MarketDataSnapshotFullRefresh.h 17 KB

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  1. #ifndef FIX50SP2_MARKETDATASNAPSHOTFULLREFRESH_H
  2. #define FIX50SP2_MARKETDATASNAPSHOTFULLREFRESH_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  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::ApplID);
  15. FIELD_SET(*this, FIX::ApplSeqNum);
  16. FIELD_SET(*this, FIX::ApplLastSeqNum);
  17. FIELD_SET(*this, FIX::ApplResendFlag);
  18. FIELD_SET(*this, FIX::TotNumReports);
  19. FIELD_SET(*this, FIX::MDReportID);
  20. FIELD_SET(*this, FIX::ClearingBusinessDate);
  21. FIELD_SET(*this, FIX::MDBookType);
  22. FIELD_SET(*this, FIX::MDSubBookType);
  23. FIELD_SET(*this, FIX::MarketDepth);
  24. FIELD_SET(*this, FIX::MDFeedType);
  25. FIELD_SET(*this, FIX::RefreshIndicator);
  26. FIELD_SET(*this, FIX::TradeDate);
  27. FIELD_SET(*this, FIX::MDReqID);
  28. FIELD_SET(*this, FIX::Symbol);
  29. FIELD_SET(*this, FIX::SymbolSfx);
  30. FIELD_SET(*this, FIX::SecurityID);
  31. FIELD_SET(*this, FIX::SecurityIDSource);
  32. FIELD_SET(*this, FIX::Product);
  33. FIELD_SET(*this, FIX::ProductComplex);
  34. FIELD_SET(*this, FIX::SecurityGroup);
  35. FIELD_SET(*this, FIX::CFICode);
  36. FIELD_SET(*this, FIX::SecurityType);
  37. FIELD_SET(*this, FIX::SecuritySubType);
  38. FIELD_SET(*this, FIX::MaturityMonthYear);
  39. FIELD_SET(*this, FIX::MaturityDate);
  40. FIELD_SET(*this, FIX::MaturityTime);
  41. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  42. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  43. FIELD_SET(*this, FIX::SecurityStatus);
  44. FIELD_SET(*this, FIX::CouponPaymentDate);
  45. FIELD_SET(*this, FIX::IssueDate);
  46. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  47. FIELD_SET(*this, FIX::RepurchaseTerm);
  48. FIELD_SET(*this, FIX::RepurchaseRate);
  49. FIELD_SET(*this, FIX::Factor);
  50. FIELD_SET(*this, FIX::CreditRating);
  51. FIELD_SET(*this, FIX::InstrRegistry);
  52. FIELD_SET(*this, FIX::CountryOfIssue);
  53. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  54. FIELD_SET(*this, FIX::LocaleOfIssue);
  55. FIELD_SET(*this, FIX::RedemptionDate);
  56. FIELD_SET(*this, FIX::StrikePrice);
  57. FIELD_SET(*this, FIX::StrikeCurrency);
  58. FIELD_SET(*this, FIX::StrikeMultiplier);
  59. FIELD_SET(*this, FIX::StrikeValue);
  60. FIELD_SET(*this, FIX::OptAttribute);
  61. FIELD_SET(*this, FIX::ContractMultiplier);
  62. FIELD_SET(*this, FIX::MinPriceIncrement);
  63. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  64. FIELD_SET(*this, FIX::UnitOfMeasure);
  65. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  66. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  67. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  68. FIELD_SET(*this, FIX::SettlMethod);
  69. FIELD_SET(*this, FIX::ExerciseStyle);
  70. FIELD_SET(*this, FIX::OptPayoutAmount);
  71. FIELD_SET(*this, FIX::PriceQuoteMethod);
  72. FIELD_SET(*this, FIX::ValuationMethod);
  73. FIELD_SET(*this, FIX::ListMethod);
  74. FIELD_SET(*this, FIX::CapPrice);
  75. FIELD_SET(*this, FIX::FloorPrice);
  76. FIELD_SET(*this, FIX::PutOrCall);
  77. FIELD_SET(*this, FIX::FlexibleIndicator);
  78. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  79. FIELD_SET(*this, FIX::TimeUnit);
  80. FIELD_SET(*this, FIX::CouponRate);
  81. FIELD_SET(*this, FIX::SecurityExchange);
  82. FIELD_SET(*this, FIX::PositionLimit);
  83. FIELD_SET(*this, FIX::NTPositionLimit);
  84. FIELD_SET(*this, FIX::Issuer);
  85. FIELD_SET(*this, FIX::EncodedIssuerLen);
  86. FIELD_SET(*this, FIX::EncodedIssuer);
  87. FIELD_SET(*this, FIX::SecurityDesc);
  88. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  89. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  90. FIELD_SET(*this, FIX::Pool);
  91. FIELD_SET(*this, FIX::ContractSettlMonth);
  92. FIELD_SET(*this, FIX::CPProgram);
  93. FIELD_SET(*this, FIX::CPRegType);
  94. FIELD_SET(*this, FIX::DatedDate);
  95. FIELD_SET(*this, FIX::InterestAccrualDate);
  96. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  97. FIELD_SET(*this, FIX::FlowScheduleType);
  98. FIELD_SET(*this, FIX::RestructuringType);
  99. FIELD_SET(*this, FIX::Seniority);
