1 #ifndef FIX44_MARKETDATAINCREMENTALREFRESH_H 2 #define FIX44_MARKETDATAINCREMENTALREFRESH_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class MarketDataIncrementalRefresh : public Message 10 { 11 public: MarketDataIncrementalRefresh()12 MarketDataIncrementalRefresh() : Message(MsgType()) {} MarketDataIncrementalRefresh(const FIX::Message & m)13 MarketDataIncrementalRefresh(const FIX::Message& m) : Message(m) {} MarketDataIncrementalRefresh(const Message & m)14 MarketDataIncrementalRefresh(const Message& m) : Message(m) {} MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh & m)15 MarketDataIncrementalRefresh(const MarketDataIncrementalRefresh& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("X"); } 17 18 FIELD_SET(*this, FIX::MDReqID); 19 FIELD_SET(*this, FIX::NoMDEntries); 20 class NoMDEntries: public FIX::Group 21 { 22 public: NoMDEntries()23 NoMDEntries() : FIX::Group(268,279,FIX::message_order(279,285,269,278,280,55,65,48,22,460,461,167,762,200,541,201,224,225,239,226,227,228,255,543,470,471,472,240,202,947,206,231,223,207,106,348,349,107,350,351,691,667,875,876,873,874,711,555,291,292,270,15,271,272,273,274,275,336,625,276,277,282,283,284,286,59,432,126,110,18,287,37,299,288,289,346,290,546,811,451,58,354,355,0)) {} 24 FIELD_SET(*this, FIX::MDUpdateAction); 25 FIELD_SET(*this, FIX::DeleteReason); 26 FIELD_SET(*this, FIX::MDEntryType); 27 FIELD_SET(*this, FIX::MDEntryID); 28 FIELD_SET(*this, FIX::MDEntryRefID); 29 FIELD_SET(*this, FIX::Symbol); 30 FIELD_SET(*this, FIX::SymbolSfx); 31 FIELD_SET(*this, FIX::SecurityID); 32 FIELD_SET(*this, FIX::SecurityIDSource); 33 FIELD_SET(*this, FIX::NoSecurityAltID); 34 class NoSecurityAltID: public FIX::Group 35 { 36 public: NoSecurityAltID()37 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 38 FIELD_SET(*this, FIX::SecurityAltID); 39 FIELD_SET(*this, FIX::SecurityAltIDSource); 40 }; 41 FIELD_SET(*this, FIX::Product); 42 FIELD_SET(*this, FIX::CFICode); 43 FIELD_SET(*this, FIX::SecurityType); 44 FIELD_SET(*this, FIX::SecuritySubType); 45 FIELD_SET(*this, FIX::MaturityMonthYear); 46 FIELD_SET(*this, FIX::MaturityDate); 47 FIELD_SET(*this, FIX::PutOrCall); 48 FIELD_SET(*this, FIX::CouponPaymentDate); 49 FIELD_SET(*this, FIX::IssueDate); 50 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 51 FIELD_SET(*this, FIX::RepurchaseTerm); 52 FIELD_SET(*this, FIX::RepurchaseRate); 53 FIELD_SET(*this, FIX::Factor); 54 FIELD_SET(*this, FIX::CreditRating); 55 FIELD_SET(*this, FIX::InstrRegistry); 56 FIELD_SET(*this, FIX::CountryOfIssue); 57 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 58 FIELD_SET(*this, FIX::LocaleOfIssue); 59 FIELD_SET(*this, FIX::RedemptionDate); 60 FIELD_SET(*this, FIX::StrikePrice); 61 FIELD_SET(*this, FIX::StrikeCurrency); 62 FIELD_SET(*this, FIX::OptAttribute); 63 FIELD_SET(*this, FIX::ContractMultiplier); 64 FIELD_SET(*this, FIX::CouponRate); 65 FIELD_SET(*this, FIX::SecurityExchange); 66 FIELD_SET(*this, FIX::Issuer); 67 FIELD_SET(*this, FIX::EncodedIssuerLen); 68 FIELD_SET(*this, FIX::EncodedIssuer); 69 FIELD_SET(*this, FIX::SecurityDesc); 70 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 71 FIELD_SET(*this, FIX::EncodedSecurityDesc); 72 FIELD_SET(*this, FIX::Pool); 73 FIELD_SET(*this, FIX::ContractSettlMonth); 74 FIELD_SET(*this, FIX::CPProgram); 75 FIELD_SET(*this, FIX::CPRegType); 76 FIELD_SET(*this, FIX::NoEvents); 77 class NoEvents: public FIX::Group 78 { 79 public: NoEvents()80 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 81 FIELD_SET(*this, FIX::EventType); 82 FIELD_SET(*this, FIX::EventDate); 83 FIELD_SET(*this, FIX::EventPx); 