MarketDataSnapshotFullRefresh

struct MarketDataSnapshotFullRefresh

FIX MarketDataSnapshotFullRefresh <W> message.

This message is used for snapshot when market data have been requested.

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> (required)

std::string_view symbol

Symbol <55> (required)

std::string_view security_exchange

SecurityExchange <207> (required)

std::span<roq::codec::fix::MDFull const> no_md_entries

NoMdEntries <268> (required)

Public Static Functions

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

Decode.