/// <summary>
/// Parses a string to a properly typed value based on the FIX tag.
/// </summary>
/// <param name="tag">Determines the datatype of the conversion.</param>
/// <param name="value">A string representing a value.</param>
public static object Parse(Tag tag, string value)
{
// Use the FIX tag to determine the parsing method and target data type.
switch (tag)
{
case Tag.GapFillFlag:
case Tag.IOINaturalFlag:
case Tag.PossDupFlag:
case Tag.ResetSeqNumFlag:
// Boolean Values
return(value == "Y" ? true : false);
case Tag.BeginSeqNo:
case Tag.BodyLength:
case Tag.CheckSum:
case Tag.EncodedTextLen:
case Tag.EndSeqNo:
case Tag.HeartBtInt:
case Tag.InternalRecordId:
case Tag.MsgSeqNum:
case Tag.NewSeqNo:
case Tag.NextExpectedMsgSeqNum:
case Tag.NoIOIQualifiers:
case Tag.NoRoutingIDs:
case Tag.RawDataLength:
case Tag.RefSeqNum:
// Int32 Values
return(Int32.Parse(value));
case Tag.AvgPx:
case Tag.Commission:
case Tag.CxlQty:
case Tag.CMSLeavesQty:
case Tag.CumQty:
case Tag.DiscretionOffset:
case Tag.LastPx:
case Tag.LastShares:
case Tag.LeavesQty:
case Tag.MaxFloor:
case Tag.MinQty:
case Tag.OrderQty:
case Tag.PegDifference:
case Tag.Price:
case Tag.StopPx:
case Tag.StrikePrice:
// Decimal Values
return(Decimal.Parse(value));
case Tag.ExpireTime:
case Tag.OrigSendingTime:
case Tag.SendingTime:
case Tag.TransactTime:
case Tag.ValidUntilTime:
// DateTime Values
int year = Int32.Parse(value.Substring(0, 4));
int month = Int32.Parse(value.Substring(4, 2));
int day = Int32.Parse(value.Substring(6, 2));
int hour = Int32.Parse(value.Substring(9, 2));
int minute = Int32.Parse(value.Substring(12, 2));
int second = Int32.Parse(value.Substring(15, 2));
return(new DateTime(year, month, day, hour, minute, second));
case Tag.MaturityMonthYear:
int expYear = Int32.Parse(value.Substring(0, 4));
int expMonth = Int32.Parse(value.Substring(4, 2));
return(new DateTime(expYear, expMonth, 1));
//enums
case Tag.BusinessRejectReason: return(BusinessRejectReasonConverter.ConvertFrom(value));
case Tag.CxlRejReason: return(CxlRejReasonConverter.ConvertFrom(value));
case Tag.CxlRejResponseTo: return(CxlRejResponseToConverter.ConvertFrom(value));
case Tag.CxlType: return(CxlTypeConverter.ConvertFrom(value));
case Tag.CommType: return(CommTypeConverter.ConvertFrom(value));
case Tag.DiscretionInst: return(DiscretionInstConverter.ConvertFrom(value));
case Tag.DKReason: return(DKReasonConverter.ConvertFrom(value));
case Tag.EncryptMethod: return(EncryptMethodConverter.ConvertFrom(value));
case Tag.ExecTransType: return(ExecTransTypeConverter.ConvertFrom(value));
case Tag.ExecType: return(ExecTypeConverter.ConvertFrom(value));
case Tag.HandlInst: return(HandlInstConverter.ConvertFrom(value));
case Tag.IOIQualifier: return(IoiQualifierConverter.ConvertFrom(value));
case Tag.IOIQltyInd: return(IOIQltyIndConverter.ConvertFrom(value));
case Tag.IOITransType: return(IOITransTypeConverter.ConvertFrom(value));
case Tag.LastCapacity: return(LastCapacityConverter.ConvertFrom(value));
case Tag.MsgType: return(MsgTypeConverter.ConvertFrom(value));
case Tag.RefMsgType: return(MsgTypeConverter.ConvertFrom(value));
case Tag.OpenClose: return(OptionPositionTypeConverter.ConvertFrom(value));
case Tag.PutOrCall: return(OptionTypeConverter.ConvertFrom(value));
case Tag.OrdRejReason: return(OrdRejReasonConverter.ConvertFrom(value));
case Tag.OrdStatus: return(OrdStatusConverter.ConvertFrom(value));
case Tag.OrdType: return(OrdTypeConverter.ConvertFrom(value));
case Tag.RoutingType: return(RoutingTypeConverter.ConvertFrom(value));
case Tag.SecurityType: return(SecurityTypeConverter.ConvertFrom(value));
case Tag.SessionRejectReason: return(SessionRejectReasonConverter.ConvertFrom(value));
case Tag.Side: return(SideConverter.ConvertFrom(value));
case Tag.TimeInForce: return(TimeInForceConverter.ConvertFrom(value));
default:
// String Values
return(value);
}
}
