1 #ifndef FIX50_MARKETDATAINCREMENTALREFRESH_H 2 #define FIX50_MARKETDATAINCREMENTALREFRESH_H 3 4 #include "Message.h" 5 6 namespace FIX50 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::MDBookType); 19 FIELD_SET(*this, FIX::MDFeedType); 20 FIELD_SET(*this, FIX::TradeDate); 21 FIELD_SET(*this, FIX::MDReqID); 22 FIELD_SET(*this, FIX::NoMDEntries); 23 class NoMDEntries: public FIX::Group 24 { 25 public: NoMDEntries()26 NoMDEntries() : FIX::Group(268,279,FIX::message_order(279,285,269,278,280,55,65,48,22,460,461,167,762,200,541,1079,201,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,996,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,711,555,291,292,270,40,15,271,272,273,274,275,336,625,276,277,282,283,284,286,59,432,126,110,18,287,37,198,299,288,289,346,290,546,811,451,58,354,355,1023,528,1024,332,333,1020,63,64,1070,83,1048,1026,1027,453,0)) {} 27 FIELD_SET(*this, FIX::MDUpdateAction); 28 FIELD_SET(*this, FIX::DeleteReason); 29 FIELD_SET(*this, FIX::MDEntryType); 30 FIELD_SET(*this, FIX::MDEntryID); 31 FIELD_SET(*this, FIX::MDEntryRefID); 32 FIELD_SET(*this, FIX::Symbol); 33 FIELD_SET(*this, FIX::SymbolSfx); 34 FIELD_SET(*this, FIX::SecurityID); 35 FIELD_SET(*this, FIX::SecurityIDSource); 36 FIELD_SET(*this, FIX::NoSecurityAltID); 37 class NoSecurityAltID: public FIX::Group 38 { 39 public: NoSecurityAltID()40 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 41 FIELD_SET(*this, FIX::SecurityAltID); 42 FIELD_SET(*this, FIX::SecurityAltIDSource); 43 }; 44 FIELD_SET(*this, FIX::Product); 45 FIELD_SET(*this, FIX::CFICode); 46 FIELD_SET(*this, FIX::SecurityType); 47 FIELD_SET(*this, FIX::SecuritySubType); 48 FIELD_SET(*this, FIX::MaturityMonthYear); 49 FIELD_SET(*this, FIX::MaturityDate); 50 FIELD_SET(*this, FIX::MaturityTime); 51 FIELD_SET(*this, FIX::PutOrCall); 52 FIELD_SET(*this, FIX::SettleOnOpenFlag); 53 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 54 FIELD_SET(*this, FIX::SecurityStatus); 55 FIELD_SET(*this, FIX::CouponPaymentDate); 56 FIELD_SET(*this, FIX::IssueDate); 57 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 58 FIELD_SET(*this, FIX::RepurchaseTerm); 59 FIELD_SET(*this, FIX::RepurchaseRate); 60 FIELD_SET(*this, FIX::Factor); 61 FIELD_SET(*this, FIX::CreditRating); 62 FIELD_SET(*this, FIX::InstrRegistry); 63 FIELD_SET(*this, FIX::CountryOfIssue); 64 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 65 FIELD_SET(*this, FIX::LocaleOfIssue); 66 FIELD_SET(*this, FIX::RedemptionDate); 67 FIELD_SET(*this, FIX::StrikePrice); 68 FIELD_SET(*this, FIX::StrikeCurrency); 69 FIELD_SET(*this, FIX::StrikeMultiplier); 70 FIELD_SET(*this, FIX::StrikeValue); 71 FIELD_SET(*this, FIX::OptAttribute); 72 FIELD_SET(*this, FIX::ContractMultiplier); 73 FIELD_SET(*this, FIX::MinPriceIncrement); 74 FIELD_SET(*this, FIX::UnitOfMeasure); 75 FIELD_SET(*this, FIX::TimeUnit); 76 FIELD_SET(*this, FIX::CouponRate); 77 FIELD_SET(*this, FIX::SecurityExchange); 78 FIELD_SET(*this, FIX::PositionLimit); 79 FIELD_SET(*this, FIX::NTPositionLimit); 80 FIELD_SET(*this, FIX::Issuer); 81 FIELD_SET(*this, FIX::EncodedIssuerLen); 82 FIELD_SET(*this, FIX::EncodedIssuer); 83 FIELD_SET(*this, FIX::SecurityDesc); 84 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 85 FIELD_SET(*this, FIX::EncodedSecurityDesc); 86 FIELD_SET(*this, FIX::Pool); 87 FIELD_SET(*this, FIX::ContractSettlMonth); 88 FIELD_SET(*this, FIX::CPProgram); 89 FIELD_SET(*this, FIX::CPRegType); 90 FIELD_SET(*this, FIX::NoEvents); 91 class NoEvents: public FIX::Group 92 { 93 public: NoEvents()94 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 95 FIELD_SET(*this, FIX::EventType); 