MarketDataSnapshotFullRefresh.h 3.1 KB

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  1. #ifndef FIX42_MARKETDATASNAPSHOTFULLREFRESH_H
  2. #define FIX42_MARKETDATASNAPSHOTFULLREFRESH_H
  3. #include "Message.h"
  4. namespace FIX42
  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. MarketDataSnapshotFullRefresh(
  15. const FIX::Symbol& aSymbol )
  16. : Message(MsgType())
  17. {
  18. set(aSymbol);
  19. }
  20. FIELD_SET(*this, FIX::MDReqID);
  21. FIELD_SET(*this, FIX::Symbol);
  22. FIELD_SET(*this, FIX::SymbolSfx);
  23. FIELD_SET(*this, FIX::SecurityID);
  24. FIELD_SET(*this, FIX::IDSource);
  25. FIELD_SET(*this, FIX::SecurityType);
  26. FIELD_SET(*this, FIX::MaturityMonthYear);
  27. FIELD_SET(*this, FIX::MaturityDay);
  28. FIELD_SET(*this, FIX::PutOrCall);
  29. FIELD_SET(*this, FIX::StrikePrice);
  30. FIELD_SET(*this, FIX::OptAttribute);
  31. FIELD_SET(*this, FIX::ContractMultiplier);
  32. FIELD_SET(*this, FIX::CouponRate);
  33. FIELD_SET(*this, FIX::SecurityExchange);
  34. FIELD_SET(*this, FIX::Issuer);
  35. FIELD_SET(*this, FIX::EncodedIssuerLen);
  36. FIELD_SET(*this, FIX::EncodedIssuer);
  37. FIELD_SET(*this, FIX::SecurityDesc);
  38. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  39. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  40. FIELD_SET(*this, FIX::FinancialStatus);
  41. FIELD_SET(*this, FIX::CorporateAction);
  42. FIELD_SET(*this, FIX::TotalVolumeTraded);
  43. FIELD_SET(*this, FIX::NoMDEntries);
  44. class NoMDEntries: public FIX::Group
  45. {
  46. public:
  47. NoMDEntries() : FIX::Group(268,269,FIX::message_order(269,270,15,271,272,273,274,275,336,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,58,354,355,0)) {}
  48. FIELD_SET(*this, FIX::MDEntryType);
  49. FIELD_SET(*this, FIX::MDEntryPx);
  50. FIELD_SET(*this, FIX::Currency);
  51. FIELD_SET(*this, FIX::MDEntrySize);
  52. FIELD_SET(*this, FIX::MDEntryDate);
  53. FIELD_SET(*this, FIX::MDEntryTime);
  54. FIELD_SET(*this, FIX::TickDirection);
  55. FIELD_SET(*this, FIX::MDMkt);
  56. FIELD_SET(*this, FIX::TradingSessionID);
  57. FIELD_SET(*this, FIX::QuoteCondition);
  58. FIELD_SET(*this, FIX::TradeCondition);
  59. FIELD_SET(*this, FIX::MDEntryOriginator);
  60. FIELD_SET(*this, FIX::LocationID);
  61. FIELD_SET(*this, FIX::DeskID);
  62. FIELD_SET(*this, FIX::OpenCloseSettleFlag);
  63. FIELD_SET(*this, FIX::TimeInForce);
  64. FIELD_SET(*this, FIX::ExpireDate);
  65. FIELD_SET(*this, FIX::ExpireTime);
  66. FIELD_SET(*this, FIX::MinQty);
  67. FIELD_SET(*this, FIX::ExecInst);
  68. FIELD_SET(*this, FIX::SellerDays);
  69. FIELD_SET(*this, FIX::OrderID);
  70. FIELD_SET(*this, FIX::QuoteEntryID);
  71. FIELD_SET(*this, FIX::MDEntryBuyer);
  72. FIELD_SET(*this, FIX::MDEntrySeller);
  73. FIELD_SET(*this, FIX::NumberOfOrders);
  74. FIELD_SET(*this, FIX::MDEntryPositionNo);
  75. FIELD_SET(*this, FIX::Text);
  76. FIELD_SET(*this, FIX::EncodedTextLen);
  77. FIELD_SET(*this, FIX::EncodedText);
  78. };
  79. };
  80. }
  81. #endif