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- #ifndef FIX43_MARKETDATASNAPSHOTFULLREFRESH_H
- #define FIX43_MARKETDATASNAPSHOTFULLREFRESH_H
- #include "Message.h"
- namespace FIX43
- {
- class MarketDataSnapshotFullRefresh : public Message
- {
- public:
- MarketDataSnapshotFullRefresh() : Message(MsgType()) {}
- MarketDataSnapshotFullRefresh(const FIX::Message& m) : Message(m) {}
- MarketDataSnapshotFullRefresh(const Message& m) : Message(m) {}
- MarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("W"); }
- FIELD_SET(*this, FIX::MDReqID);
- 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::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- 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::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::NoSecurityAltID);
- class NoSecurityAltID: public FIX::Group
- {
- public:
- NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
- FIELD_SET(*this, FIX::SecurityAltID);
- FIELD_SET(*this, FIX::SecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::FinancialStatus);
- FIELD_SET(*this, FIX::CorporateAction);
- FIELD_SET(*this, FIX::TotalVolumeTraded);
- FIELD_SET(*this, FIX::TotalVolumeTradedDate);
- FIELD_SET(*this, FIX::TotalVolumeTradedTime);
- FIELD_SET(*this, FIX::NetChgPrevDay);
- FIELD_SET(*this, FIX::NoMDEntries);
- class NoMDEntries: public FIX::Group
- {
- public:
- 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)) {}
- FIELD_SET(*this, FIX::MDEntryType);
- FIELD_SET(*this, FIX::MDEntryPx);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::MDEntrySize);
- 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::QuoteCondition);
- FIELD_SET(*this, FIX::TradeCondition);
- FIELD_SET(*this, FIX::MDEntryOriginator);
- FIELD_SET(*this, FIX::LocationID);
- FIELD_SET(*this, FIX::DeskID);
- FIELD_SET(*this, FIX::OpenCloseSettleFlag);
- 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::QuoteEntryID);
- 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::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- };
- }
- #endif
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