public void RepeatingGroupParseGroupTest() { String data = "8=FIX.4.4\x01" + "9=309\x01" + "35=8\x01" + "49=ASX\x01" + "56=CL1_FIX44\x01" + "34=4\x01" + "52=20060324-01:05:58\x01" + "" + "17=X-B-WOW-1494E9A0:58BD3F9D-1109\x01" + "150=D\x01" + "39=0\x01" + "11=184271\x01" + "38=200\x01" + "198=1494E9A0:58BD3F9D\x01" + "" + "526=4324\x01" + "37=B-WOW-1494E9A0:58BD3F9D\x01" + "55=WOW\x01" + "54=1\x01" + "151=200\x01" + "14=0\x01" + "40=2\x01" + "44=15\x01" + "59=1\x01" + "6=0\x01" + "" + "453=3\x01" + "448=AAA35791\x01" + "447=D\x01" + "452=3\x01" + "802=1\x01" + "523=OHAI123\x01" + "448=8\x01" + "447=D\x01" + "452=4\x01" + "448=FIX11\x01" + "447=D\x01" + "452=36\x01" + "" + "60=20060320-03:34:29\x01" + "10=169\x01" + ""; var msg = new QuickFix.FIX44.ExecutionReport(); var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); msg.FromString(data, false, dd, dd, _defaultMsgFactory); var grp = msg.GetGroup(1, Tags.NoPartyIDs); Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("AAA35791")); grp = msg.GetGroup(3, Tags.NoPartyIDs); Assert.That(grp.GetString(Tags.PartyID), Is.EqualTo("FIX11")); }
public void FromString_Groups_NoFactory() { // issue 179 var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); string[] msgFields = { // header "8=FIX.4.4", "9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO", // non-group body fields "6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000", "37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321", "106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5", "223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307", // NoPartyIDs "453=6", "448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4", "448=TFOLIO:6804469", "447=D", "452=12", "448=TFOLIO", "447=D", "452=11", "448=THINKFOLIO LTD", "447=D", "452=13", "448=SXT", "447=D", "452=16", "448=TFOLIO:6804469", "447=D", "452=36", "10=152" }; string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH; QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport(); msg.FromString(msgStr, true, dd, dd, null); // <-- null factory! Console.WriteLine(msg.ToString()); QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup partyGroup = new QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup(); msg.GetGroup(2, partyGroup); Assert.False(partyGroup.IsSetNoPartySubIDs()); }
public void NestedRepeatingGroupParseGroupTest() { String data = "8=FIX.4.4\x01" + "9=309\x01" + "35=8\x01" + "49=ASX\x01" + "56=CL1_FIX44\x01" + "34=4\x01" + "52=20060324-01:05:58\x01" + "" + "17=X-B-WOW-1494E9A0:58BD3F9D-1109\x01" + "150=D\x01" + "39=0\x01" + "11=184271\x01" + "38=200\x01" + "198=1494E9A0:58BD3F9D\x01" + "" + "526=4324\x01" + "37=B-WOW-1494E9A0:58BD3F9D\x01" + "55=WOW\x01" + "54=1\x01" + "151=200\x01" + "14=0\x01" + "40=2\x01" + "44=15\x01" + "59=1\x01" + "6=0\x01" + "" + "453=3\x01" + "448=AAA35791\x01" + "447=D\x01" + "452=3\x01" + "802=1\x01" + "523=OHAI123\x01" + "448=8\x01" + "447=D\x01" + "452=4\x01" + "448=FIX11\x01" + "447=D\x01" + "452=36\x01" + "" + "60=20060320-03:34:29\x01" + "10=169\x01" + ""; var msg = new QuickFix.FIX44.ExecutionReport(); var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); msg.FromString(data, false, dd, dd, _defaultMsgFactory); var subGrp = msg.GetGroup(1, Tags.NoPartyIDs).GetGroup(1, Tags.NoPartySubIDs); Assert.That(subGrp.GetString(Tags.PartySubID), Is.EqualTo("OHAI123")); }
