MarketDataIncrementalRefresh#
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struct MarketDataIncrementalRefresh#
FIX MarketDataIncrementalRefresh <X> message.
The Market Data messages are used as the response to a Market Data Request <V> message. In all cases, one Market Data message refers only to one Market Data Request <V>. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.
Public Functions
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#
Encode to buffer.
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bool is_valid() const#
Validate if message contains all required fields.
Public Members
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std::string_view md_req_id#
MdReqId <262>
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std::span<MDInc const> no_md_entries#
NoMdEntries <268> (required)
Public Static Functions
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static MarketDataIncrementalRefresh create(roq::fix::Message const&, std::span<std::byte> const &data)#
Decode.
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#