Beispiel #1
0
    public void OnMessage(MarketDataIncrementalRefresh msg, SessionID sessionID)
    {
        FIX44XMLParser parser = new FIX44XMLParser();

        Console.WriteLine("==========Header::==========");
        Console.WriteLine(parser.getFieldName(Tags.BeginString.ToString()) + ":: " + msg.Header.GetString(Tags.BeginString));
        Console.WriteLine(parser.getFieldName(Tags.BodyLength.ToString()) + ":: " + msg.Header.GetString(Tags.BodyLength));
        Console.WriteLine(parser.getFieldName(Tags.MsgType.ToString()) + ":: MarketDataIncrementalRefresh (" + msg.Header.GetString(Tags.MsgType) + ")");
        Console.WriteLine(parser.getFieldName(Tags.MsgSeqNum.ToString()) + ":: " + msg.Header.GetString(Tags.MsgSeqNum));
        Console.WriteLine(parser.getFieldName(Tags.SenderCompID.ToString()) + ":: " + msg.Header.GetString(Tags.SenderCompID));
        Console.WriteLine(parser.getFieldName(Tags.SendingTime.ToString()) + ":: " + msg.Header.GetString(Tags.SendingTime));
        Console.WriteLine(parser.getFieldName(Tags.TargetCompID.ToString()) + ":: " + msg.Header.GetString(Tags.TargetCompID));

        Console.WriteLine("==========Body:: ==========");
        Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries));

        MarketDataIncrementalRefresh.NoMDEntriesGroup g0 = new MarketDataIncrementalRefresh.NoMDEntriesGroup();
        for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1)
        {
            Console.WriteLine("---------- ----------");
            msg.GetGroup(grpIndex, g0);
            //				Console.WriteLine(parser.getFieldName(Tags.MDUpdateAction.ToString())+":: "+g0.GetString(Tags.MDUpdateAction));

            Console.WriteLine(parser.getFieldName(Tags.MDUpdateAction.ToString()) + ":: " +
                              parser.getFieldName(Tags.MDUpdateAction.ToString(), g0.GetString(Tags.MDUpdateAction).ToString()) +
                              "(" + g0.GetString(Tags.MDUpdateAction) + ")"
                              );

            Console.WriteLine(parser.getFieldName(Tags.MDEntryType.ToString()) + ":: " +
                              parser.getFieldName(Tags.MDEntryType.ToString(), g0.GetString(Tags.MDEntryType).ToString()) +
                              "(" + g0.GetString(Tags.MDEntryType) + ")"
                              );

            try
            {
                Console.WriteLine(parser.getFieldName(Tags.MDEntryPx.ToString()) + ":: " + g0.GetString(Tags.MDEntryPx));
            }
            catch (Exception ex)
            {
                Console.WriteLine(parser.getFieldName(Tags.MDEntrySize.ToString()) + ":: " + g0.GetString(Tags.MDEntrySize));
            }

            Console.WriteLine(parser.getFieldName(Tags.MDEntryDate.ToString()) + ":: " + g0.GetString(Tags.MDEntryDate));
            Console.WriteLine(parser.getFieldName(Tags.MDEntryTime.ToString()) + ":: " + g0.GetString(Tags.MDEntryTime));
        }

        Console.WriteLine("==========Trailer:: ==========");
        Console.WriteLine(parser.getFieldName(Tags.CheckSum.ToString()) + ":: " + msg.Trailer.GetString(Tags.CheckSum));
    }
Beispiel #2
0
    public void OnMessage(MarketDataIncrementalRefresh msg, SessionID sessionID)
    {
        FIX44XMLParser parser = new FIX44XMLParser();

        Console.WriteLine("==========Header::==========");
        Console.WriteLine(parser.getFieldName(Tags.BeginString.ToString()) + ":: " + msg.Header.GetString(Tags.BeginString));
        Console.WriteLine(parser.getFieldName(Tags.BodyLength.ToString()) + ":: " + msg.Header.GetString(Tags.BodyLength));
        Console.WriteLine(parser.getFieldName(Tags.MsgType.ToString()) + ":: MarketDataIncrementalRefresh (" + msg.Header.GetString(Tags.MsgType) + ")");
        Console.WriteLine(parser.getFieldName(Tags.MsgSeqNum.ToString()) + ":: " + msg.Header.GetString(Tags.MsgSeqNum));
        Console.WriteLine(parser.getFieldName(Tags.SenderCompID.ToString()) + ":: " + msg.Header.GetString(Tags.SenderCompID));
        Console.WriteLine(parser.getFieldName(Tags.SendingTime.ToString()) + ":: " + msg.Header.GetString(Tags.SendingTime));
        Console.WriteLine(parser.getFieldName(Tags.TargetCompID.ToString()) + ":: " + msg.Header.GetString(Tags.TargetCompID));

        Console.WriteLine("==========Body:: ==========");
        Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries));

        MarketDataIncrementalRefresh.NoMDEntriesGroup g0 = new MarketDataIncrementalRefresh.NoMDEntriesGroup();
        for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1)
        {
            Console.WriteLine("---------- ----------");
            msg.GetGroup(grpIndex, g0);
            //				Console.WriteLine(parser.getFieldName(Tags.MDUpdateAction.ToString())+":: "+g0.GetString(Tags.MDUpdateAction));

            Console.WriteLine(parser.getFieldName(Tags.MDUpdateAction.ToString()) + ":: " +
                parser.getFieldName(Tags.MDUpdateAction.ToString(), g0.GetString(Tags.MDUpdateAction).ToString()) +
                "(" + g0.GetString(Tags.MDUpdateAction) + ")"
            );

            Console.WriteLine(parser.getFieldName(Tags.MDEntryType.ToString()) + ":: " +
                parser.getFieldName(Tags.MDEntryType.ToString(), g0.GetString(Tags.MDEntryType).ToString()) +
                "(" + g0.GetString(Tags.MDEntryType) + ")"
            );

            try
            {
                Console.WriteLine(parser.getFieldName(Tags.MDEntryPx.ToString()) + ":: " + g0.GetString(Tags.MDEntryPx));
            }
            catch (Exception ex)
            {
                Console.WriteLine(parser.getFieldName(Tags.MDEntrySize.ToString()) + ":: " + g0.GetString(Tags.MDEntrySize));
            }

            Console.WriteLine(parser.getFieldName(Tags.MDEntryDate.ToString()) + ":: " + g0.GetString(Tags.MDEntryDate));
            Console.WriteLine(parser.getFieldName(Tags.MDEntryTime.ToString()) + ":: " + g0.GetString(Tags.MDEntryTime));
        }

        Console.WriteLine("==========Trailer:: ==========");
        Console.WriteLine(parser.getFieldName(Tags.CheckSum.ToString()) + ":: " + msg.Trailer.GetString(Tags.CheckSum));
    }