public void FromString_Groups_NoFactory() { // issue 179 var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); string[] msgFields = { // header "8=FIX.4.4","9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO", // non-group body fields "6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000", "37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321", "106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5", "223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307", // NoPartyIDs "453=6", "448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4", "448=TFOLIO:6804469", "447=D", "452=12", "448=TFOLIO", "447=D", "452=11", "448=THINKFOLIO LTD", "447=D", "452=13", "448=SXT", "447=D", "452=16", "448=TFOLIO:6804469", "447=D", "452=36", "10=152" }; string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH; QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport(); msg.FromString(msgStr, true, dd, dd, null); // <-- null factory! Console.WriteLine(msg.ToString()); QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup partyGroup = new QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup(); msg.GetGroup(2, partyGroup); Assert.False(partyGroup.IsSetNoPartySubIDs()); }
public void ToXMLWithGroupsTest() { var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); string[] msgFields = { // header "8=FIX.4.4","9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO", // non-group body fields "6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000", "37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321", "106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5", "223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307", // NoPartyIDs "453=6", "448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4", "448=TFOLIO:6804469", "447=D", "452=12", "448=TFOLIO", "447=D", "452=11", "448=THINKFOLIO LTD", "447=D", "452=13", "448=SXT", "447=D", "452=16", "448=TFOLIO:6804469", "447=D", "452=36", "10=152" }; string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH; QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport(); msg.FromString(msgStr, true, dd, dd, null); // <-- null factory! string xmlDoc = msg.toXML(); System.Diagnostics.Debug.Print(xmlDoc.ToString()); XDocument doc = null; try { doc = XDocument.Parse(xmlDoc); } catch (Exception e) { Assert.Fail("Badly formed XML generated: " + e.Message); } var groups = doc.Descendants("message").Descendants("body").Elements("group") .Select(group => new { numbers = group.Descendants("field").Attributes("number"), values = group.Descendants("field") }) .ToList(); int ct = 0; foreach (var elem in groups) { int number = 0; Group group = msg.GetGroup(++ct, 453); var valueEnum = elem.values.GetEnumerator(); foreach (var numberEnum in elem.numbers) { valueEnum.MoveNext(); string value = valueEnum.Current.Value; if (int.TryParse(numberEnum.Value.ToString(), out number) == false) { Assert.Fail("should be number " + numberEnum.Value.ToString()); } else { if (group.IsSetField(number)) { string msgValue = group.GetField(number); Assert.That(value, Is.EqualTo(msgValue)); } } } } }
