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You can try this:
MarketDataRequest mdr = new MarketDataRequest();
//Sets up the bars to be 1 hour bars
mdr.setFXCMTimingInterval (FXCMTimingIntervalFactory.HOUR1);
// that is for bars
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDOPEN);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDCLOSE);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDHIGH);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDLOW);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKOPEN);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKCLOSE);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKHIGH);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKLOW);
grl->put(gr);
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