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- #ifndef FIX50SP2_MARKETDATAINCREMENTALREFRESH_H
- #define FIX50SP2_MARKETDATAINCREMENTALREFRESH_H
- #include "Message.h"
- namespace FIX50SP2
- {
- class MarketDataIncrementalRefresh : public Message
- {
- public:
- MarketDataIncrementalRefresh() : Message(MsgType()) {}
- MarketDataIncrementalRefresh(const FIX::Message& m) : Message(m) {}
- MarketDataIncrementalRefresh(const Message& m) : Message(m) {}
- MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("X"); }
- FIELD_SET(*this, FIX::ApplID);
- FIELD_SET(*this, FIX::ApplSeqNum);
- FIELD_SET(*this, FIX::ApplLastSeqNum);
- FIELD_SET(*this, FIX::ApplResendFlag);
- FIELD_SET(*this, FIX::MDBookType);
- FIELD_SET(*this, FIX::MDFeedType);
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::MDReqID);
- FIELD_SET(*this, FIX::NoMDEntries);
- class NoMDEntries: public FIX::Group
- {
- public:
- NoMDEntries() : FIX::Group(268,279,FIX::message_order(279,285,1173,264,269,278,280,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,711,555,291,292,270,423,235,236,701,696,697,698,218,220,221,222,662,663,699,761,40,15,271,1177,1093,272,273,274,275,336,625,326,327,276,277,828,574,282,283,284,286,59,432,126,110,18,287,37,198,299,1003,288,289,346,290,546,811,451,58,354,355,1023,528,1024,332,333,1020,63,64,483,60,1070,83,1048,1026,1027,1175,453,120,1445,1025,31,1500,0)) {}
- FIELD_SET(*this, FIX::MDUpdateAction);
- FIELD_SET(*this, FIX::DeleteReason);
- FIELD_SET(*this, FIX::MDSubBookType);
- FIELD_SET(*this, FIX::MarketDepth);
- FIELD_SET(*this, FIX::MDEntryType);
- FIELD_SET(*this, FIX::MDEntryID);
- FIELD_SET(*this, FIX::MDEntryRefID);
- 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::ProductComplex);
- FIELD_SET(*this, FIX::SecurityGroup);
- FIELD_SET(*this, FIX::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::SecuritySubType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- FIELD_SET(*this, FIX::MaturityTime);
- FIELD_SET(*this, FIX::SettleOnOpenFlag);
- FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
- FIELD_SET(*this, FIX::SecurityStatus);
- 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::StrikeCurrency);
- FIELD_SET(*this, FIX::StrikeMultiplier);
- FIELD_SET(*this, FIX::StrikeValue);
- FIELD_SET(*this, FIX::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::MinPriceIncrement);
- FIELD_SET(*this, FIX::MinPriceIncrementAmount);
- FIELD_SET(*this, FIX::UnitOfMeasure);
- FIELD_SET(*this, FIX::UnitOfMeasureQty);
- FIELD_SET(*this, FIX::PriceUnitOfMeasure);
- FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::SettlMethod);
- FIELD_SET(*this, FIX::ExerciseStyle);
- FIELD_SET(*this, FIX::OptPayoutAmount);
- FIELD_SET(*this, FIX::PriceQuoteMethod);
- FIELD_SET(*this, FIX::ValuationMethod);
- FIELD_SET(*this, FIX::ListMethod);
- FIELD_SET(*this, FIX::CapPrice);
- FIELD_SET(*this, FIX::FloorPrice);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::FlexibleIndicator);
- FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
- FIELD_SET(*this, FIX::TimeUnit);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- FIELD_SET(*this, FIX::PositionLimit);
- FIELD_SET(*this, FIX::NTPositionLimit);
- 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::Pool);
- FIELD_SET(*this, FIX::ContractSettlMonth);
- FIELD_SET(*this, FIX::CPProgram);
- FIELD_SET(*this, FIX::CPRegType);
- FIELD_SET(*this, FIX::DatedDate);
- FIELD_SET(*this, FIX::InterestAccrualDate);
- FIELD_SET(*this, FIX::ContractMultiplierUnit);
- FIELD_SET(*this, FIX::FlowScheduleType);
- FIELD_SET(*this, FIX::RestructuringType);
- FIELD_SET(*this, FIX::Seniority);
- FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::AttachmentPoint);
- FIELD_SET(*this, FIX::DetachmentPoint);
- FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
- FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
- FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
- FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
- FIELD_SET(*this, FIX::OptPayoutType);
- FIELD_SET(*this, FIX::NoUnderlyings);
- class NoUnderlyings: public FIX::Group
- {
- public:
- NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
- FIELD_SET(*this, FIX::UnderlyingSymbol);
- FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
