86 lines
3.3 KiB
C++
86 lines
3.3 KiB
C++
#ifndef FIX42_MARKETDATAINCREMENTALREFRESH_H
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#define FIX42_MARKETDATAINCREMENTALREFRESH_H
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#include "Message.h"
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namespace FIX42
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{
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class MarketDataIncrementalRefresh : public Message
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{
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public:
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MarketDataIncrementalRefresh() : Message(MsgType()) {}
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MarketDataIncrementalRefresh(const FIX::Message& m) : Message(m) {}
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MarketDataIncrementalRefresh(const Message& m) : Message(m) {}
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MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("X"); }
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FIELD_SET(*this, FIX::MDReqID);
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FIELD_SET(*this, FIX::NoMDEntries);
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class NoMDEntries: public FIX::Group
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{
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public:
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NoMDEntries() : FIX::Group(268,279,FIX::message_order(279,285,269,278,280,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,291,292,270,15,271,272,273,274,275,336,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,387,58,354,355,0)) {}
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FIELD_SET(*this, FIX::MDUpdateAction);
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FIELD_SET(*this, FIX::DeleteReason);
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FIELD_SET(*this, FIX::MDEntryType);
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FIELD_SET(*this, FIX::MDEntryID);
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FIELD_SET(*this, FIX::MDEntryRefID);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::IDSource);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDay);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::FinancialStatus);
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FIELD_SET(*this, FIX::CorporateAction);
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FIELD_SET(*this, FIX::MDEntryPx);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::MDEntrySize);
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FIELD_SET(*this, FIX::MDEntryDate);
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FIELD_SET(*this, FIX::MDEntryTime);
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FIELD_SET(*this, FIX::TickDirection);
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FIELD_SET(*this, FIX::MDMkt);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::QuoteCondition);
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FIELD_SET(*this, FIX::TradeCondition);
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FIELD_SET(*this, FIX::MDEntryOriginator);
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FIELD_SET(*this, FIX::LocationID);
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FIELD_SET(*this, FIX::DeskID);
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FIELD_SET(*this, FIX::OpenCloseSettleFlag);
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FIELD_SET(*this, FIX::TimeInForce);
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FIELD_SET(*this, FIX::ExpireDate);
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FIELD_SET(*this, FIX::ExpireTime);
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FIELD_SET(*this, FIX::MinQty);
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FIELD_SET(*this, FIX::ExecInst);
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FIELD_SET(*this, FIX::SellerDays);
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::QuoteEntryID);
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FIELD_SET(*this, FIX::MDEntryBuyer);
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FIELD_SET(*this, FIX::MDEntrySeller);
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FIELD_SET(*this, FIX::NumberOfOrders);
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FIELD_SET(*this, FIX::MDEntryPositionNo);
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FIELD_SET(*this, FIX::TotalVolumeTraded);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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};
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};
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}
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#endif
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