public void TestQuickFIXCompatibleGroups() { // allow QuickFIX compatible group parsing (note test MissingDelimiterField proves the reverse) var dd = new QuickFix.DataDictionary.DataDictionary(); dd.Load("../../../spec/fix/FIX44.xml"); // group 555 does not begin with 600 string[] msgFields = { "8=FIX.4.4", "9=296", "35=8", "34=2", "49=XXXXX", "52=20150731-12:00:00.000", "56=CLIENT2", "1=C", "11=T01", "17=123", "37=ST1", "39=0", "44=10000", "54=1", "55=CAD", "60=20150731-12:00:00.000", "75=20150731", "109=BRK","150=0","167=F", "375=ABC", "423=0","555=1", "687=1","943=R1", "5296=1", "5322=ABC","5442=MST1", "5444=1", "5474=S", "5475=MAR16", "5476=PRIV1", "5477=PUB1", "5478=0","5479=0","5681=0","7931=0","10=43" }; string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH; QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport(); msg.QuickFIXCompatibleGroups = true; Assert.DoesNotThrow(delegate { msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory); }); Group group = msg.GetGroup(1, 555); Assert.IsNotNull(group, "Group should be created"); }
public static OrdemInfo Fix44ExecutionReport2OrdemInfo(QuickFix.FIX44.ExecutionReport er, FixSessionItem cfg) { try { OrdemInfo order = new OrdemInfo(); string descricao = string.Empty; // order = new OrdemInfo(); order.Account = Convert.ToInt32(er.IsSetAccount() ? er.Account.getValue() : "0"); order.Exchange = cfg.Bolsa; order.ChannelID = cfg.Operador; order.ClOrdID = er.ClOrdID.ToString();//chaveClOrdId; order.OrigClOrdID = er.IsSetOrigClOrdID() ? er.OrigClOrdID.getValue() : null; order.ExecBroker = "227"; if (er.IsSetExpireDate()) { string expdate = er.ExpireDate.getValue() + "235959"; order.ExpireDate = DateTime.ParseExact(expdate, "yyyyMMddHHmmss", CultureInfo.InvariantCulture); } else { order.ExpireDate = DateTime.MinValue; } order.MaxFloor = er.IsSetMaxFloor() ? Convert.ToDouble(er.MaxFloor.getValue()) : 0; order.MinQty = er.IsSetMinQty() ? Convert.ToDouble(er.MinQty.getValue()) : 0; order.OrderQty = Convert.ToInt32(er.IsSetOrderQty() ? er.OrderQty.getValue() : 0); order.OrdType = FixMessageUtilities.TraduzirOrdemTipo(er.OrdType.getValue()); order.Price = er.IsSetPrice() ? Convert.ToDouble(er.Price.getValue()) : 0; order.SecurityID = er.IsSetSecurityID() ? er.SecurityID.ToString() : null; order.Side = er.IsSetSide() ? (OrdemDirecaoEnum)Convert.ToInt32(er.Side.ToString()) : OrdemDirecaoEnum.NaoInformado; order.Symbol = er.IsSetSymbol() ? er.Symbol.ToString() : null; order.TimeInForce = er.IsSetTimeInForce() ? FixMessageUtilities.deTimeInForceParaOrdemValidade(er.TimeInForce) : OrdemValidadeEnum.NaoInformado; //} order.ExchangeNumberID = er.IsSetOrderID() ? er.OrderID.getValue() : null; order.OrderQtyRemmaining = Convert.ToInt32(er.IsSetLeavesQty() ? er.LeavesQty.getValue() : 0); order.CumQty = Convert.ToInt32(er.IsSetCumQty() ? er.CumQty.getValue() : 0); order.OrdStatus = FixMessageUtilities.TraduzirOrdemStatus(er.OrdStatus.getValue()); order.Memo5149 = er.IsSetField(5149) ? er.GetField(5149) : String.Empty; order.PossDupFlag = er.Header.IsSetField(Tags.PossDupFlag) ? er.Header.GetBoolean(Tags.PossDupFlag) : false; order.PossResend = er.Header.IsSetField(Tags.PossResend) ? er.Header.GetBoolean(Tags.PossResend) : false; order.CompIDBolsa = er.Header.IsSetField(Tags.SenderCompID) ? er.Header.GetString(Tags.SenderCompID) : cfg.SenderCompID; order.CompIDOMS = er.Header.IsSetField(Tags.TargetCompID) ? er.Header.GetString(Tags.TargetCompID) : cfg.TargetCompID; switch (order.OrdStatus) { case OrdemStatusEnum.NOVA: descricao = "Ordem aberta"; order.RegisterTime = DateTime.Now; break; case OrdemStatusEnum.CANCELADA: descricao = "Ordem cancelada"; break; case OrdemStatusEnum.PARCIALMENTEEXECUTADA: descricao = "Ordem com execucao parcial"; break; case OrdemStatusEnum.SUSPENSA: descricao = "Ordem suspensa"; break; case OrdemStatusEnum.EXECUTADA: descricao = "Ordem executada"; break; case OrdemStatusEnum.SUBSTITUIDA: descricao = "Ordem substituida"; break; case OrdemStatusEnum.REJEITADA: if (er.IsSetText()) { descricao = er.Text.getValue(); } break; } order.TransactTime = DateTime.Now; // Try get the msg seq number order.FixMsgSeqNum = er.Header.IsSetField(Tags.MsgSeqNum) ? er.Header.GetInt(Tags.MsgSeqNum) : 0; order.ProtectionPrice = Convert.ToDecimal(er.IsSetField(35001) ? er.GetString(35001) : "0"); // Setando informações de acompanhamento AcompanhamentoOrdemInfo acompanhamento = new AcompanhamentoOrdemInfo(); acompanhamento.NumeroControleOrdem = order.ClOrdID; acompanhamento.CodigoDoCliente = order.Account; acompanhamento.CodigoResposta = order.ExchangeNumberID; acompanhamento.CodigoTransacao = er.IsSetExecID() ? er.ExecID.getValue() : null; acompanhamento.Instrumento = order.Symbol; acompanhamento.SecurityID = order.SecurityID; acompanhamento.CanalNegociacao = order.ChannelID; acompanhamento.Direcao = order.Side; acompanhamento.QuantidadeSolicitada = order.OrderQty; acompanhamento.QuantidadeExecutada = (int)er.CumQty.getValue(); acompanhamento.QuantidadeRemanescente = (int)er.LeavesQty.getValue(); acompanhamento.QuantidadeNegociada = er.IsSetLastQty() ? (int)er.LastQty.getValue() : 0; acompanhamento.Preco = new Decimal(order.Price); acompanhamento.StatusOrdem = FixMessageUtilities.TraduzirOrdemStatus(er.OrdStatus.getValue()); acompanhamento.DataOrdemEnvio = order.TransactTime; acompanhamento.DataAtualizacao = DateTime.Now; acompanhamento.CodigoRejeicao = er.IsSetOrdRejReason() ? er.OrdRejReason.ToString() : "0"; acompanhamento.Descricao = descricao; // Try get the msg seq number acompanhamento.FixMsgSeqNum = er.Header.IsSetField(Tags.MsgSeqNum) ? er.Header.GetInt(Tags.MsgSeqNum) : 0; acompanhamento.LastPx = er.IsSetLastPx() ? (Decimal)er.LastPx.getValue() : new Decimal(order.Price); acompanhamento.TradeDate = er.IsSetTradeDate() ? er.TradeDate.getValue() : DateTime.Now.ToString("yyyyMMdd"); //BEI Fields //Added in 2012-Nov-13 by ATP acompanhamento.ExchangeOrderID = er.IsSetField(35022) ? er.GetString(35022) : String.Empty; acompanhamento.ExchangeExecID = er.IsSetField(35023) ? er.GetString(35023) : String.Empty; acompanhamento.LastPxInIssuedCurrency = Convert.ToDecimal(er.IsSetField(35024) ? er.GetString(35024) : "0"); acompanhamento.PriceInIssuedCurrency = Convert.ToDecimal(er.IsSetField(35025) ? er.GetString(35025) : "0"); acompanhamento.ExchangeSecondaryOrderID = er.IsSetField(35026) ? er.GetString(35026) : String.Empty; acompanhamento.TradeLinkID = er.IsSetField(820) ? er.GetString(820) : String.Empty; acompanhamento.OrderLinkID = er.IsSetField(5975) ? er.GetString(5975) : String.Empty; acompanhamento.ExchangeQuoteID = er.IsSetField(5001) ? er.GetString(5001) : String.Empty; acompanhamento.PossDupFlag = er.Header.IsSetField(Tags.PossDupFlag) ? er.Header.GetBoolean(Tags.PossDupFlag) : false; acompanhamento.PossResend = er.Header.IsSetField(Tags.PossResend) ? er.Header.GetBoolean(Tags.PossResend) : false; acompanhamento.CompIDBolsa = er.Header.IsSetField(Tags.SenderCompID) ? er.Header.GetString(Tags.SenderCompID) : cfg.SenderCompID; acompanhamento.CompIDOMS = er.Header.IsSetField(Tags.TargetCompID) ? er.Header.GetString(Tags.TargetCompID) : cfg.TargetCompID; if (er.IsSetNoMiscFees()) { int ocorr = er.GetInt(Tags.NoMiscFees);// noMiscFees.getValue(); for (uint i = 0; i < ocorr; i++) { EmolumentoInfo emol = new EmolumentoInfo(); Group feeGroup = er.GetGroup((int)i, Tags.NoMiscFees); emol.Valor = Convert.ToDecimal(feeGroup.IsSetField(Tags.MiscFeeAmt) ? feeGroup.GetString(Tags.MiscFeeAmt) : "0"); emol.BaseEmolumento = Convert.ToInt32(feeGroup.IsSetField(Tags.MiscFeeBasis) ? feeGroup.GetString(Tags.MiscFeeBasis) : "0"); emol.Currency = feeGroup.GetString(Tags.MiscFeeCurr); emol.Tipo = (EmolumentoTipoEnum)feeGroup.GetInt(Tags.MiscFeeType); } } // Adicionando informações de acompanhamento ao OrdemInfo order.Acompanhamentos.Clear(); order.Acompanhamentos.Add(acompanhamento); return(order); } catch (Exception ex) { logger.Error("Fix44ExecutionReport2OrdemInfo(): " + ex.Message, ex); } return(null); }
public void OnMessage(QuickFix.FIX44.ExecutionReport m, SessionID s) { var utcNow = DateTime.UtcNow; var stringBuilder = new StringBuilder("***Execution report***:\r\n"); stringBuilder.Append("================\r\n"); for (int i = 1; i <= m.GetInt(QuickFix.Fields.Tags.NoContraBrokers); i++) { var group = new QuickFix.FIX44.ExecutionReport.NoContraBrokersGroup(); m.GetGroup(i, group); stringBuilder.Append("LP:").Append(group.ContraBroker.getValue()).Append("\r\n"); } stringBuilder.Append("Price:").Append(m.AvgPx.getValue()).Append("\r\n"); stringBuilder.Append("Side:").Append(m.Side.getValue() == '1'?"Buy" :"Sell").Append("\r\n"); stringBuilder.Append("Quantity:").Append(m.OrderQty.getValue()).Append("\r\n"); var TimeIn = default(DateTime); var TimeOut = default(DateTime); var BrokerReceipt = default(DateTime); var BrokerExec = default(DateTime); for (int i = 1; i <= m.GetInt(QuickFix.Fields.Tags.NoTrdRegTimestamps); i++) { var group = new QuickFix.FIX44.CollateralReport.NoTrdRegTimestampsGroup(); m.GetGroup(i, group); switch (i) { case 1: TimeIn = group.TrdRegTimestamp.getValue(); break; case 2: TimeOut = group.TrdRegTimestamp.getValue(); break; case 3: BrokerReceipt = group.TrdRegTimestamp.getValue(); break; case 4: BrokerExec = group.TrdRegTimestamp.getValue(); break; } } var clientSentDate = this._orderClientTimestamp[m.ClOrdID.getValue()]; stringBuilder.Append("TimeStamps:\r\n"); stringBuilder.Append("Customer sent:").Append(clientSentDate.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Time in:").Append(TimeIn.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Broker receipt:").Append(BrokerReceipt.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Broker exec:").Append(BrokerExec.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Time out:").Append(TimeOut.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Customer exec:").Append(utcNow.ToString("h:m:s.fff")).Append("\r\n"); stringBuilder.Append("Customer | IdsRoot | LP\r\n").Append("\r\n"); stringBuilder.Append("Customer sent->| |\r\n").Append("\r\n"); stringBuilder.Append(" |-> Time in |\r\n").Append("\r\n"); stringBuilder.Append(" | |-> Broker Receipt\r\n").Append("\r\n"); stringBuilder.Append(" | |<- Broker exec\r\n").Append("\r\n"); stringBuilder.Append(" |<- Time out |\r\n").Append("\r\n"); stringBuilder.Append("Customer exec<-| |\r\n").Append("\r\n"); Console.WriteLine(stringBuilder.ToString()); }
