350 lines
16 KiB
C++
350 lines
16 KiB
C++
#ifndef FIX50SP1_MARKETDATAINCREMENTALREFRESH_H
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#define FIX50SP1_MARKETDATAINCREMENTALREFRESH_H
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#include "Message.h"
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namespace FIX50SP1
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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::ApplID);
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FIELD_SET(*this, FIX::ApplSeqNum);
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FIELD_SET(*this, FIX::ApplLastSeqNum);
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FIELD_SET(*this, FIX::ApplResendFlag);
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FIELD_SET(*this, FIX::MDBookType);
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FIELD_SET(*this, FIX::MDFeedType);
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FIELD_SET(*this, FIX::TradeDate);
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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(279,285,1173,264,269,278,280,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,711,555,291,292,270,423,235,236,701,696,697,698,218,220,221,222,662,663,699,761,40,15,271,1177,1093,272,273,274,275,336,625,326,327,276,277,828,574,282,283,284,286,59,432,126,110,18,287,37,198,299,1003,288,289,346,290,546,811,451,58,354,355,1023,528,1024,332,333,1020,63,64,483,60,1070,83,1048,1026,1027,1175,453,0)) {}
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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::MDSubBookType);
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FIELD_SET(*this, FIX::MarketDepth);
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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::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::ProductComplex);
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FIELD_SET(*this, FIX::SecurityGroup);
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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::SecuritySubType);
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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::MaturityTime);
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FIELD_SET(*this, FIX::SettleOnOpenFlag);
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FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::SecurityStatus);
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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::StrikeCurrency);
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FIELD_SET(*this, FIX::StrikeMultiplier);
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FIELD_SET(*this, FIX::StrikeValue);
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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::MinPriceIncrement);
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FIELD_SET(*this, FIX::MinPriceIncrementAmount);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::UnitOfMeasureQty);
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FIELD_SET(*this, FIX::PriceUnitOfMeasure);
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FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::SettlMethod);
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FIELD_SET(*this, FIX::ExerciseStyle);
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FIELD_SET(*this, FIX::OptPayAmount);
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FIELD_SET(*this, FIX::PriceQuoteMethod);
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FIELD_SET(*this, FIX::FuturesValuationMethod);
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FIELD_SET(*this, FIX::ListMethod);
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FIELD_SET(*this, FIX::CapPrice);
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FIELD_SET(*this, FIX::FloorPrice);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::FlexibleIndicator);
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FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
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FIELD_SET(*this, FIX::TimeUnit);
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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::PositionLimit);
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FIELD_SET(*this, FIX::NTPositionLimit);
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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::Pool);
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FIELD_SET(*this, FIX::ContractSettlMonth);
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FIELD_SET(*this, FIX::CPProgram);
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FIELD_SET(*this, FIX::CPRegType);
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FIELD_SET(*this, FIX::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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FIELD_SET(*this, FIX::NoUnderlyings);
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class NoUnderlyings: public FIX::Group
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{
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public:
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NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingMaturityTime);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::UnderlyingCPProgram);
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FIELD_SET(*this, FIX::UnderlyingCPRegType);
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FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
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FIELD_SET(*this, FIX::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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FIELD_SET(*this, FIX::UnderlyingSettlementType);
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FIELD_SET(*this, FIX::UnderlyingCashAmount);
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FIELD_SET(*this, FIX::UnderlyingCashType);
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FIELD_SET(*this, FIX::UnderlyingPx);
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FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
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FIELD_SET(*this, FIX::UnderlyingEndPrice);
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FIELD_SET(*this, FIX::UnderlyingStartValue);
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FIELD_SET(*this, FIX::UnderlyingCurrentValue);
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FIELD_SET(*this, FIX::UnderlyingEndValue);
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FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
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FIELD_SET(*this, FIX::UnderlyingFXRate);
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FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
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FIELD_SET(*this, FIX::UnderlyingCapValue);
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FIELD_SET(*this, FIX::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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};
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FIELD_SET(*this, FIX::NoLegs);
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class NoLegs: public FIX::Group
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{
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public:
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NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
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FIELD_SET(*this, FIX::LegSymbol);
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FIELD_SET(*this, FIX::LegSymbolSfx);
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FIELD_SET(*this, FIX::LegSecurityID);
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FIELD_SET(*this, FIX::LegSecurityIDSource);
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FIELD_SET(*this, FIX::LegProduct);
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FIELD_SET(*this, FIX::LegCFICode);
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FIELD_SET(*this, FIX::LegSecurityType);
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FIELD_SET(*this, FIX::LegSecuritySubType);
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FIELD_SET(*this, FIX::LegMaturityMonthYear);
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FIELD_SET(*this, FIX::LegMaturityDate);
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FIELD_SET(*this, FIX::LegMaturityTime);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegStrikeCurrency);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegUnitOfMeasure);
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FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegTimeUnit);