96 FIELD_SET(*this, FIX::EventDate); 97 FIELD_SET(*this, FIX::EventPx); 98 FIELD_SET(*this, FIX::EventText); 99 }; 100 FIELD_SET(*this, FIX::DatedDate); 101 FIELD_SET(*this, FIX::InterestAccrualDate); 102 FIELD_SET(*this, FIX::NoInstrumentParties); 103 class NoInstrumentParties: public FIX::Group 104 { 105 public: NoInstrumentParties()106 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 107 FIELD_SET(*this, FIX::InstrumentPartyID); 108 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 109 FIELD_SET(*this, FIX::InstrumentPartyRole); 110 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 111 class NoInstrumentPartySubIDs: public FIX::Group 112 { 113 public: NoInstrumentPartySubIDs()114 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 115 FIELD_SET(*this, FIX::InstrumentPartySubID); 116 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 117 }; 118 }; 119 FIELD_SET(*this, FIX::NoUnderlyings); 120 class NoUnderlyings: public FIX::Group 121 { 122 public: NoUnderlyings()123 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {} 124 FIELD_SET(*this, FIX::UnderlyingSymbol); 125 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 126 FIELD_SET(*this, FIX::UnderlyingSecurityID); 127 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 128 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 129 class NoUnderlyingSecurityAltID: public FIX::Group 130 { 131 public: NoUnderlyingSecurityAltID()132 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 133 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 134 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 135 }; 136 FIELD_SET(*this, FIX::UnderlyingProduct); 137 FIELD_SET(*this, FIX::UnderlyingCFICode); 138 FIELD_SET(*this, FIX::UnderlyingSecurityType); 139 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 140 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 141 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 142 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 143 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 144 FIELD_SET(*this, FIX::UnderlyingIssueDate); 145 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 146 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 147 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 148 FIELD_SET(*this, FIX::UnderlyingFactor); 149 FIELD_SET(*this, FIX::UnderlyingCreditRating); 150 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 151 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 152 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 153 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 154 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 155 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 156 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 157 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 158 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 159 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 160 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 161 FIELD_SET(*this, FIX::UnderlyingCouponRate); 162 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 163 FIELD_SET(*this, FIX::UnderlyingIssuer); 164 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 165 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 166 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 167 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 168 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 169 FIELD_SET(*this, FIX::UnderlyingCPProgram); 170 FIELD_SET(*this, FIX::UnderlyingCPRegType); 171 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 172 