new public void onMessage(QuickFix.FIX43.MarketDataRequestReject reject, SessionID sessionID)
		{
			string str = reject.isSetText() ? reject.getText().getValue() : "";
			this.provider.EmitError(string.Format(BeAEwTZGlZaeOmY5cm.J00weU3cM6(582), (object)reject.getMDReqID().getValue(), (object)str));
		}
Example #2
0
		public void onMessage(QuickFix.FIX42.MarketDataRequestReject reject, SessionID sessionID)
		{
			FIXMarketDataRequestReject MarketDataRequestReject = new FIXMarketDataRequestReject();
			if (reject.isSetMDReqID())
				MarketDataRequestReject.MDReqID = reject.getMDReqID().getValue();
			if (reject.isSetMDReqRejReason())
				MarketDataRequestReject.MDReqRejReason = reject.getMDReqRejReason().getValue();
			if (reject.isSetText())
				MarketDataRequestReject.Text = reject.getText().getValue();
			if (reject.isSetEncodedTextLen())
				MarketDataRequestReject.EncodedTextLen = reject.getEncodedTextLen().getValue();
			if (reject.isSetEncodedText())
				MarketDataRequestReject.EncodedText = reject.getEncodedText().getValue();
			if (this.tTf2wRuxn == null)
				return;
			this.tTf2wRuxn((object)this, new FIXMarketDataRequestRejectEventArgs(MarketDataRequestReject));
		}
Example #3
0
		public void onMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh snapshot, SessionID sessionID)
		{
			FIXMarketDataSnapshot MarketDataSnapshotFullRefresh = new FIXMarketDataSnapshot();
			if (snapshot.isSetContractMultiplier())
				MarketDataSnapshotFullRefresh.ContractMultiplier = snapshot.getContractMultiplier().getValue();
			if (snapshot.isSetCorporateAction())
				MarketDataSnapshotFullRefresh.CorporateAction = snapshot.getCorporateAction().getValue();
			if (snapshot.isSetCouponRate())
				MarketDataSnapshotFullRefresh.CouponRate = snapshot.getCouponRate().getValue();
			if (snapshot.isSetEncodedIssuer())
				MarketDataSnapshotFullRefresh.EncodedIssuer = snapshot.getEncodedIssuer().getValue();
			if (snapshot.isSetEncodedIssuerLen())
				MarketDataSnapshotFullRefresh.EncodedIssuerLen = snapshot.getEncodedIssuerLen().getValue();
			if (snapshot.isSetEncodedSecurityDesc())
				MarketDataSnapshotFullRefresh.EncodedSecurityDesc = snapshot.getEncodedSecurityDesc().getValue();
			if (snapshot.isSetEncodedSecurityDescLen())
				MarketDataSnapshotFullRefresh.EncodedSecurityDescLen = snapshot.getEncodedSecurityDescLen().getValue();
			if (snapshot.isSetFinancialStatus())
				MarketDataSnapshotFullRefresh.FinancialStatus = snapshot.getFinancialStatus().getValue();
			if (snapshot.isSetIssuer())
				MarketDataSnapshotFullRefresh.Issuer = snapshot.getIssuer().getValue();
			if (snapshot.isSetMaturityMonthYear())
				MarketDataSnapshotFullRefresh.MaturityMonthYear = snapshot.getMaturityMonthYear().getValue();
			if (snapshot.isSetMDReqID())
				MarketDataSnapshotFullRefresh.MDReqID = snapshot.getMDReqID().getValue();
			if (snapshot.isSetOptAttribute())
				MarketDataSnapshotFullRefresh.OptAttribute = snapshot.getOptAttribute().getValue();
			if (snapshot.isSetSecurityDesc())
				MarketDataSnapshotFullRefresh.SecurityDesc = snapshot.getSecurityDesc().getValue();
			if (snapshot.isSetSecurityExchange())
				MarketDataSnapshotFullRefresh.SecurityExchange = snapshot.getSecurityExchange().getValue();
			if (snapshot.isSetSecurityID())
				MarketDataSnapshotFullRefresh.SecurityID = snapshot.getSecurityID().getValue();
			if (snapshot.isSetSecurityType())
				MarketDataSnapshotFullRefresh.SecurityType = snapshot.getSecurityType().getValue();
			if (snapshot.isSetStrikePrice())
				MarketDataSnapshotFullRefresh.StrikePrice = snapshot.getStrikePrice().getValue();
			if (snapshot.isSetSymbol())
				MarketDataSnapshotFullRefresh.Symbol = snapshot.getSymbol().getValue();
			if (snapshot.isSetSymbolSfx())
				MarketDataSnapshotFullRefresh.SymbolSfx = snapshot.getSymbolSfx().getValue();
			MarketDataSnapshotFullRefresh.NoMDEntries noMdEntries = new MarketDataSnapshotFullRefresh.NoMDEntries();
			for (uint num = 1U; (long)num <= (long)snapshot.getNoMDEntries().getValue(); ++num)
			{
				snapshot.getGroup(num, (Group)noMdEntries);
				FIXMDEntriesGroup group = new FIXMDEntriesGroup(noMdEntries.get(new MDEntryType()).getValue());
				if (noMdEntries.isSetMDEntryDate())
					group.MDEntryDate = noMdEntries.getMDEntryDate().getValue();
				if (noMdEntries.isSetMDEntryTime())
					group.MDEntryTime = noMdEntries.getMDEntryTime().getValue();
				if (noMdEntries.isSetMDEntryPx())
					group.MDEntryPx = noMdEntries.getMDEntryPx().getValue();
				if (noMdEntries.isSetMDEntrySize())
					group.MDEntrySize = noMdEntries.getMDEntrySize().getValue();
				if (noMdEntries.isSetMDEntryBuyer())
					group.MDEntryBuyer = noMdEntries.getMDEntryBuyer().getValue();
				if (noMdEntries.isSetMDEntrySeller())
					group.MDEntrySeller = noMdEntries.getMDEntrySeller().getValue();
				MarketDataSnapshotFullRefresh.AddGroup(group);
			}
			noMdEntries.Dispose();
			if (this.DHHvj9eQf == null)
				return;
			this.DHHvj9eQf((object)this, new FIXMarketDataSnapshotEventArgs(MarketDataSnapshotFullRefresh));
		}