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