FIELD_SET(*this, FIX::UnderlyingCurrency); 173 FIELD_SET(*this, FIX::UnderlyingQty); 174 FIELD_SET(*this, FIX::UnderlyingSettlementType); 175 FIELD_SET(*this, FIX::UnderlyingCashAmount); 176 FIELD_SET(*this, FIX::UnderlyingCashType); 177 FIELD_SET(*this, FIX::UnderlyingPx); 178 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 179 FIELD_SET(*this, FIX::UnderlyingEndPrice); 180 FIELD_SET(*this, FIX::UnderlyingStartValue); 181 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 182 FIELD_SET(*this, FIX::UnderlyingEndValue); 183 FIELD_SET(*this, FIX::NoUnderlyingStips); 184 class NoUnderlyingStips: public FIX::Group 185 { 186 public: NoUnderlyingStips()187 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 188 FIELD_SET(*this, FIX::UnderlyingStipType); 189 FIELD_SET(*this, FIX::UnderlyingStipValue); 190 }; 191 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 192 FIELD_SET(*this, FIX::UnderlyingFXRate); 193 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 194 FIELD_SET(*this, FIX::UnderlyingCapValue); 195 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 196 class NoUndlyInstrumentParties: public FIX::Group 197 { 198 public: NoUndlyInstrumentParties()199 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 200 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 201 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 202 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 203 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 204 class NoUndlyInstrumentPartySubIDs: public FIX::Group 205 { 206 public: NoUndlyInstrumentPartySubIDs()207 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 208 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 209 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 210 }; 211 }; 212 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 213 }; 214 FIELD_SET(*this, FIX::NoLegs); 215 class NoLegs: public FIX::Group 216 { 217 public: NoLegs()218 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {} 219 FIELD_SET(*this, FIX::LegSymbol); 220 FIELD_SET(*this, FIX::LegSymbolSfx); 221 FIELD_SET(*this, FIX::LegSecurityID); 222 FIELD_SET(*this, FIX::LegSecurityIDSource); 223 FIELD_SET(*this, FIX::NoLegSecurityAltID); 224 class NoLegSecurityAltID: public FIX::Group 225 { 226 public: NoLegSecurityAltID()227 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 228 FIELD_SET(*this, FIX::LegSecurityAltID); 229 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 230 }; 231 FIELD_SET(*this, FIX::LegProduct); 232 FIELD_SET(*this, FIX::LegCFICode); 233 FIELD_SET(*this, FIX::LegSecurityType); 234 FIELD_SET(*this, FIX::LegSecuritySubType); 235 FIELD_SET(*this, FIX::LegMaturityMonthYear); 236 FIELD_SET(*this, FIX::LegMaturityDate); 237 FIELD_SET(*this, FIX::LegCouponPaymentDate); 238 FIELD_SET(*this, FIX::LegIssueDate); 239 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 240 FIELD_SET(*this, FIX::LegRepurchaseTerm); 241 FIELD_SET(*this, FIX::LegRepurchaseRate); 242 FIELD_SET(*this, FIX::LegFactor); 243 FIELD_SET(*this, FIX::LegCreditRating); 244 FIELD_SET(*this, FIX::LegInstrRegistry); 245 FIELD_SET(*this, FIX::LegCountryOfIssue); 246 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 247 FIELD_SET(*this, FIX::LegLocaleOfIssue); 248 FIELD_SET(*this, FIX::LegRedemptionDate); 249 FIELD_SET(*this, FIX::LegStrikePrice); 250 FIELD_SET(*this, FIX::LegStrikeCurrency); 251 FIELD_SET(*this, FIX::LegOptAttribute); 252 FIELD_SET(*this, FIX::LegContractMultiplier); 253 FIELD_SET(*this, FIX::LegUnitOfMeasure); 254 FIELD_SET(*this, FIX::LegTimeUnit); 255 FIELD_SET(*this, FIX::LegCouponRate); 256 FIELD_SET(*this, FIX::LegSecurityExchange); 