  100. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  101. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  102. FIELD_SET(*this, FIX::AttachmentPoint);
  103. FIELD_SET(*this, FIX::DetachmentPoint);
  104. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  105. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  106. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  107. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  108. FIELD_SET(*this, FIX::OptPayoutType);
  109. FIELD_SET(*this, FIX::NoUnderlyings);
  110. class NoUnderlyings: public FIX::Group
  111. {
  112. public:
  113. 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)) {}
  114. FIELD_SET(*this, FIX::UnderlyingSymbol);
  115. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  116. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  117. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  118. FIELD_SET(*this, FIX::UnderlyingProduct);
  119. FIELD_SET(*this, FIX::UnderlyingCFICode);
  120. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  121. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  122. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  123. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  124. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  125. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  126. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  127. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  128. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  129. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  130. FIELD_SET(*this, FIX::UnderlyingFactor);
  131. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  132. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  133. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  134. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  135. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  136. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  137. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  138. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  139. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  140. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  141. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  142. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  143. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  144. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  145. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  146. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  147. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  148. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  149. FIELD_SET(*this, FIX::UnderlyingIssuer);
  150. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  151. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  152. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  153. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  154. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  155. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  156. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  157. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  158. FIELD_SET(*this, FIX::UnderlyingCurrency);
  159. FIELD_SET(*this, FIX::UnderlyingQty);
  160. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  161. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  162. FIELD_SET(*this, FIX::UnderlyingCashType);
  163. FIELD_SET(*this, FIX::UnderlyingPx);
  164. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  165. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  166. FIELD_SET(*this, FIX::UnderlyingStartValue);
  167. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  168. FIELD_SET(*this, FIX::UnderlyingEndValue);
  169. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  170. FIELD_SET(*this, FIX::UnderlyingFXRate);
  171. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  172. FIELD_SET(*this, FIX::UnderlyingCapValue);
  173. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  174. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  175. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  176. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  177. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  178. FIELD_SET(*this, FIX::UnderlyingSeniority);
