MarketDataIncrementalRefresh.h 4.5 KB

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  1. #ifndef FIX43_MARKETDATAINCREMENTALREFRESH_H
  2. #define FIX43_MARKETDATAINCREMENTALREFRESH_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class MarketDataIncrementalRefresh : public Message
  7. {
  8. public:
  9. MarketDataIncrementalRefresh() : Message(MsgType()) {}
  10. MarketDataIncrementalRefresh(const FIX::Message& m) : Message(m) {}
  11. MarketDataIncrementalRefresh(const Message& m) : Message(m) {}
  12. MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("X"); }
  14. FIELD_SET(*this, FIX::MDReqID);
  15. FIELD_SET(*this, FIX::NoMDEntries);
  16. class NoMDEntries: public FIX::Group
  17. {
  18. public:
  19. NoMDEntries() : FIX::Group(268,279,FIX::message_order(279,285,269,278,280,55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,291,292,270,15,271,272,273,274,275,336,625,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,546,387,449,450,451,58,354,355,0)) {}
  20. FIELD_SET(*this, FIX::MDUpdateAction);
  21. FIELD_SET(*this, FIX::DeleteReason);
  22. FIELD_SET(*this, FIX::MDEntryType);
  23. FIELD_SET(*this, FIX::MDEntryID);
  24. FIELD_SET(*this, FIX::MDEntryRefID);
  25. FIELD_SET(*this, FIX::Symbol);
  26. FIELD_SET(*this, FIX::SymbolSfx);
  27. FIELD_SET(*this, FIX::SecurityID);
  28. FIELD_SET(*this, FIX::SecurityIDSource);
  29. FIELD_SET(*this, FIX::Product);
  30. FIELD_SET(*this, FIX::CFICode);
  31. FIELD_SET(*this, FIX::SecurityType);
  32. FIELD_SET(*this, FIX::MaturityMonthYear);
  33. FIELD_SET(*this, FIX::MaturityDate);
  34. FIELD_SET(*this, FIX::CouponPaymentDate);
  35. FIELD_SET(*this, FIX::IssueDate);
  36. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  37. FIELD_SET(*this, FIX::RepurchaseTerm);
  38. FIELD_SET(*this, FIX::RepurchaseRate);
  39. FIELD_SET(*this, FIX::Factor);
  40. FIELD_SET(*this, FIX::CreditRating);
  41. FIELD_SET(*this, FIX::InstrRegistry);
  42. FIELD_SET(*this, FIX::CountryOfIssue);
  43. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  44. FIELD_SET(*this, FIX::LocaleOfIssue);
  45. FIELD_SET(*this, FIX::RedemptionDate);
  46. FIELD_SET(*this, FIX::StrikePrice);
  47. FIELD_SET(*this, FIX::OptAttribute);
  48. FIELD_SET(*this, FIX::ContractMultiplier);
  49. FIELD_SET(*this, FIX::CouponRate);
  50. FIELD_SET(*this, FIX::SecurityExchange);
  51. FIELD_SET(*this, FIX::Issuer);
  52. FIELD_SET(*this, FIX::EncodedIssuerLen);
  53. FIELD_SET(*this, FIX::EncodedIssuer);
  54. FIELD_SET(*this, FIX::SecurityDesc);
  55. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  56. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  57. FIELD_SET(*this, FIX::NoSecurityAltID);
  58. class NoSecurityAltID: public FIX::Group
  59. {
  60. public:
  61. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  62. FIELD_SET(*this, FIX::SecurityAltID);
  63. FIELD_SET(*this, FIX::SecurityAltIDSource);
  64. };
  65. FIELD_SET(*this, FIX::FinancialStatus);
  66. FIELD_SET(*this, FIX::CorporateAction);
  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::TotalVolumeTraded);
  96. FIELD_SET(*this, FIX::TotalVolumeTradedDate);
  97. FIELD_SET(*this, FIX::TotalVolumeTradedTime);
  98. FIELD_SET(*this, FIX::NetChgPrevDay);
  99. FIELD_SET(*this, FIX::Text);
  100. FIELD_SET(*this, FIX::EncodedTextLen);
  101. FIELD_SET(*this, FIX::EncodedText);
  102. };
  103. };
  104. }
  105. #endif