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