  179. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  180. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  181. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  182. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  183. };
  184. FIELD_SET(*this, FIX::NoLegs);
  185. class NoLegs: public FIX::Group
  186. {
  187. public:
  188. 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)) {}
  189. FIELD_SET(*this, FIX::LegSymbol);
  190. FIELD_SET(*this, FIX::LegSymbolSfx);
  191. FIELD_SET(*this, FIX::LegSecurityID);
  192. FIELD_SET(*this, FIX::LegSecurityIDSource);
  193. FIELD_SET(*this, FIX::LegProduct);
  194. FIELD_SET(*this, FIX::LegCFICode);
  195. FIELD_SET(*this, FIX::LegSecurityType);
  196. FIELD_SET(*this, FIX::LegSecuritySubType);
  197. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  198. FIELD_SET(*this, FIX::LegMaturityDate);
  199. FIELD_SET(*this, FIX::LegMaturityTime);
  200. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  201. FIELD_SET(*this, FIX::LegIssueDate);
  202. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  203. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  204. FIELD_SET(*this, FIX::LegRepurchaseRate);
  205. FIELD_SET(*this, FIX::LegFactor);
  206. FIELD_SET(*this, FIX::LegCreditRating);
  207. FIELD_SET(*this, FIX::LegInstrRegistry);
  208. FIELD_SET(*this, FIX::LegCountryOfIssue);
  209. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  210. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  211. FIELD_SET(*this, FIX::LegRedemptionDate);
  212. FIELD_SET(*this, FIX::LegStrikePrice);
  213. FIELD_SET(*this, FIX::LegStrikeCurrency);
  214. FIELD_SET(*this, FIX::LegOptAttribute);
  215. FIELD_SET(*this, FIX::LegContractMultiplier);
  216. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  217. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  218. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  219. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  220. FIELD_SET(*this, FIX::LegTimeUnit);
  221. FIELD_SET(*this, FIX::LegExerciseStyle);
  222. FIELD_SET(*this, FIX::LegCouponRate);
  223. FIELD_SET(*this, FIX::LegSecurityExchange);
  224. FIELD_SET(*this, FIX::LegIssuer);
  225. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  226. FIELD_SET(*this, FIX::EncodedLegIssuer);
  227. FIELD_SET(*this, FIX::LegSecurityDesc);
  228. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  229. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  230. FIELD_SET(*this, FIX::LegRatioQty);
  231. FIELD_SET(*this, FIX::LegSide);
  232. FIELD_SET(*this, FIX::LegCurrency);
  233. FIELD_SET(*this, FIX::LegPool);
  234. FIELD_SET(*this, FIX::LegDatedDate);
  235. FIELD_SET(*this, FIX::LegContractSettlMonth);
  236. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  237. FIELD_SET(*this, FIX::LegPutOrCall);
  238. FIELD_SET(*this, FIX::LegOptionRatio);
  239. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  240. FIELD_SET(*this, FIX::LegFlowScheduleType);
  241. };
  242. FIELD_SET(*this, FIX::FinancialStatus);
  243. FIELD_SET(*this, FIX::CorporateAction);
  244. FIELD_SET(*this, FIX::NetChgPrevDay);
  245. FIELD_SET(*this, FIX::NoMDEntries);
  246. class NoMDEntries: public FIX::Group
  247. {
  248. public:
  249. NoMDEntries() : FIX::Group(268,269,FIX::message_order(269,278,270,423,235,236,701,696,697,698,218,220,221,222,662,663,699,761,40,15,271,1177,1093,272,273,274,275,336,625,326,327,276,277,282,283,284,286,59,432,126,110,18,287,37,198,299,288,289,346,290,546,811,58,354,355,1023,528,1024,332,333,1020,63,64,1070,83,1048,1026,1027,453,120,1445,828,1025,31,0)) {}
  250. FIELD_SET(*this, FIX::MDEntryType);
  251. FIELD_SET(*this, FIX::MDEntryID);
  252. FIELD_SET(*this, FIX::MDEntryPx);
  253. FIELD_SET(*this, FIX::PriceType);
  254. FIELD_SET(*this, FIX::YieldType);
  255. FIELD_SET(*this, FIX::Yield);
  256. FIELD_SET(*this, FIX::YieldCalcDate);
  257. FIELD_SET(*this, FIX::YieldRedemptionDate);
  258. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  259. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  260. FIELD_SET(*this, FIX::Spread);
  261. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  262. FIELD_SET(*this, FIX::BenchmarkCurveName);