257 FIELD_SET(*this, FIX::LegIssuer); 258 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 259 FIELD_SET(*this, FIX::EncodedLegIssuer); 260 FIELD_SET(*this, FIX::LegSecurityDesc); 261 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 262 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 263 FIELD_SET(*this, FIX::LegRatioQty); 264 FIELD_SET(*this, FIX::LegSide); 265 FIELD_SET(*this, FIX::LegCurrency); 266 FIELD_SET(*this, FIX::LegPool); 267 FIELD_SET(*this, FIX::LegDatedDate); 268 FIELD_SET(*this, FIX::LegContractSettlMonth); 269 FIELD_SET(*this, FIX::LegInterestAccrualDate); 270 FIELD_SET(*this, FIX::LegOptionRatio); 271 }; 272 FIELD_SET(*this, FIX::FinancialStatus); 273 FIELD_SET(*this, FIX::CorporateAction); 274 FIELD_SET(*this, FIX::MDEntryPx); 275 FIELD_SET(*this, FIX::OrdType); 276 FIELD_SET(*this, FIX::Currency); 277 FIELD_SET(*this, FIX::MDEntrySize); 278 FIELD_SET(*this, FIX::MDEntryDate); 279 FIELD_SET(*this, FIX::MDEntryTime); 280 FIELD_SET(*this, FIX::TickDirection); 281 FIELD_SET(*this, FIX::MDMkt); 282 FIELD_SET(*this, FIX::TradingSessionID); 283 FIELD_SET(*this, FIX::TradingSessionSubID); 284 FIELD_SET(*this, FIX::QuoteCondition); 285 FIELD_SET(*this, FIX::TradeCondition); 286 FIELD_SET(*this, FIX::MDEntryOriginator); 287 FIELD_SET(*this, FIX::LocationID); 288 FIELD_SET(*this, FIX::DeskID); 289 FIELD_SET(*this, FIX::OpenCloseSettlFlag); 290 FIELD_SET(*this, FIX::TimeInForce); 291 FIELD_SET(*this, FIX::ExpireDate); 292 FIELD_SET(*this, FIX::ExpireTime); 293 FIELD_SET(*this, FIX::MinQty); 294 FIELD_SET(*this, FIX::ExecInst); 295 FIELD_SET(*this, FIX::SellerDays); 296 FIELD_SET(*this, FIX::OrderID); 297 FIELD_SET(*this, FIX::SecondaryOrderID); 298 FIELD_SET(*this, FIX::QuoteEntryID); 299 FIELD_SET(*this, FIX::MDEntryBuyer); 300 FIELD_SET(*this, FIX::MDEntrySeller); 301 FIELD_SET(*this, FIX::NumberOfOrders); 302 FIELD_SET(*this, FIX::MDEntryPositionNo); 303 FIELD_SET(*this, FIX::Scope); 304 FIELD_SET(*this, FIX::PriceDelta); 305 FIELD_SET(*this, FIX::NetChgPrevDay); 306 FIELD_SET(*this, FIX::Text); 307 FIELD_SET(*this, FIX::EncodedTextLen); 308 FIELD_SET(*this, FIX::EncodedText); 309 FIELD_SET(*this, FIX::MDPriceLevel); 310 FIELD_SET(*this, FIX::OrderCapacity); 311 FIELD_SET(*this, FIX::MDOriginType); 312 FIELD_SET(*this, FIX::HighPx); 313 FIELD_SET(*this, FIX::LowPx); 314 FIELD_SET(*this, FIX::TradeVolume); 315 FIELD_SET(*this, FIX::SettlType); 316 FIELD_SET(*this, FIX::SettlDate); 317 FIELD_SET(*this, FIX::MDQuoteType); 318 FIELD_SET(*this, FIX::RptSeq); 319 FIELD_SET(*this, FIX::DealingCapacity); 320 FIELD_SET(*this, FIX::MDEntrySpotRate); 321 FIELD_SET(*this, FIX::MDEntryForwardPoints); 322 FIELD_SET(*this, FIX::NoPartyIDs); 323 class NoPartyIDs: public FIX::Group 324 { 325 public: NoPartyIDs()326 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 327 FIELD_SET(*this, FIX::PartyID); 328 FIELD_SET(*this, FIX::PartyIDSource); 329 FIELD_SET(*this, FIX::PartyRole); 330 FIELD_SET(*this, FIX::NoPartySubIDs); 331 class NoPartySubIDs: public FIX::Group 332 { 333 public: NoPartySubIDs()334 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 335 FIELD_SET(*this, FIX::PartySubID); 336 FIELD_SET(*this, FIX::PartySubIDType); 337 }; 338 }; 339 }; 340 FIELD_SET(*this, FIX::ApplQueueDepth); 341 FIELD_SET(*this, FIX::ApplQueueResolution); 342 FIELD_SET(*this, FIX::NoRoutingIDs); 343 class NoRoutingIDs: public FIX::Group 344 { 345 public: NoRoutingIDs()346 NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {} 347 FIELD_SET(*this, FIX::RoutingType); 348 FIELD_SET(*this, FIX::RoutingID); 349 }; 350 }; 351 352 } 353 354 #endif 355