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);
}
}
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);
}
}