112 lines
4.5 KiB
C++
112 lines
4.5 KiB
C++
#ifndef FIX43_MARKETDATAINCREMENTALREFRESH_H
|
|
#define FIX43_MARKETDATAINCREMENTALREFRESH_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX43
|
|
{
|
|
|
|
class MarketDataIncrementalRefresh : public Message
|
|
{
|
|
public:
|
|
MarketDataIncrementalRefresh() : Message(MsgType()) {}
|
|
MarketDataIncrementalRefresh(const FIX::Message& m) : Message(m) {}
|
|
MarketDataIncrementalRefresh(const Message& m) : Message(m) {}
|
|
MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("X"); }
|
|
|
|
FIELD_SET(*this, FIX::MDReqID);
|
|
FIELD_SET(*this, FIX::NoMDEntries);
|
|
class NoMDEntries: public FIX::Group
|
|
{
|
|
public:
|
|
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)) {}
|
|
FIELD_SET(*this, FIX::MDUpdateAction);
|
|
FIELD_SET(*this, FIX::DeleteReason);
|
|
FIELD_SET(*this, FIX::MDEntryType);
|
|
FIELD_SET(*this, FIX::MDEntryID);
|
|
FIELD_SET(*this, FIX::MDEntryRefID);
|
|
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::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::TotalVolumeTraded);
|
|
FIELD_SET(*this, FIX::TotalVolumeTradedDate);
|
|
FIELD_SET(*this, FIX::TotalVolumeTradedTime);
|
|
FIELD_SET(*this, FIX::NetChgPrevDay);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|