private List <Message> GenerateMessages() { List <Message> result = new List <Message>(); var rreq = (ReferenceRequest)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>(); if (!securities.ContainsKey(security)) { securities.Add(security, fieldData); } else { } 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.ContainsKey(field)) { fieldData.Add(field, value); } else { } } } } ReferenceMessage msg = new ReferenceMessage(base._request.correlationId, securities); result.Add(msg); return(result); }
internal ReferenceElement(ReferenceMessage arg) { this._securities = new ReferenceElementSecurityDataArray((ReferenceElementSecurityDataArray)arg.Elements.First()); }