/// <summary>
/// Parse msg for instrument data
/// </summary>
/// <param name="FIXMsg"></param>
/// <returns></returns>
public bool ParseFIX(EASYROUTERCOMCLIENTLib.IFIXMessage FIXMsg)
{
try
{
//exchaange
string sExchange = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagSecurityExchange);
//Esexchange
string sESExchange = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESExchange);
//type of instrument
string sSecurityType = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagSecurityType);
//commodity symbol
string sSymbol = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagSymbol);
//easyscreen TE symbol
string sESTickerMnemonic = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESTickerMnemonic);
string sESTickerDesc = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESTickerDesc);
//exchange code
string sTickerSymbol = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESTickerSymbol);
int nESOrderType = FIXMsg.get_AsNumber(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESSupportPriceType);
int nESTimeType = FIXMsg.get_AsNumber(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESSupportTimeType);
bool bESSupportEdit = FIXMsg.get_AsBoolean(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESSupportEdit);
int lESPriceFormatCode = FIXMsg.get_AsNumber(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESPriceFormatCode);
m_sSymbol = sSymbol;
m_sESTickerMnemonic = sESTickerMnemonic;
m_sESTickerDesc = sESTickerDesc;
m_sESTickerSymbol = sTickerSymbol;
m_eOrderType = (OrderType)nESOrderType;
m_eTimeType = (TimeInForce)nESTimeType;
m_bESSupportEdit = bESSupportEdit;
m_lESPriceFormatCode = lESPriceFormatCode;
int nOptionType = 0;
if(FIXMsg.GetNumber(out nOptionType,EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagPutOrCall))
{
//defaults to 1 - call if never here
m_nOptionType = nOptionType;
}
m_sCFICode = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagCFICode);
m_sCurrency = FIXMsg.get_AsString(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagCurrency);
m_dUnitTickValue = FIXMsg.get_AsDouble(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESUnitTickValue);
m_dCompositeDelta = FIXMsg.get_AsDouble(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESCompositeDelta);
m_dESShortOptAdjust = FIXMsg.get_AsDouble(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESShortOptAdjust);
m_nESDecimalPlaces = FIXMsg.get_AsNumber(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagESDecimalPlaces);
AdditonalUpdates(FIXMsg);
}
catch(Exception)
{
return false;
}
return true;
}
