public void OnMessage(MarketDataSnapshotFullRefresh 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()) + ":: MarketDataSnapshotFullRefresh (" + 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.Symbol.ToString()) + ":: " + msg.GetString(Tags.Symbol)); Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries)); MarketDataSnapshotFullRefresh.NoMDEntriesGroup g0 = new MarketDataSnapshotFullRefresh.NoMDEntriesGroup(); for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1) { Console.WriteLine("---------- ----------"); msg.GetGroup(grpIndex, g0); 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)); }
public void OnMessage(MarketDataSnapshotFullRefresh 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()) + ":: MarketDataSnapshotFullRefresh (" + 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.Symbol.ToString()) + ":: " + msg.GetString(Tags.Symbol)); Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries)); MarketDataSnapshotFullRefresh.NoMDEntriesGroup g0 = new MarketDataSnapshotFullRefresh.NoMDEntriesGroup(); for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1) { Console.WriteLine("---------- ----------"); msg.GetGroup(grpIndex, g0); 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)); }