- FIELD_SET(*this, FIX::UnderlyingSecurityID);
- FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
- FIELD_SET(*this, FIX::UnderlyingProduct);
- FIELD_SET(*this, FIX::UnderlyingCFICode);
- FIELD_SET(*this, FIX::UnderlyingSecurityType);
- FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
- FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
- FIELD_SET(*this, FIX::UnderlyingMaturityDate);
- FIELD_SET(*this, FIX::UnderlyingMaturityTime);
- FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
- FIELD_SET(*this, FIX::UnderlyingIssueDate);
- FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
- FIELD_SET(*this, FIX::UnderlyingFactor);
- FIELD_SET(*this, FIX::UnderlyingCreditRating);
- FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
- FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
- FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
- FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
- FIELD_SET(*this, FIX::UnderlyingStrikePrice);
- FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
- FIELD_SET(*this, FIX::UnderlyingOptAttribute);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
- FIELD_SET(*this, FIX::UnderlyingCouponRate);
- FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
- FIELD_SET(*this, FIX::UnderlyingIssuer);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
- FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::UnderlyingCPProgram);
- FIELD_SET(*this, FIX::UnderlyingCPRegType);
- FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
- FIELD_SET(*this, FIX::UnderlyingCurrency);
- FIELD_SET(*this, FIX::UnderlyingQty);
- FIELD_SET(*this, FIX::UnderlyingSettlementType);
- FIELD_SET(*this, FIX::UnderlyingCashAmount);
- FIELD_SET(*this, FIX::UnderlyingCashType);
- FIELD_SET(*this, FIX::UnderlyingPx);
- FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
- FIELD_SET(*this, FIX::UnderlyingEndPrice);
- FIELD_SET(*this, FIX::UnderlyingStartValue);
- FIELD_SET(*this, FIX::UnderlyingCurrentValue);
- FIELD_SET(*this, FIX::UnderlyingEndValue);
- FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
- FIELD_SET(*this, FIX::UnderlyingFXRate);
- FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
- FIELD_SET(*this, FIX::UnderlyingCapValue);
- FIELD_SET(*this, FIX::UnderlyingSettlMethod);
- FIELD_SET(*this, FIX::UnderlyingPutOrCall);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
- FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
- FIELD_SET(*this, FIX::UnderlyingRestructuringType);
- FIELD_SET(*this, FIX::UnderlyingSeniority);
- FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
- FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
- };
- FIELD_SET(*this, FIX::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
- FIELD_SET(*this, FIX::LegSymbol);
- FIELD_SET(*this, FIX::LegSymbolSfx);
- FIELD_SET(*this, FIX::LegSecurityID);
- FIELD_SET(*this, FIX::LegSecurityIDSource);
- FIELD_SET(*this, FIX::LegProduct);
- FIELD_SET(*this, FIX::LegCFICode);
- FIELD_SET(*this, FIX::LegSecurityType);
- FIELD_SET(*this, FIX::LegSecuritySubType);
- FIELD_SET(*this, FIX::LegMaturityMonthYear);
- FIELD_SET(*this, FIX::LegMaturityDate);
- FIELD_SET(*this, FIX::LegMaturityTime);
- FIELD_SET(*this, FIX::LegCouponPaymentDate);
- FIELD_SET(*this, FIX::LegIssueDate);
- FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
- FIELD_SET(*this, FIX::LegRepurchaseTerm);
- FIELD_SET(*this, FIX::LegRepurchaseRate);
- FIELD_SET(*this, FIX::LegFactor);
- FIELD_SET(*this, FIX::LegCreditRating);
- FIELD_SET(*this, FIX::LegInstrRegistry);
- FIELD_SET(*this, FIX::LegCountryOfIssue);
- FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::LegLocaleOfIssue);
- FIELD_SET(*this, FIX::LegRedemptionDate);
- FIELD_SET(*this, FIX::LegStrikePrice);
- FIELD_SET(*this, FIX::LegStrikeCurrency);
- FIELD_SET(*this, FIX::LegOptAttribute);
- FIELD_SET(*this, FIX::LegContractMultiplier);
- FIELD_SET(*this, FIX::LegUnitOfMeasure);
- FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegTimeUnit);
- FIELD_SET(*this, FIX::LegExerciseStyle);
- FIELD_SET(*this, FIX::LegCouponRate);
- FIELD_SET(*this, FIX::LegSecurityExchange);
- FIELD_SET(*this, FIX::LegIssuer);
- FIELD_SET(*this, FIX::EncodedLegIssuerLen);