public static QuickFix.FIX42.ExecutionReport Fix44ER_2_Fix42ER(QuickFix.FIX44.ExecutionReport er44) { try { QuickFix.FIX42.ExecutionReport er42 = new QuickFix.FIX42.ExecutionReport(); // if (er44.IsSetApplID()) er42.Set(new ApplID(er44.ApplID.getValue())); // if (er44.IsSetApplSeqNum()) er42.Set(new ApplSeqNum(er44.ApplSeqNum.getValue())); if (er44.IsSetOrderID()) { er42.Set(new OrderID(er44.OrderID.getValue())); } if (er44.IsSetSecondaryOrderID()) { er42.Set(new SecondaryOrderID(er44.SecondaryOrderID.getValue())); } // if (er44.IsSetSecondaryExecID()) er42.Set(new SecondaryExecID(er44.SecondaryExecID.getValue())); if (er44.IsSetClOrdID()) { er42.Set(new ClOrdID(er44.ClOrdID.getValue())); } if (er44.IsSetOrigClOrdID()) { er42.Set(new OrigClOrdID(er44.OrigClOrdID.getValue())); } //if (er44.IsSetNoPartyIDs()) er42.Set(new NoPartyIDs(er44.NoPartyIDs.getValue())); //if (er44.IsSetPartyID()) er42.Set(new PartyID(er44.PartyID.getValue())); //if (er44.IsSetPartyIDSource()) er42.Set(new PartyIDSource(er44.PartyIDSource.getValue())); //if (er44.IsSetPartyRole()) er42.Set(new PartyRole(er44.PartyRole.getValue())); // TODO[FF] - Montagem dos grupos if (er44.IsSetNoContraBrokers()) { er42.Set(new NoContraBrokers(er44.NoContraBrokers.getValue())); int len = er44.NoContraBrokers.getValue(); for (int i = 1; i <= len; i++) { Group grp = er44.GetGroup(i, Tags.NoContraBrokers); er42.AddGroup(grp); } } //if (er44.IsSetContra ContraBroker()) er42.Set(new ContraBroker(er44.ContraBroker.getValue())); // if (er44.IsSetCrossID()) er42.Set(new CrossID(er44.CrossID.getValue())); if (er44.IsSetExecID()) { er42.Set(new ExecID(er44.ExecID.getValue())); } if (er44.IsSetExecRefID()) { er42.Set(new ExecRefID(er44.ExecRefID.getValue())); } if (er44.IsSetExecType()) { er42.Set(new ExecType(er44.ExecType.getValue())); } if (er44.IsSetOrdStatus()) { er42.Set(new OrdStatus(er44.OrdStatus.getValue())); } // if (er44.IsSetWorkingIndicator()) er42.Set(new WorkingIndicator(er44.WorkingIndicator.getValue())); //if (er44.IsSetOrdRejReason()) er42.Set(new OrdRejReason(er44.OrdRejReason.getValue())); if (er44.IsSetOrdRejReason()) { er42.Set(new OrdRejReason(99)); // Will always set "99" - other } if (er44.IsSetExecRestatementReason()) { er42.Set(new ExecRestatementReason(er44.ExecRestatementReason.getValue())); } if (er44.IsSetAccount()) { er42.Set(new Account(er44.Account.getValue())); } // if (er44.IsSetAccountType()) er42.Set(new AccountType(er44.AccountType.getValue())); if (er44.IsSetSettlType()) { er42.Set(new SettlmntTyp(er44.SettlType.getValue()[0])); } // if (er44.IsSetDaysToSettlement()) er42.Set(new DaysToSettlement(er44.DaysToSettlement.getValue())); // if (er44.IsSetFixedRate()) er42.Set(new FixedRate(er44.FixedRate.getValue())); if (er44.IsSetSymbol()) { er42.Set(new Symbol(er44.Symbol.getValue())); } if (er44.IsSetSecurityID()) { er42.Set(new SecurityID(er44.SecurityID.getValue())); } // if (er44.IsSetSecurityIDSource()) er42.Set(new SecurityIDSource(er44.SecurityIDSource.getValue())); if (er44.IsSetSecurityExchange()) { er42.Set(new SecurityExchange(er44.SecurityExchange.getValue())); } if (er44.IsSetSide()) { er42.Set(new Side(er44.Side.getValue())); } if (er44.IsSetOrderQty()) { er42.Set(new OrderQty(er44.OrderQty.getValue())); } if (er44.IsSetOrdType()) { er42.Set(new OrdType(er44.OrdType.getValue())); } if (er44.IsSetPrice()) { er42.Set(new Price(er44.Price.getValue())); } if (er44.IsSetStopPx()) { er42.Set(new StopPx(er44.StopPx.getValue())); } // if (er44.IsSetProtectionPrice()) er42.Set(new ProtectionPrice(er44.ProtectionPrice.getValue())); if (er44.IsSetCurrency()) { er42.Set(new Currency(er44.Currency.getValue())); } if (er44.IsSetTimeInForce()) { er42.Set(new TimeInForce(er44.TimeInForce.getValue())); } if (er44.IsSetExpireDate()) { er42.Set(new ExpireDate(er44.ExpireDate.getValue())); } if (er44.IsSetLastQty()) { er42.Set(new LastShares(er44.LastQty.getValue())); } if (er44.IsSetLastPx()) { er42.Set(new LastPx(er44.LastPx.getValue())); } if (er44.IsSetLeavesQty()) { er42.Set(new LeavesQty(er44.LeavesQty.getValue())); } if (er44.IsSetCumQty()) { er42.Set(new CumQty(er44.CumQty.getValue())); } if (er44.IsSetAvgPx()) { er42.Set(new AvgPx(er44.AvgPx.getValue())); } if (er44.IsSetTradeDate()) { er42.Set(new TradeDate(er44.TradeDate.getValue())); } if (er44.IsSetTransactTime()) { er42.Set(new TransactTime(er44.TransactTime.getValue())); } // if (er44.IsSetAggressorIndicator()) er42.Set(new AggressorIndicator(er44.AggressorIndicator.getValue())); if (er44.IsSetMinQty()) { er42.Set(new MinQty(er44.MinQty.getValue())); } if (er44.IsSetMaxFloor()) { er42.Set(new MaxFloor(er44.MaxFloor.getValue())); } if (er44.IsSetText()) { er42.Set(new Text(er44.Text.getValue())); } if (er44.IsSetMultiLegReportingType()) { er42.Set(new MultiLegReportingType(er44.MultiLegReportingType.getValue())); } // if (er44.IsSetTotNoRelatedSym()) er42.Set(new TotNoRelatedSym(er44.TotNoRelatedSym.getValue())); // if (er44.IsSetNoMiscFees()) er42.Set(new NoMiscFees(er44.NoMiscFees.getValue())); // if (er44.IsSetMiscFeeAmt()) er42.Set(new MiscFeeAmt(er44.MiscFeeAmt.getValue())); // if (er44.IsSetMiscFeeCurr()) er42.Set(new MiscFeeCurr(er44.MiscFeeCurr.getValue())); // if (er44.IsSetMiscFeeType()) er42.Set(new MiscFeeType(er44.MiscFeeType.getValue())); // if (er44.IsSetMiscFeeBasis()) er42.Set(new MiscFeeBasis(er44.MiscFeeBasis.getValue())); // if (er44.IsSetUniqueTradeID()) er42.Set(new UniqueTradeID(er44.UniqueTradeID.getValue())); // if (er44.IsSetTradeLinkID()) er42.Set(new TradeLinkID(er44.TradeLinkID.getValue())); // if (er44.IsSetOrderLinkID()) er42.Set(new OrderLinkID(er44.OrderLinkID.getValue())); // if (er44.IsSetExchangeQuoteID()) er42.Set(new ExchangeQuoteID(er44.ExchangeQuoteID.getValue())); // if (er44.IsSetExchangeOrderID()) er42.Set(new ExchangeOrderID(er44.ExchangeOrderID.getValue())); // if (er44.IsSetExchangeExecID()) er42.Set(new ExchangeExecID(er44.ExchangeExecID.getValue())); // if (er44.IsSetLastPxInIssuedCurrency()) er42.Set(new LastPxInIssuedCurrency(er44.LastPxInIssuedCurrency.getValue())); // if (er44.IsSetPriceInIssuedCurrency()) er42.Set(new PriceInIssuedCurrency(er44.PriceInIssuedCurrency.getValue())); // if (er44.IsSetExchangeSecondaryOrderID()) er42.Set(new ExchangeSecondaryOrderID(er44.ExchangeSecondaryOrderID.getValue())); // if (er44.IsSetOrderCategory()) er42.Set(new OrderCategory(er44.OrderCategory.getValue())); if (er44.IsSetField(Tags.Memo)) { er42.SetField(new Memo(er44.GetField(Tags.Memo))); } // Validacao campo ExecTransType