  263. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  264. FIELD_SET(*this, FIX::BenchmarkPrice);
  265. FIELD_SET(*this, FIX::BenchmarkPriceType);
  266. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  267. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  268. FIELD_SET(*this, FIX::OrdType);
  269. FIELD_SET(*this, FIX::Currency);
  270. FIELD_SET(*this, FIX::MDEntrySize);
  271. FIELD_SET(*this, FIX::NoOfSecSizes);
  272. class NoOfSecSizes: public FIX::Group
  273. {
  274. public:
  275. NoOfSecSizes() : FIX::Group(1177,1178,FIX::message_order(1178,1179,0)) {}
  276. FIELD_SET(*this, FIX::MDSecSizeType);
  277. FIELD_SET(*this, FIX::MDSecSize);
  278. };
  279. FIELD_SET(*this, FIX::LotType);
  280. FIELD_SET(*this, FIX::MDEntryDate);
  281. FIELD_SET(*this, FIX::MDEntryTime);
  282. FIELD_SET(*this, FIX::TickDirection);
  283. FIELD_SET(*this, FIX::MDMkt);
  284. FIELD_SET(*this, FIX::TradingSessionID);
  285. FIELD_SET(*this, FIX::TradingSessionSubID);
  286. FIELD_SET(*this, FIX::SecurityTradingStatus);
  287. FIELD_SET(*this, FIX::HaltReasonInt);
  288. FIELD_SET(*this, FIX::QuoteCondition);
  289. FIELD_SET(*this, FIX::TradeCondition);
  290. FIELD_SET(*this, FIX::MDEntryOriginator);
  291. FIELD_SET(*this, FIX::LocationID);
  292. FIELD_SET(*this, FIX::DeskID);
  293. FIELD_SET(*this, FIX::OpenCloseSettlFlag);
  294. FIELD_SET(*this, FIX::TimeInForce);
  295. FIELD_SET(*this, FIX::ExpireDate);
  296. FIELD_SET(*this, FIX::ExpireTime);
  297. FIELD_SET(*this, FIX::MinQty);
  298. FIELD_SET(*this, FIX::ExecInst);
  299. FIELD_SET(*this, FIX::SellerDays);
  300. FIELD_SET(*this, FIX::OrderID);
  301. FIELD_SET(*this, FIX::SecondaryOrderID);
  302. FIELD_SET(*this, FIX::QuoteEntryID);
  303. FIELD_SET(*this, FIX::MDEntryBuyer);
  304. FIELD_SET(*this, FIX::MDEntrySeller);
  305. FIELD_SET(*this, FIX::NumberOfOrders);
  306. FIELD_SET(*this, FIX::MDEntryPositionNo);
  307. FIELD_SET(*this, FIX::Scope);
  308. FIELD_SET(*this, FIX::PriceDelta);
  309. FIELD_SET(*this, FIX::Text);
  310. FIELD_SET(*this, FIX::EncodedTextLen);
  311. FIELD_SET(*this, FIX::EncodedText);
  312. FIELD_SET(*this, FIX::MDPriceLevel);
  313. FIELD_SET(*this, FIX::OrderCapacity);
  314. FIELD_SET(*this, FIX::MDOriginType);
  315. FIELD_SET(*this, FIX::HighPx);
  316. FIELD_SET(*this, FIX::LowPx);
  317. FIELD_SET(*this, FIX::TradeVolume);
  318. FIELD_SET(*this, FIX::SettlType);
  319. FIELD_SET(*this, FIX::SettlDate);
  320. FIELD_SET(*this, FIX::MDQuoteType);
  321. FIELD_SET(*this, FIX::RptSeq);
  322. FIELD_SET(*this, FIX::DealingCapacity);
  323. FIELD_SET(*this, FIX::MDEntrySpotRate);
  324. FIELD_SET(*this, FIX::MDEntryForwardPoints);
  325. FIELD_SET(*this, FIX::NoPartyIDs);
  326. class NoPartyIDs: public FIX::Group
  327. {
  328. public:
  329. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  330. FIELD_SET(*this, FIX::PartyID);
  331. FIELD_SET(*this, FIX::PartyIDSource);
  332. FIELD_SET(*this, FIX::PartyRole);
  333. FIELD_SET(*this, FIX::NoPartySubIDs);
  334. class NoPartySubIDs: public FIX::Group
  335. {
  336. public:
  337. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  338. FIELD_SET(*this, FIX::PartySubID);
  339. FIELD_SET(*this, FIX::PartySubIDType);
  340. };
  341. };
  342. FIELD_SET(*this, FIX::SettlCurrency);
  343. FIELD_SET(*this, FIX::NoRateSources);
  344. class NoRateSources: public FIX::Group
  345. {
  346. public:
  347. NoRateSources() : FIX::Group(1445,1446,FIX::message_order(1446,1447,1448,0)) {}
  348. FIELD_SET(*this, FIX::RateSource);
  349. FIELD_SET(*this, FIX::RateSourceType);
  350. FIELD_SET(*this, FIX::ReferencePage);
  351. };
  352. FIELD_SET(*this, FIX::TrdType);
  353. FIELD_SET(*this, FIX::FirstPx);
  354. FIELD_SET(*this, FIX::LastPx);
  355. };
  356. FIELD_SET(*this, FIX::ApplQueueDepth);
  357. FIELD_SET(*this, FIX::ApplQueueResolution);
  358. FIELD_SET(*this, FIX::NoRoutingIDs);
  359. class NoRoutingIDs: public FIX::Group
  360. {
  361. public:
  362. NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
  363. FIELD_SET(*this, FIX::RoutingType);
  364. FIELD_SET(*this, FIX::RoutingID);
  365. };
  366. FIELD_SET(*this, FIX::MDStreamID);
  367. };
  368. }
  369. #endif