MarketDataRequest.h

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#pragma once
 
#include "common_fix/Types.h" // For fix::Symbol
#include <string>
#include <vector>
 
namespace fix {
 
    struct MarketDataRequest {
        std::string mdReqID;
        char subscriptionRequestType; // '0' = Snapshot, '1' = Snapshot +
                                      // Updates, '2' = Unsubscribe
        int marketDepth; // '0' = Full Book, '1' = Top of Book / Level 1
        std::vector<fix::Symbol> symbols; // Using fix::Symbol
    };
 
} // namespace fix