switch (er44.OrdStatus.getValue()) { case OrdStatus.NEW: er42.Set(new ExecTransType(ExecTransType.NEW)); break; case OrdStatus.CANCELED: case OrdStatus.REPLACED: // TODO [FF] - Rever se o tratamento esta correto er42.Set(new ExecTransType(ExecTransType.STATUS)); // er42.Set(new ExecRefID(er44.ExecRefID.getValue())); break; case OrdStatus.REJECTED: case OrdStatus.FILLED: case OrdStatus.PARTIALLY_FILLED: er42.Set(new ExecTransType(ExecTransType.STATUS)); er42.Set(new ExecType(er44.OrdStatus.getValue())); // 4.2 nao aceita ExecType=F break; case OrdStatus.EXPIRED: er42.Set(new ExecTransType(ExecTransType.STATUS)); er42.Set(new OrdStatus(OrdStatus.DONE_FOR_DAY)); er42.Set(new ExecType(ExecType.DONE_FOR_DAY)); break; } // Validacao campo /* * if (er44.IsSetAvgPx()) er42.Set(new AvgPx(er44.AvgPx.getValue())); * if (er44.IsSetClOrdID()) er42.Set(new ClOrdID(er44.ClOrdID.getValue())); * if (er44.IsSetCommission()) er42.Set(new Commission(er44.Commission.getValue())); * if (er44.IsSetCommType()) er42.Set(new CommType(er44.CommType.getValue())); * if (er44.IsSetCumQty()) er42.Set(new CumQty(er44.CumQty.getValue())); * if (er44.IsSetCurrency()) er42.Set(new Currency(er44.Currency.getValue())); * if (er44.IsSetExecID()) er42.Set(new ExecID(er44.ExecID.getValue())); * if (er44.IsSetExecRefID()) er42.Set(new ExecRefID(er44.ExecRefID.getValue())); * * //if (er44.IsSetExecTransType()) er42.Set(new ExecTransType(er44.ExecTransType.getValue())); // TODO[FF] - Verificar o gerenciamento deste campo * if (er44.IsSetExecType()) er42.Set(new ExecType(er44.ExecType.getValue())); * // if (er44.IsSetIDSource()) er42.Set(new IDSource(er44.IDSource.getValue())); // TODO[FF] - Verificar o gerenciamento deste campo * if (er44.IsSetLastPx()) er42.Set(new LastPx(er44.LastPx.getValue())); * // if (er44.IsSetLastShares()) er42.Set(new LastShares(er44.LastShares.getValue())); // TODO[FF] - Verificar o gerenciamento deste campo * if (er44.IsSetLeavesQty()) er42.Set(new LeavesQty(er44.LeavesQty.getValue())); * //if (er44.IsSetNoMiscFees()) er42.Set(new NoMiscFees(er44.NoMiscFees.getValue())); // TODO[FF] - Verificar o gerenciamento deste campo por ser group * //if (er44.IsSetMiscFeeAmt()) er42.Set(new MiscFeeAmt(er44.MiscFeeAmt.getValue())); // TODO[FF] - Verificar o gerenciamento deste campo por ser elemento do group * if (er44.IsSetOrderID()) er42.Set(new OrderID(er44.OrderID.getValue())); * if (er44.IsSetOrderQty()) er42.Set(new OrderQty(er44.OrderQty.getValue())); * if (er44.IsSetOrdStatus()) er42.Set(new OrdStatus(er44.OrdStatus.getValue())); * if (er44.IsSetOrdType()) er42.Set(new OrdType(er44.OrdType.getValue())); * if (er44.IsSetOrigClOrdID()) er42.Set(new OrigClOrdID(er44.OrigClOrdID.getValue())); * if (er44.IsSetSecurityID()) er42.Set(new SecurityID(er44.SecurityID.getValue())); * if (er44.IsSetSide()) er42.Set(new Side(er44.Side.getValue())); * if (er44.IsSetSymbol()) er42.Set(new Symbol(er44.Symbol.getValue())); * if (er44.IsSetTransactTime()) er42.Set(new TransactTime(er44.TransactTime.getValue())); * if (er44.IsSetSecurityType()) er42.Set(new SecurityType(er44.SecurityType.getValue())); * if (er44.IsSetSecurityExchange()) er42.Set(new SecurityExchange(er44.SecurityExchange.getValue())); */ return(er42); } catch (Exception ex) { logger.Error("Fix44ER_2_Fix42ER(): " + ex.Message, ex); return(null); } }