103 lines
3.6 KiB
C++
103 lines
3.6 KiB
C++
#ifndef FIX43_MARKETDATAREQUEST_H
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#define FIX43_MARKETDATAREQUEST_H
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#include "Message.h"
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namespace FIX43
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{
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class MarketDataRequest : public Message
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{
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public:
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MarketDataRequest() : Message(MsgType()) {}
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MarketDataRequest(const FIX::Message& m) : Message(m) {}
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MarketDataRequest(const Message& m) : Message(m) {}
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MarketDataRequest(const MarketDataRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("V"); }
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MarketDataRequest(
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const FIX::MDReqID& aMDReqID,
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const FIX::SubscriptionRequestType& aSubscriptionRequestType,
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const FIX::MarketDepth& aMarketDepth )
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: Message(MsgType())
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{
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set(aMDReqID);
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set(aSubscriptionRequestType);
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set(aMarketDepth);
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}
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FIELD_SET(*this, FIX::MDReqID);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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FIELD_SET(*this, FIX::MarketDepth);
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FIELD_SET(*this, FIX::MDUpdateType);
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FIELD_SET(*this, FIX::AggregatedBook);
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FIELD_SET(*this, FIX::OpenCloseSettleFlag);
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FIELD_SET(*this, FIX::Scope);
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FIELD_SET(*this, FIX::MDImplicitDelete);
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FIELD_SET(*this, FIX::NoMDEntryTypes);
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class NoMDEntryTypes: public FIX::Group
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{
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public:
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NoMDEntryTypes() : FIX::Group(267,269,FIX::message_order(269,0)) {}
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FIELD_SET(*this, FIX::MDEntryType);
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};
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FIELD_SET(*this, FIX::NoRelatedSym);
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class NoRelatedSym: public FIX::Group
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{
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public:
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NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,0)) {}
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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::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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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::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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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::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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};
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FIELD_SET(*this, FIX::NoTradingSessions);
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class NoTradingSessions: public FIX::Group
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{
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public:
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NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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};
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};
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}
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#endif
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