private List<Message> GenerateMessages()
{
List<Message> result = new List<Message>();
var rreq = (RequestReference)base._request;
var securities = new Dictionary<string, Dictionary<string, object>>();
foreach (var security in rreq.Securities)
{
if (!securities.ContainsKey(security))
{
bool isOption = Regex.IsMatch(security.ToUpper(), @"[A-Z]{1,4}\s+\d{6}[CP]\d{8} EQUITY"); //options look like: AAPL 150117C00600000 EQUITY
var fieldData = new Dictionary<string, object>();
securities.Add(security, fieldData);
List<string> badFields = new List<string>();
foreach (var field in rreq.Fields)
{
object value = Types.RandomDataGenerator.ReferenceDataFromFieldName(field, security, isOption, rreq);
if (value != null)
{
fieldData.Add(field.ToUpper(), value);
}
}
}
}
MessageReference msg = new MessageReference(base._request.correlationId, securities);
result.Add(msg);
return result;
}
internal ElementReference(MessageReference arg)
{
this._securities = new ElementReferenceSecurityDataArray((ElementReferenceSecurityDataArray)arg.Elements.First());
}
internal ElementReference(MessageReference arg)
{
this._securities = new ElementReferenceSecurityDataArray((ElementReferenceSecurityDataArray)arg.Elements.First());
}