Beispiel #1
1
 private void OnMessage(QuickFix.FIX42.MarketDataRequest m, SessionID s)
 {
     QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
     m.GetGroup(1, symbolGroup);
     string symbolName = symbolGroup.Get(new Symbol()).getValue();
     string mdRequestId = m.MDReqID.ToString();
     if (!m_ProductSubscription.ContainsKey(symbolName)) {
         bool fullSpeed = symbolName.StartsWith("B");
         Console.WriteLine("Subscribe : " + symbolName + ". Full Speed: " + fullSpeed);
         QuotePublisher publisher = new QuotePublisher(symbolName, mdRequestId, fullSpeed, s);
         m_ProductSubscription.Add(symbolName, publisher);
     }
 }
Beispiel #2
0
        private void OnMessage(QuickFix.FIX42.MarketDataRequest m, SessionID s)
        {
            QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
            m.GetGroup(1, symbolGroup);
            string symbolName  = symbolGroup.Get(new Symbol()).getValue();
            string mdRequestId = m.MDReqID.ToString();

            if (!m_ProductSubscription.ContainsKey(symbolName))
            {
                bool fullSpeed = symbolName.StartsWith("B");
                Console.WriteLine("Subscribe : " + symbolName + ". Full Speed: " + fullSpeed);
                QuotePublisher publisher = new QuotePublisher(symbolName, mdRequestId, fullSpeed, s);
                m_ProductSubscription.Add(symbolName, publisher);
            }
        }