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FIELD_SET(*this, FIX::LegExerciseStyle);
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FIELD_SET(*this, FIX::LegCouponRate);
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FIELD_SET(*this, FIX::LegSecurityExchange);
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FIELD_SET(*this, FIX::LegIssuer);
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FIELD_SET(*this, FIX::EncodedLegIssuerLen);
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FIELD_SET(*this, FIX::EncodedLegIssuer);
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FIELD_SET(*this, FIX::LegSecurityDesc);
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FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
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FIELD_SET(*this, FIX::LegRatioQty);
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FIELD_SET(*this, FIX::LegSide);
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FIELD_SET(*this, FIX::LegCurrency);
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FIELD_SET(*this, FIX::LegPool);
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FIELD_SET(*this, FIX::LegDatedDate);
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FIELD_SET(*this, FIX::LegContractSettlMonth);
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FIELD_SET(*this, FIX::LegInterestAccrualDate);
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FIELD_SET(*this, FIX::LegPutOrCall);
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FIELD_SET(*this, FIX::LegOptionRatio);
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};
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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::PriceType);
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FIELD_SET(*this, FIX::YieldType);
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FIELD_SET(*this, FIX::Yield);
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FIELD_SET(*this, FIX::YieldCalcDate);
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FIELD_SET(*this, FIX::YieldRedemptionDate);
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FIELD_SET(*this, FIX::YieldRedemptionPrice);
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FIELD_SET(*this, FIX::YieldRedemptionPriceType);
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FIELD_SET(*this, FIX::Spread);
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FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
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FIELD_SET(*this, FIX::BenchmarkCurveName);
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FIELD_SET(*this, FIX::BenchmarkCurvePoint);
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FIELD_SET(*this, FIX::BenchmarkPrice);
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FIELD_SET(*this, FIX::BenchmarkPriceType);
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FIELD_SET(*this, FIX::BenchmarkSecurityID);
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FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
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FIELD_SET(*this, FIX::OrdType);
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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::NoOfSecSizes);
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class NoOfSecSizes: public FIX::Group
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{
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public:
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NoOfSecSizes() : FIX::Group(1177,1178,FIX::message_order(1178,1179,0)) {}
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FIELD_SET(*this, FIX::MDSecSizeType);
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FIELD_SET(*this, FIX::MDSecSize);
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};
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FIELD_SET(*this, FIX::LotType);
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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::TradingSessionSubID);
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FIELD_SET(*this, FIX::SecurityTradingStatus);
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FIELD_SET(*this, FIX::HaltReasonChar);
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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::TrdType);
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FIELD_SET(*this, FIX::MatchType);
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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::OpenCloseSettlFlag);
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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::SecondaryOrderID);
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FIELD_SET(*this, FIX::QuoteEntryID);
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FIELD_SET(*this, FIX::TradeID);
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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::Scope);
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FIELD_SET(*this, FIX::PriceDelta);
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FIELD_SET(*this, FIX::NetChgPrevDay);
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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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FIELD_SET(*this, FIX::MDPriceLevel);
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FIELD_SET(*this, FIX::OrderCapacity);
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FIELD_SET(*this, FIX::MDOriginType);
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FIELD_SET(*this, FIX::HighPx);
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FIELD_SET(*this, FIX::LowPx);
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FIELD_SET(*this, FIX::TradeVolume);
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FIELD_SET(*this, FIX::SettlType);
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FIELD_SET(*this, FIX::SettlDate);
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FIELD_SET(*this, FIX::TransBkdTime);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::MDQuoteType);
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FIELD_SET(*this, FIX::RptSeq);
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FIELD_SET(*this, FIX::DealingCapacity);
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FIELD_SET(*this, FIX::MDEntrySpotRate);
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FIELD_SET(*this, FIX::MDEntryForwardPoints);
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FIELD_SET(*this, FIX::NoStatsIndicators);
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class NoStatsIndicators: public FIX::Group
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{
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public:
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NoStatsIndicators() : FIX::Group(1175,1176,FIX::message_order(1176,0)) {}
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FIELD_SET(*this, FIX::StatsType);
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};
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::NoPartySubIDs);
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class NoPartySubIDs: public FIX::Group
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{
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public:
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NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
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FIELD_SET(*this, FIX::PartySubID);
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FIELD_SET(*this, FIX::PartySubIDType);
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};
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};
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};
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FIELD_SET(*this, FIX::ApplQueueDepth);
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FIELD_SET(*this, FIX::ApplQueueResolution);
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FIELD_SET(*this, FIX::NoRoutingIDs);
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class NoRoutingIDs: public FIX::Group
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{
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public:
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NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
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FIELD_SET(*this, FIX::RoutingType);
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FIELD_SET(*this, FIX::RoutingID);
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};
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};
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}
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#endif
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