MarketDataSnapshotFullRefresh#
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struct MarketDataSnapshotFullRefresh#
FIX MarketDataSnapshotFullRefresh <W> message.
This message is used for snapshot when market data have been requested.
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> (required)
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std::string_view symbol#
Symbol <55> (required)
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std::string_view security_exchange#
SecurityExchange <207> (required)
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std::span<MDFull const> no_md_entries#
NoMdEntries <268> (required)
Public Static Functions
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static MarketDataSnapshotFullRefresh 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#