Ejemplo n.º 1
0
        public void QueueOrderStatus(string clrID, char sideID, string symbolID)
        {
            ClOrdID clOrdID = new ClOrdID(clrID);
            Side    side    = new Side(sideID);
            Symbol  symbol  = new Symbol(symbolID);

            QuickFix42.OrderStatusRequest message = new QuickFix42.OrderStatusRequest(clOrdID, symbol, side);
            SendToServer(message);
        }
Ejemplo n.º 2
0
        /// <summary>
        /// Request all working orders so that they may be canceled
        /// </summary>
        public void ttOrderStatusRequest()
        {
            try
            {
                QuickFix42.OrderStatusRequest osr = new QuickFix42.OrderStatusRequest();

                //filter by account - optional
                //osr.set(new QuickFix.Account("sl002004"));
                //omit this for order book download
                //osr.set(new QuickFix.ClOrdID("uniqueClOrdID"));
                //osr.set(new QuickFix.OrderID("TTORDERKEY"));

                QuickFix.Session.sendToTarget(osr, orderSessionID);
            }
            catch (Exception ex)
            { Console.WriteLine(ex.ToString()); }
        }
Ejemplo n.º 3
0
 public sealed override void onMessage(QuickFix42.OrderStatusRequest message, SessionID session)
 {
     Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
 }