FIELD_SET(*this, FIX::MDMkt);
  74. FIELD_SET(*this, FIX::TradingSessionID);
  75. FIELD_SET(*this, FIX::TradingSessionSubID);
  76. FIELD_SET(*this, FIX::QuoteCondition);
  77. FIELD_SET(*this, FIX::TradeCondition);
  78. FIELD_SET(*this, FIX::MDEntryOriginator);
  79. FIELD_SET(*this, FIX::LocationID);
  80. FIELD_SET(*this, FIX::DeskID);
  81. FIELD_SET(*this, FIX::OpenCloseSettleFlag);
  82. FIELD_SET(*this, FIX::TimeInForce);
  83. FIELD_SET(*this, FIX::ExpireDate);
  84. FIELD_SET(*this, FIX::ExpireTime);
  85. FIELD_SET(*this, FIX::MinQty);
  86. FIELD_SET(*this, FIX::ExecInst);
  87. FIELD_SET(*this, FIX::SellerDays);
  88. FIELD_SET(*this, FIX::OrderID);
  89. FIELD_SET(*this, FIX::QuoteEntryID);
  90. FIELD_SET(*this, FIX::MDEntryBuyer);
  91. FIELD_SET(*this, FIX::MDEntrySeller);
  92. FIELD_SET(*this, FIX::NumberOfOrders);
  93. FIELD_SET(*this, FIX::MDEntryPositionNo);
  94. FIELD_SET(*this, FIX::Scope);
  95. FIELD_SET(*this, FIX::Text);
  96. FIELD_SET(*this, FIX::EncodedTextLen);
  97. FIELD_SET(*this, FIX::EncodedText);
  98. };
  99. };
  100. }
  101. #endif