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

std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#

Encode to buffer.

bool is_valid() const#

Validate if message contains all required fields.

Public Members

std::string_view md_req_id#

MdReqId <262>

std::span<MDInc const> no_md_entries#

NoMdEntries <268> (required)

Public Static Functions

static MarketDataIncrementalRefresh create(roq::fix::Message const&, std::span<std::byte> const &data)#