/// <summary>
/// Creates a FIX4.3 OrderCancelRequest message for GTX
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public QuickFix.FIX43.OrderCancelRequest OrderCancelRequest(Order order)
{
QuickFix.FIX43.OrderCancelRequest orderCancelRequest = new QuickFix.FIX43.OrderCancelRequest();
QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID);
orderCancelRequest.SetField(origClOrdId);
QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff")));
orderCancelRequest.SetField(clOrdId);
return(orderCancelRequest);
}
/// <summary>
/// Creates a FIX4.3 OrderCancelRequest message for Integral
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public QuickFix.FIX43.OrderCancelRequest OrderCancelRequest(Order order)
{
QuickFix.FIX43.OrderCancelRequest orderCancelRequest = new QuickFix.FIX43.OrderCancelRequest();
QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID);
orderCancelRequest.SetField(origClOrdId);
QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff")));
orderCancelRequest.SetField(clOrdId);
QuickFix.Fields.Symbol symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);
orderCancelRequest.SetField(symbol);
QuickFix.Fields.Side side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide));
orderCancelRequest.SetField(side);
QuickFix.Fields.TransactTime transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);
orderCancelRequest.SetField(transactTime);
QuickFix.Fields.Product product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency);
orderCancelRequest.SetField(product);
return(orderCancelRequest);
}