- FIELD_SET(*this, FIX::EncodedLegIssuer);
- FIELD_SET(*this, FIX::LegSecurityDesc);
- FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
- FIELD_SET(*this, FIX::LegRatioQty);
- FIELD_SET(*this, FIX::LegSide);
- FIELD_SET(*this, FIX::LegCurrency);
- FIELD_SET(*this, FIX::LegPool);
- FIELD_SET(*this, FIX::LegDatedDate);
- FIELD_SET(*this, FIX::LegContractSettlMonth);
- FIELD_SET(*this, FIX::LegInterestAccrualDate);
- FIELD_SET(*this, FIX::LegPutOrCall);
- FIELD_SET(*this, FIX::LegOptionRatio);
- FIELD_SET(*this, FIX::LegContractMultiplierUnit);
- FIELD_SET(*this, FIX::LegFlowScheduleType);
- };
- FIELD_SET(*this, FIX::FinancialStatus);
- FIELD_SET(*this, FIX::CorporateAction);
- FIELD_SET(*this, FIX::MDEntryPx);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::YieldType);
- FIELD_SET(*this, FIX::Yield);
- FIELD_SET(*this, FIX::YieldCalcDate);
- FIELD_SET(*this, FIX::YieldRedemptionDate);
- FIELD_SET(*this, FIX::YieldRedemptionPrice);
- FIELD_SET(*this, FIX::YieldRedemptionPriceType);
- FIELD_SET(*this, FIX::Spread);
- FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::BenchmarkCurveName);
- FIELD_SET(*this, FIX::BenchmarkCurvePoint);
- FIELD_SET(*this, FIX::BenchmarkPrice);
- FIELD_SET(*this, FIX::BenchmarkPriceType);
- FIELD_SET(*this, FIX::BenchmarkSecurityID);
- FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::MDEntrySize);
- FIELD_SET(*this, FIX::NoOfSecSizes);
- class NoOfSecSizes: public FIX::Group
- {
- public:
- NoOfSecSizes() : FIX::Group(1177,1178,FIX::message_order(1178,1179,0)) {}
- FIELD_SET(*this, FIX::MDSecSizeType);
- FIELD_SET(*this, FIX::MDSecSize);
- };
- FIELD_SET(*this, FIX::LotType);
- 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::SecurityTradingStatus);
- FIELD_SET(*this, FIX::HaltReasonInt);
- FIELD_SET(*this, FIX::QuoteCondition);
- FIELD_SET(*this, FIX::TradeCondition);
- FIELD_SET(*this, FIX::TrdType);
- FIELD_SET(*this, FIX::MatchType);
- FIELD_SET(*this, FIX::MDEntryOriginator);
- FIELD_SET(*this, FIX::LocationID);
- FIELD_SET(*this, FIX::DeskID);
- FIELD_SET(*this, FIX::OpenCloseSettlFlag);
- 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::SecondaryOrderID);
- FIELD_SET(*this, FIX::QuoteEntryID);
- FIELD_SET(*this, FIX::TradeID);
- 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::PriceDelta);
- FIELD_SET(*this, FIX::NetChgPrevDay);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::MDPriceLevel);
- FIELD_SET(*this, FIX::OrderCapacity);
- FIELD_SET(*this, FIX::MDOriginType);
- FIELD_SET(*this, FIX::HighPx);
- FIELD_SET(*this, FIX::LowPx);
- FIELD_SET(*this, FIX::TradeVolume);
- FIELD_SET(*this, FIX::SettlType);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::TransBkdTime);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::MDQuoteType);
- FIELD_SET(*this, FIX::RptSeq);
- FIELD_SET(*this, FIX::DealingCapacity);
- FIELD_SET(*this, FIX::MDEntrySpotRate);
- FIELD_SET(*this, FIX::MDEntryForwardPoints);
- FIELD_SET(*this, FIX::NoStatsIndicators);
- class NoStatsIndicators: public FIX::Group
- {
- public:
- NoStatsIndicators() : FIX::Group(1175,1176,FIX::message_order(1176,0)) {}
- FIELD_SET(*this, FIX::StatsType);
- };
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::NoPartySubIDs);
- class NoPartySubIDs: public FIX::Group
- {
- public:
- NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
- FIELD_SET(*this, FIX::PartySubID);
- FIELD_SET(*this, FIX::PartySubIDType);
- };
- };
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::NoRateSources);
- class NoRateSources: public FIX::Group
- {
- public:
- NoRateSources() : FIX::Group(1445,1446,FIX::message_order(1446,1447,1448,0)) {}
- FIELD_SET(*this, FIX::RateSource);
- FIELD_SET(*this, FIX::RateSourceType);
- FIELD_SET(*this, FIX::ReferencePage);
- };
- FIELD_SET(*this, FIX::FirstPx);
- FIELD_SET(*this, FIX::LastPx);
- FIELD_SET(*this, FIX::MDStreamID);
- };
- FIELD_SET(*this, FIX::ApplQueueDepth);
- FIELD_SET(*this, FIX::ApplQueueResolution);
- FIELD_SET(*this, FIX::NoRoutingIDs);
- class NoRoutingIDs: public FIX::Group
- {
- public:
- NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
- FIELD_SET(*this, FIX::RoutingType);
- FIELD_SET(*this, FIX::RoutingID);
- };
- };
- }
- #endif
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