1 #ifndef FIX42_MARKETDATASNAPSHOTFULLREFRESH_H 2 #define FIX42_MARKETDATASNAPSHOTFULLREFRESH_H 3 4 #include "Message.h" 5 6 namespace FIX42 7 { 8 9 class MarketDataSnapshotFullRefresh : public Message 10 { 11 public: MarketDataSnapshotFullRefresh()12 MarketDataSnapshotFullRefresh() : Message(MsgType()) {} MarketDataSnapshotFullRefresh(const FIX::Message & m)13 MarketDataSnapshotFullRefresh(const FIX::Message& m) : Message(m) {} MarketDataSnapshotFullRefresh(const Message & m)14 MarketDataSnapshotFullRefresh(const Message& m) : Message(m) {} MarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh & m)15 MarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("W"); } 17 MarketDataSnapshotFullRefresh(const FIX::Symbol & aSymbol)18 MarketDataSnapshotFullRefresh( 19 const FIX::Symbol& aSymbol ) 20 : Message(MsgType()) 21 { 22 set(aSymbol); 23 } 24 25 FIELD_SET(*this, FIX::MDReqID); 26 FIELD_SET(*this, FIX::Symbol); 27 FIELD_SET(*this, FIX::SymbolSfx); 28 FIELD_SET(*this, FIX::SecurityID); 29 FIELD_SET(*this, FIX::IDSource); 30 FIELD_SET(*this, FIX::SecurityType); 31 FIELD_SET(*this, FIX::MaturityMonthYear); 32 FIELD_SET(*this, FIX::MaturityDay); 33 FIELD_SET(*this, FIX::PutOrCall); 34 FIELD_SET(*this, FIX::StrikePrice); 35 FIELD_SET(*this, FIX::OptAttribute); 36 FIELD_SET(*this, FIX::ContractMultiplier); 37 FIELD_SET(*this, FIX::CouponRate); 38 FIELD_SET(*this, FIX::SecurityExchange); 39 FIELD_SET(*this, FIX::Issuer); 40 FIELD_SET(*this, FIX::EncodedIssuerLen); 41 FIELD_SET(*this, FIX::EncodedIssuer); 42 FIELD_SET(*this, FIX::SecurityDesc); 43 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 44 FIELD_SET(*this, FIX::EncodedSecurityDesc); 45 FIELD_SET(*this, FIX::FinancialStatus); 46 FIELD_SET(*this, FIX::CorporateAction); 47 FIELD_SET(*this, FIX::TotalVolumeTraded); 48 FIELD_SET(*this, FIX::NoMDEntries); 49 class NoMDEntries: public FIX::Group 50 { 51 public: NoMDEntries()52 NoMDEntries() : FIX::Group(268,269,FIX::message_order(269,270,15,271,272,273,274,275,336,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,58,354,355,0)) {} 53 FIELD_SET(*this, FIX::MDEntryType); 54 FIELD_SET(*this, FIX::MDEntryPx); 55 FIELD_SET(*this, FIX::Currency); 56 FIELD_SET(*this, FIX::MDEntrySize); 57 FIELD_SET(*this, FIX::MDEntryDate); 58 FIELD_SET(*this, FIX::MDEntryTime); 59 FIELD_SET(*this, FIX::TickDirection); 60 FIELD_SET(*this, FIX::MDMkt); 61 FIELD_SET(*this, FIX::TradingSessionID); 62 FIELD_SET(*this, FIX::QuoteCondition); 63 FIELD_SET(*this, FIX::TradeCondition); 64 FIELD_SET(*this, FIX::MDEntryOriginator); 65 FIELD_SET(*this, FIX::LocationID); 66 FIELD_SET(*this, FIX::DeskID); 67 FIELD_SET(*this, FIX::OpenCloseSettleFlag); 68 FIELD_SET(*this, FIX::TimeInForce); 69 FIELD_SET(*this, FIX::ExpireDate); 70 FIELD_SET(*this, FIX::ExpireTime); 71 FIELD_SET(*this, FIX::MinQty); 72 FIELD_SET(*this, FIX::ExecInst); 73 FIELD_SET(*this, FIX::SellerDays); 74 FIELD_SET(*this, FIX::OrderID); 75 FIELD_SET(*this, FIX::QuoteEntryID); 76 FIELD_SET(*this, FIX::MDEntryBuyer); 77 FIELD_SET(*this, FIX::MDEntrySeller); 78 FIELD_SET(*this, FIX::NumberOfOrders); 79 FIELD_SET(*this, FIX::MDEntryPositionNo); 80 FIELD_SET(*this, FIX::Text); 81 FIELD_SET(*this, FIX::EncodedTextLen); 82 FIELD_SET(*this, FIX::EncodedText); 83 }; 84 }; 85 86 } 87 88 #endif 89