public static NewOrderMultileg MakeNewOrderMultileg()
{
string localMktDate = "20170122";
var utcTimeStamp = new System.DateTime(2017, 01, 22, 06, 54, 00);
var msg = new NewOrderMultileg();
// instrument component fields
msg.Symbol = new Symbol("RSWQE"); // odd values were generated by FsCheck
msg.SymbolSfx = new SymbolSfx(SymbolSfx.WHEN_ISSUED);
msg.SecurityID = new SecurityID("FJXY");
msg.SecurityIDSource = new SecurityIDSource(SecurityIDSource.VALOREN);
msg.CFICode = new CFICode("WAUIJ");
msg.SecurityType = new SecurityType(SecurityType.TREASURY_INFLATION_PROTECTED_SECURITIES);
msg.SecuritySubType = new SecuritySubType("JXYCWAL");
msg.MaturityMonthYear = new MaturityMonthYear("201701w1"); //
msg.MaturityDate = new MaturityDate(localMktDate);
msg.PutOrCall = new PutOrCall(PutOrCall.PUT);
msg.CouponPaymentDate = new CouponPaymentDate(localMktDate);
msg.RepoCollateralSecurityType = new RepoCollateralSecurityType(0);
msg.RepurchaseTerm = new RepurchaseTerm(1);
msg.RepurchaseRate = new RepurchaseRate(-5534023222112865484.7M); // odd values generated by FsCheck
msg.Factor = new Factor(79228162477.370849433239945M);
msg.CreditRating = new CreditRating("ESTXRVJK");
msg.InstrRegistry = new InstrRegistry("YSWHLF");
msg.CountryOfIssue = new CountryOfIssue("IMGKYZT");
msg.LocaleOfIssue = new LocaleOfIssue("VZNO");
msg.RedemptionDate = new RedemptionDate(localMktDate);
msg.StrikePrice = new StrikePrice(79228162458924105376.710262785M);
msg.StrikeCurrency = new StrikeCurrency("CWKL");
msg.OptAttribute = new OptAttribute('4');
msg.ContractMultiplier = new ContractMultiplier(-3689348814312413.5939M);
msg.CouponRate = new CouponRate(-792281.625142643375807M);
msg.Issuer = new Issuer("GHBFTU");
msg.EncodedIssuer = new EncodedIssuer("aa");
msg.SecurityDesc = new SecurityDesc("QUOJDHBP");
msg.Pool = new Pool("DRSWQEF");
msg.CPProgram = new CPProgram(-2);
msg.CPRegType = new CPRegType("UVZTX");
//msg.NoEvents = new NoEvents(0);
msg.DatedDate = new DatedDate(localMktDate);
msg.InterestAccrualDate = new InterestAccrualDate(localMktDate);
// msg fields
msg.ClOrdID = new ClOrdID("PZXWQ");
msg.SecondaryClOrdID = new SecondaryClOrdID("EFZDRSMQ");
//msg.NoPartyIDs = new NoPartyIDs(0);
msg.TradeOriginationDate = new TradeOriginationDate(localMktDate);
msg.TradeDate = new TradeDate(localMktDate);
msg.Account = new Account("PKNOIWA");
msg.AcctIDSource = new AcctIDSource(AcctIDSource.TFM);
msg.AccountType = new AccountType(AccountType.ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS);
msg.DayBookingInst = new DayBookingInst(DayBookingInst.CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR);
msg.BookingUnit = new BookingUnit(BookingUnit.AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER);
msg.AllocID = new AllocID("ZNOSMQBF");
//msg.NoAllocs = new NoAllocs(0);
msg.SettlType = new SettlType(SettlType.T_PLUS_5);
msg.SettlDate = new SettlDate(localMktDate);
msg.CashMargin = new CashMargin(CashMargin.MARGIN_OPEN);
msg.ClearingFeeIndicator = new ClearingFeeIndicator(ClearingFeeIndicator.FIRMS_106H_AND_106J);
msg.HandlInst = new HandlInst(HandlInst.MANUAL_ORDER);
msg.MinQty = new MinQty(792281624589241053767102627.85M);
msg.MaxFloor = new MaxFloor(3.689348814312414M);
msg.ExDestination = new ExDestination("UYJN");
//msg.NoTradingSessions = new NoTradingSessions(0);
msg.ProcessCode = new ProcessCode(ProcessCode.REGULAR);
msg.Side = new Side(Side.LEND);
msg.PrevClosePx = new PrevClosePx(-7922816249581759353.2719300611M);
//msg.NoLegs = new NoLegs(0);
msg.LocateReqd = new LocateReqd(false);
