public void fromApp(QuickFix.Message message, SessionID sessionID)
        {
            // receiving messages
            Symbol sym = new Symbol();

            message.getField(sym);
            Tick k = new TickImpl(sym.getValue());

            {
                // bid
                BidPx   bp = new BidPx();
                BidSize bs = new BidSize();
                k.bid = (decimal)bp.getValue();
                k.bs  = (int)message.getField(bs).getValue();
            }

            {
                // ask
                OfferPx   op = new OfferPx();
                OfferSize os = new OfferSize();
                k.ask = (decimal)op.getValue();
                k.os  = (int)message.getField(os).getValue();
            }

            {
                // last
                Price price = new Price();
                message.getField(price);
                k.trade = (decimal)price.getValue();
            }

            tl.newTick(k);
            //ClOrdID clOrdID = new ClOrdID();
            //message.getField(clOrdID);
        }
Exemple #2
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        public void fromApp(QuickFix.Message message, SessionID sessionID)
        {
            // receiving messages
            Symbol sym = new Symbol();
            message.getField(sym);
            Tick k = new TickImpl(sym.getValue());
			
			{
            // bid
            BidPx bp = new BidPx();
            BidSize bs = new BidSize();
            k.bid = (decimal)bp.getValue();
            k.bs = (int)message.getField(bs).getValue();
			}
			
			{
            // ask
            OfferPx op = new OfferPx();
            OfferSize os = new OfferSize();
            k.ask = (decimal)op.getValue();
            k.os = (int)message.getField(os).getValue();
			}
			
			{
            // last
            Price price = new Price();
            message.getField(price);
            k.trade = (decimal)price.getValue();
			}
			
            tl.newTick(k);
            //ClOrdID clOrdID = new ClOrdID();
            //message.getField(clOrdID);
        }
Exemple #3
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 public string[] GetCells()
 {
     m_cellValues[0] = Symbol;
     m_cellValues[1] = LastTradePrice.ToString(this.PriceFormat);
     m_cellValues[2] = LastTradeSize.ToString();
     m_cellValues[3] = BidSize.ToString();
     m_cellValues[4] = Bid.ToString(this.PriceFormat);
     m_cellValues[5] = Ask.ToString(this.PriceFormat);
     m_cellValues[6] = AskSize.ToString();
     m_cellValues[7] = Formula;
     return(m_cellValues);
 }
Exemple #4
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 public override Int32 GetHashCode()
 {
     unchecked
     {
         var hashCode = BidExchange.GetHashCode();
         hashCode = (hashCode * 397) ^ AskExchange.GetHashCode();
         hashCode = (hashCode * 397) ^ BidPrice.GetHashCode();
         hashCode = (hashCode * 397) ^ AskPrice.GetHashCode();
         hashCode = (hashCode * 397) ^ BidSize.GetHashCode();
         hashCode = (hashCode * 397) ^ AskSize.GetHashCode();
         hashCode = (hashCode * 397) ^ Timestamp.GetHashCode();
         return(hashCode);
     }
 }
Exemple #5
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 public string[] GetCells()
 {
     m_cellValues[0]  = Symbol;
     m_cellValues[1]  = LastTradePrice.ToString(this.PriceFormat);
     m_cellValues[2]  = LastTradeSize.ToString();
     m_cellValues[3]  = BidSize.ToString();
     m_cellValues[4]  = Bid.ToString(this.PriceFormat);
     m_cellValues[5]  = Ask.ToString(this.PriceFormat);
     m_cellValues[6]  = AskSize.ToString();
     m_cellValues[7]  = TotalVolume.ToString();
     m_cellValues[8]  = OpenPrice.ToString(this.PriceFormat);
     m_cellValues[9]  = HighPrice.ToString(this.PriceFormat);
     m_cellValues[10] = LowPrice.ToString(this.PriceFormat);
     m_cellValues[11] = ClosePrice.ToString(this.PriceFormat);
     return(m_cellValues);
 }
        public override int GetHashCode()
        {
            unchecked
            {
                var hash = 17;
                hash = hash * 29 + RequestId != null?RequestId.GetHashCode() : 0;

