///Response to Security Defintion will be triggered here
public void OnMessage(QuickFix.FIX42.SecurityDefinition securityDefinition, SessionID session)
{
//Store Security Definitions
Securities = new List <Security>();
//Number of securities in one message
int numOfSecurities = securityDefinition.TotalNumSecurities.getValue();
var relatedsymbol = securityDefinition.SecurityID.getValue();
var group = new QuickFix.FIX42.SecurityDefinition();
if (Securities == null)
{
Securities = new List <Security>();
}
var sec = new Security
{
Symbol = securityDefinition.Symbol.getValue(),
ContractMultiplier = securityDefinition.ContractMultiplier.getValue(),
Currency = securityDefinition.Currency.getValue(),
Exchange = securityDefinition.SecurityExchange.getValue(),
MaturityDay = securityDefinition.MaturityDay.getValue(),
MaturityMonthYear = securityDefinition.MaturityMonthYear.getValue()
};
Securities.Add(sec);
if (OnSecurity != null)
{
OnSecurity(sec);
}
}
new public void onMessage(QuickFix.FIX42.SecurityDefinition definition, SessionID sessionID)
{
FIXSecurityDefinition definition1 = new FIXSecurityDefinition();
this.ConvertMessage((QuickFix.Message)definition, (FIXMessage)definition1);
this.EmitSecurityDefinition(definition1);
}
public void OnMessage(QuickFix.FIX42.SecurityDefinition message, SessionID sessionID)
{
Echo(message, sessionID);
}
public void OnMessage(QuickFix.FIX42.SecurityDefinition m, SessionID s)
{
Console.WriteLine("Security Definition");
}
