QuickFix42.MarketDataSnapshotFullRefresh message =
  new QuickFix42.MarketDataSnapshotFullRefresh(new QuickFix.Symbol("QF"));
QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries group =
  new QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries();

group.set(new QuickFix.MDEntryType('0'));
group.set(new QuickFix.MDEntryPx(12.32));
group.set(new QuickFix.MDEntrySize(100));
group.set(new QuickFix.OrderID("ORDERID"));
message.addGroup(group);

group.set(new QuickFix.MDEntryType('1'));
group.set(new QuickFix.MDEntryPx(12.32));
group.set(new QuickFix.MDEntrySize(100));
group.set(new QuickFix.OrderID("ORDERID"));
message.addGroup(group);