msg.TransactTime = new TransactTime(utcTimeStamp);
msg.QtyType = new QtyType(QtyType.CONTRACTS);
// orderQty component
msg.CashOrderQty = new CashOrderQty(-0.000000003689349M);
msg.OrderPercent = new OrderPercent(-5534.023223401355674M);
msg.RoundingDirection = new RoundingDirection(RoundingDirection.ROUND_DOWN);
msg.RoundingModulus = new RoundingModulus(792281.624958175935327M); // a randomly chosen value, that is bonkers but should be parseable
// msg fields
msg.OrdType = new OrdType(OrdType.NEXT_FUND_VALUATION_POINT);
msg.Price = new Price(36.893488143124136M);
msg.StopPx = new StopPx(79228162477370849459009.748992M);
msg.Currency = new Currency("USD");
msg.ComplianceID = new ComplianceID("NHVWAUY");
msg.SolicitedFlag = new SolicitedFlag(true);
msg.IOIid = new IOIid("ALPJNB");
msg.QuoteID = new QuoteID("KOCDXBP");
msg.EffectiveTime = new EffectiveTime(utcTimeStamp);
msg.ExpireDate = new ExpireDate(localMktDate);
msg.ExpireTime = new ExpireTime(utcTimeStamp);
msg.GTBookingInst = new GTBookingInst(GTBookingInst.ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE);
msg.Commission = new Commission(-79228.162495817593533M);
msg.CommType = new CommType(CommType.PERCENTAGE_WAIVED_CASH_DISCOUNT);
msg.CommCurrency = new CommCurrency("VZTHIMGU");
msg.FundRenewWaiv = new FundRenewWaiv(FundRenewWaiv.NO);
msg.OrderRestrictions = new OrderRestrictions(OrderRestrictions.FOREIGN_ENTITY);
msg.CustOrderCapacity = new CustOrderCapacity(CustOrderCapacity.ALL_OTHER);
msg.ForexReq = new ForexReq(true);
msg.SettlCurrency = new SettlCurrency("ZTXLMG");
msg.BookingType = new BookingType(BookingType.REGULAR_BOOKING);
msg.Text = new Text("MGBVZT");
msg.EncodedText = new EncodedText("aa");
msg.PositionEffect = new PositionEffect(PositionEffect.CLOSE);
msg.CoveredOrUncovered = new CoveredOrUncovered(CoveredOrUncovered.COVERED);
msg.MaxShow = new MaxShow(-792281.624773708494590M);
// PegInstructions component
msg.PegOffsetValue = new PegOffsetValue(-79228162477370849.454714781696M);
msg.PegOffsetType = new PegOffsetType(PegOffsetType.BASIS_POINTS);
msg.PegLimitType = new PegLimitType(PegLimitType.OR_WORSE);
msg.PegRoundDirection = new PegRoundDirection(PegRoundDirection.MORE_PASSIVE);
// DiscressionInstructions component
msg.PegScope = new PegScope(PegScope.LOCAL);
msg.DiscretionInst = new DiscretionInst(DiscretionInst.RELATED_TO_VWAP);
msg.DiscretionOffsetValue = new DiscretionOffsetValue(-79228162514264337580659048.449M);
msg.DiscretionMoveType = new DiscretionMoveType(DiscretionMoveType.FIXED);
msg.DiscretionOffsetType = new DiscretionOffsetType(DiscretionOffsetType.PRICE);
msg.DiscretionLimitType = new DiscretionLimitType(DiscretionLimitType.OR_BETTER);
msg.DiscretionRoundDirection = new DiscretionRoundDirection(DiscretionRoundDirection.MORE_AGGRESSIVE);
msg.DiscretionScope = new DiscretionScope(DiscretionScope.LOCAL);
msg.TargetStrategy = new TargetStrategy(-3);
msg.TargetStrategyParameters = new TargetStrategyParameters("UOSMHBFZ");
msg.ParticipationRate = new ParticipationRate(-55.340232221128655M);
msg.CancellationRights = new CancellationRights(CancellationRights.NO_EXECUTION_ONLY);
msg.MoneyLaunderingStatus = new MoneyLaunderingStatus(MoneyLaunderingStatus.EXEMPT_BELOW_THE_LIMIT);
msg.RegistID = new RegistID("EFJDHS");
msg.MultiLegRptTypeReq = new MultiLegRptTypeReq(MultiLegRptTypeReq.REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY);
return(msg);
}
public virtual void onMessage(NewOrderMultileg message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
