Example #1
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 #2
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));
	}