                hash = hash * 29 + Symbol.GetHashCode();
                hash = hash * 29 + ExchangeId.GetHashCode();
                hash = hash * 29 + SecurityType.GetHashCode();
                hash = hash * 29 + (Last.HasValue ? Last.GetHashCode() : 0);
                hash = hash * 29 + (TradeSize.HasValue ? TradeSize.GetHashCode() : 0);
                hash = hash * 29 + (TradedMarket.HasValue ? TradedMarket.GetHashCode() : 0);
                hash = hash * 29 + (TradeDate.HasValue ? TradeDate.GetHashCode() : 0);
                hash = hash * 29 + (TradeTime.HasValue ? TradeTime.GetHashCode() : 0);
                hash = hash * 29 + (Open.HasValue ? Open.GetHashCode() : 0);
                hash = hash * 29 + (High.HasValue ? High.GetHashCode() : 0);
                hash = hash * 29 + (Low.HasValue ? Low.GetHashCode() : 0);
                hash = hash * 29 + (Close.HasValue ? Close.GetHashCode() : 0);
                hash = hash * 29 + (Bid.HasValue ? Bid.GetHashCode() : 0);
                hash = hash * 29 + (BidMarket.HasValue ? BidMarket.GetHashCode() : 0);
                hash = hash * 29 + (BidSize.HasValue ? BidSize.GetHashCode() : 0);
                hash = hash * 29 + (Ask.HasValue ? Ask.GetHashCode() : 0);
                hash = hash * 29 + (AskMarket.HasValue ? AskMarket.GetHashCode() : 0);
                hash = hash * 29 + (AskSize.HasValue ? AskSize.GetHashCode() : 0);
                hash = hash * 29 + (Volume.HasValue ? Volume.GetHashCode() : 0);
                hash = hash * 29 + (PDayVolume.HasValue ? PDayVolume.GetHashCode() : 0);
                hash = hash * 29 + (UpVolume.HasValue ? UpVolume.GetHashCode() : 0);
                hash = hash * 29 + (DownVolume.HasValue ? DownVolume.GetHashCode() : 0);
                hash = hash * 29 + (NeutralVolume.HasValue ? NeutralVolume.GetHashCode() : 0);
                hash = hash * 29 + (TradeCount.HasValue ? TradeCount.GetHashCode() : 0);
                hash = hash * 29 + (UpTrades.HasValue ? UpTrades.GetHashCode() : 0);
                hash = hash * 29 + (DownTrades.HasValue ? DownTrades.GetHashCode() : 0);
                hash = hash * 29 + (NeutralTrades.HasValue ? NeutralTrades.GetHashCode() : 0);
                hash = hash * 29 + (VWAP.HasValue ? VWAP.GetHashCode() : 0);
                hash = hash * 29 + (MutualDiv.HasValue ? MutualDiv.GetHashCode() : 0);
                hash = hash * 29 + (SevenDayYield.HasValue ? SevenDayYield.GetHashCode() : 0);
                hash = hash * 29 + (OpenInterest.HasValue ? OpenInterest.GetHashCode() : 0);
                hash = hash * 29 + (Settlement.HasValue ? Settlement.GetHashCode() : 0);
                hash = hash * 29 + (SettlementDate.HasValue ? SettlementDate.GetHashCode() : 0);
                hash = hash * 29 + (ExpirationDate.HasValue ? ExpirationDate.GetHashCode() : 0);
                hash = hash * 29 + (Strike.HasValue ? Strike.GetHashCode() : 0);
                return(hash);
            }
        }
 public override int GetHashCode()
 {
     unchecked
     {
         var hash = 17;
         hash = hash * 29 + Symbol.GetHashCode();
         hash = hash * 29 + MMID.GetHashCode();
         hash = hash * 29 + Bid.GetHashCode();
         hash = hash * 29 + Ask.GetHashCode();
         hash = hash * 29 + BidSize.GetHashCode();
         hash = hash * 29 + AskSize.GetHashCode();
         hash = hash * 29 + BidTime.GetHashCode();
         hash = hash * 29 + BidSize.GetHashCode();
         hash = hash * 29 + Date.GetHashCode();
         hash = hash * 29 + ConditionCode.GetHashCode();
         hash = hash * 29 + AskTime.GetHashCode();
         hash = hash * 29 + BidInfoValid.GetHashCode();
         hash = hash * 29 + AskInfoValid.GetHashCode();
         hash = hash * 29 + EndOfMessageGroup.GetHashCode();
         return(hash);
     }
 }
Exemple #8
0
 public override int GetHashCode()
 {
     unchecked
     {
         var hash = 17;
         hash = hash * 29 + Symbol.GetHashCode();
         hash = hash * 29 + MostRecentTrade.GetHashCode();
         hash = hash * 29 + MostRecentTradeSize.GetHashCode();
         hash = hash * 29 + MostRecentTradeTime.GetHashCode();
         hash = hash * 29 + MostRecentTradeMarketCenter.GetHashCode();
         hash = hash * 29 + TotalVolume.GetHashCode();
         hash = hash * 29 + Bid.GetHashCode();
         hash = hash * 29 + BidSize.GetHashCode();
         hash = hash * 29 + Ask.GetHashCode();
         hash = hash * 29 + AskSize.GetHashCode();
         hash = hash * 29 + Open.GetHashCode();
         hash = hash * 29 + High.GetHashCode();
         hash = hash * 29 + Low.GetHashCode();
         hash = hash * 29 + Close.GetHashCode();
         hash = hash * 29 + MessageContents.GetHashCode();
         hash = hash * 29 + MostRecentTradeConditions.GetHashCode();
         return(hash);
     }
 }