84 FIELD_SET(*this, FIX::EventText); 85 }; 86 FIELD_SET(*this, FIX::DatedDate); 87 FIELD_SET(*this, FIX::InterestAccrualDate); 88 FIELD_SET(*this, FIX::NoUnderlyings); 89 class NoUnderlyings: public FIX::Group 90 { 91 public: NoUnderlyings()92 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {} 93 FIELD_SET(*this, FIX::UnderlyingSymbol); 94 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 95 FIELD_SET(*this, FIX::UnderlyingSecurityID); 96 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 97 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 98 class NoUnderlyingSecurityAltID: public FIX::Group 99 { 100 public: NoUnderlyingSecurityAltID()101 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 102 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 103 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 104 }; 105 FIELD_SET(*this, FIX::UnderlyingProduct); 106 FIELD_SET(*this, FIX::UnderlyingCFICode); 107 FIELD_SET(*this, FIX::UnderlyingSecurityType); 108 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 109 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 110 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 111 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 112 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 113 FIELD_SET(*this, FIX::UnderlyingIssueDate); 114 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 115 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 116 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 117 FIELD_SET(*this, FIX::UnderlyingFactor); 118 FIELD_SET(*this, FIX::UnderlyingCreditRating); 119 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 120 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 121 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 122 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 123 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 124 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 125 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 126 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 127 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 128 FIELD_SET(*this, FIX::UnderlyingCouponRate); 129 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 130 FIELD_SET(*this, FIX::UnderlyingIssuer); 131 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 132 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 133 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 134 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 135 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 136 FIELD_SET(*this, FIX::UnderlyingCPProgram); 137 FIELD_SET(*this, FIX::UnderlyingCPRegType); 138 FIELD_SET(*this, FIX::UnderlyingCurrency); 139 FIELD_SET(*this, FIX::UnderlyingQty); 140 FIELD_SET(*this, FIX::UnderlyingPx); 141 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 142 FIELD_SET(*this, FIX::UnderlyingEndPrice); 143 FIELD_SET(*this, FIX::UnderlyingStartValue); 144 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 145 FIELD_SET(*this, FIX::UnderlyingEndValue); 146 FIELD_SET(*this, FIX::NoUnderlyingStips); 147 class NoUnderlyingStips: public FIX::Group 148 { 149 public: NoUnderlyingStips()150 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 151 FIELD_SET(*this, FIX::UnderlyingStipType); 152 FIELD_SET(*this, FIX::UnderlyingStipValue); 153 }; 154 }; 155 FIELD_SET(*this, FIX::NoLegs); 156 class NoLegs: public FIX::Group 157 { 158 public: NoLegs()159 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {} 160 FIELD_SET(*this, FIX::LegSymbol); 161 FIELD_SET(*this, FIX::LegSymbolSfx); 162 FIELD_SET(*this, FIX::LegSecurityID); 163 FIELD_SET(*this, FIX::LegSecurityIDSource); 164 FIELD_SET(*this, FIX::NoLegSecurityAltID); 165 class NoLegSecurityAltID: public FIX::Group 166 { 167 public: NoLegSecurityAltID()168 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 169 FIELD_SET(*this, FIX::LegSecurityAltID); 170 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 171 }; 172 FIELD_SET(*this, FIX::LegProduct); 173 FIELD_SET(*this, FIX::LegCFICode); 174 FIELD_SET(*this, FIX::LegSecurityType); 175 FIELD_SET(*this, FIX::LegSecuritySubType); 176 FIELD_SET(*this, FIX::LegMaturityMonthYear); 177 FIELD_SET(*this, FIX::LegMaturityDate); 178 FIELD_SET(*this, FIX::LegCouponPaymentDate); 179 FIELD_SET(*this, FIX::LegIssueDate); 180 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 181 FIELD_SET(*this, FIX::LegRepurchaseTerm); 182 FIELD_SET(*this, FIX::LegRepurchaseRate); 183 FIELD_SET(*this, FIX::LegFactor); 184 FIELD_SET(*this, FIX::LegCreditRating); 185 FIELD_SET(*this, FIX::LegInstrRegistry); 186 FIELD_SET(*this, FIX::LegCountryOfIssue); 187 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 188 FIELD_SET(*this, FIX::LegLocaleOfIssue); 189 FIELD_SET(*this, FIX::LegRedemptionDate); 190 FIELD_SET(*this, FIX::LegStrikePrice); 191 FIELD_SET(*this, FIX::LegStrikeCurrency); 192 FIELD_SET(*this, FIX::LegOptAttribute); 193 FIELD_SET(*this, FIX::LegContractMultiplier); 194 FIELD_SET(*this, FIX::LegCouponRate); 195 FIELD_SET(*this, FIX::LegSecurityExchange); 196 FIELD_SET(*this, FIX::LegIssuer); 197 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 198 FIELD_SET(*this, FIX::EncodedLegIssuer); 199 FIELD_SET(*this, FIX::LegSecurityDesc); 200 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 201 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 202 FIELD_SET(*this, FIX::LegRatioQty); 203 FIELD_SET(*this, FIX::LegSide); 204 FIELD_SET(*this, FIX::LegCurrency); 205 FIELD_SET(*this, FIX::LegPool); 206 FIELD_SET(*this, FIX::LegDatedDate); 207 FIELD_SET(*this, FIX::LegContractSettlMonth); 208 FIELD_SET(*this, FIX::LegInterestAccrualDate); 209 }; 210 FIELD_SET(*this, FIX::FinancialStatus); 211 FIELD_SET(*this, FIX::CorporateAction); 212 FIELD_SET(*this, FIX::MDEntryPx); 213 FIELD_SET(*this, FIX::Currency); 214 FIELD_SET(*this, FIX::MDEntrySize); 215 FIELD_SET(*this, FIX::MDEntryDate); 216 FIELD_SET(*this, FIX::MDEntryTime); 217 FIELD_SET(*this, FIX::TickDirection); 218 FIELD_SET(*this, FIX::MDMkt); 219 FIELD_SET(*this, FIX::TradingSessionID); 220 FIELD_SET(*this, FIX::TradingSessionSubID); 221 FIELD_SET(*this, FIX::QuoteCondition); 222 FIELD_SET(*this, FIX::TradeCondition); 223 FIELD_SET(*this, FIX::MDEntryOriginator); 224 FIELD_SET(*this, FIX::LocationID); 225 FIELD_SET(*this, FIX::DeskID); 226 FIELD_SET(*this, FIX::OpenCloseSettlFlag); 227 FIELD_SET(*this, FIX::TimeInForce); 228 FIELD_SET(*this, FIX::ExpireDate); 229 FIELD_SET(*this, FIX::ExpireTime); 230 FIELD_SET(*this, FIX::MinQty); 231 FIELD_SET(*this, FIX::ExecInst); 232 FIELD_SET(*this, FIX::SellerDays); 233 FIELD_SET(*this, FIX::OrderID); 234 FIELD_SET(*this, FIX::QuoteEntryID); 235 FIELD_SET(*this, FIX::MDEntryBuyer); 236 FIELD_SET(*this, FIX::MDEntrySeller); 237 FIELD_SET(*this, FIX::NumberOfOrders); 238 FIELD_SET(*this, FIX::MDEntryPositionNo); 239 FIELD_SET(*this, FIX::Scope); 240 FIELD_SET(*this, FIX::PriceDelta); 241 FIELD_SET(*this, FIX::NetChgPrevDay); 242 FIELD_SET(*this, FIX::Text); 243 FIELD_SET(*this, FIX::EncodedTextLen); 244 FIELD_SET(*this, FIX::EncodedText); 245 }; 246 FIELD_SET(*this, FIX::ApplQueueDepth); 247 FIELD_SET(*this, FIX::ApplQueueResolution); 248 }; 249 250 } 251 252 #endif 253