Esempio n. 1
0
		public virtual void Send(FIXMarketDataSnapshot Snapshot)
		{
			MarketDataSnapshotFullRefresh snapshotFullRefresh = new MarketDataSnapshotFullRefresh(new Symbol(Snapshot.Symbol));
			if (Snapshot.ContainsField(262))
				snapshotFullRefresh.set(new MDReqID(Snapshot.MDReqID));
			if (Snapshot.ContainsField(65))
				snapshotFullRefresh.set(new SymbolSfx(Snapshot.SymbolSfx));
			if (Snapshot.ContainsField(48))
				snapshotFullRefresh.set(new SecurityID(Snapshot.SecurityID));
			if (Snapshot.ContainsField(22))
				snapshotFullRefresh.set(new IDSource(Snapshot.SecurityIDSource));
			if (Snapshot.ContainsField(167))
				snapshotFullRefresh.set(new QuickFix.SecurityType(Snapshot.SecurityType));
			if (Snapshot.ContainsField(200))
				snapshotFullRefresh.set(new MaturityMonthYear(Snapshot.MaturityMonthYear));
			if (Snapshot.ContainsField(202))
				snapshotFullRefresh.set(new StrikePrice(Snapshot.StrikePrice));
			if (Snapshot.ContainsField(206))
				snapshotFullRefresh.set(new OptAttribute(Snapshot.OptAttribute));
			if (Snapshot.ContainsField(231))
				snapshotFullRefresh.set(new ContractMultiplier(Snapshot.ContractMultiplier));
			if (Snapshot.ContainsField(223))
				snapshotFullRefresh.set(new CouponRate(Snapshot.CouponRate));
			if (Snapshot.ContainsField(207))
				snapshotFullRefresh.set(new SecurityExchange(Snapshot.SecurityExchange));
			if (Snapshot.ContainsField(106))
				snapshotFullRefresh.set(new Issuer(Snapshot.Issuer));
			if (Snapshot.ContainsField(348))
				snapshotFullRefresh.set(new EncodedIssuerLen(Snapshot.EncodedIssuerLen));
			if (Snapshot.ContainsField(349))
				snapshotFullRefresh.set(new EncodedIssuer(Snapshot.EncodedIssuer));
			if (Snapshot.ContainsField(107))
				snapshotFullRefresh.set(new SecurityDesc(Snapshot.SecurityDesc));
			if (Snapshot.ContainsField(350))
				snapshotFullRefresh.set(new EncodedSecurityDescLen(Snapshot.EncodedSecurityDescLen));
			if (Snapshot.ContainsField(351))
				snapshotFullRefresh.set(new EncodedSecurityDesc(Snapshot.EncodedSecurityDesc));
			if (Snapshot.ContainsField(291))
				snapshotFullRefresh.set(new FinancialStatus(((object)Snapshot.FinancialStatus).ToString()));
			if (Snapshot.ContainsField(292))
				snapshotFullRefresh.set(new CorporateAction(((object)Snapshot.CorporateAction).ToString()));
			for (int i = 0; i < Snapshot.NoMDEntries; ++i)
			{
				MarketDataSnapshotFullRefresh.NoMDEntries noMdEntries = new MarketDataSnapshotFullRefresh.NoMDEntries();
				FIXMDEntriesGroup mdEntriesGroup = Snapshot.GetMDEntriesGroup(i);
				noMdEntries.set(new MDEntryType(mdEntriesGroup.MDEntryType));
				noMdEntries.set(new MDEntryPx(mdEntriesGroup.MDEntryPx));
				if (mdEntriesGroup.ContainsField(271))
					noMdEntries.set(new MDEntrySize(mdEntriesGroup.MDEntrySize));
				if (mdEntriesGroup.ContainsField(272))
					noMdEntries.set(new MDEntryDate(mdEntriesGroup.MDEntryDate));
				if (mdEntriesGroup.ContainsField(273))
					noMdEntries.set(new MDEntryTime(mdEntriesGroup.MDEntryTime));
				if (mdEntriesGroup.ContainsField(274))
					noMdEntries.set(new TickDirection(mdEntriesGroup.TickDirection));
				if (mdEntriesGroup.ContainsField(275))
					noMdEntries.set(new MDMkt(mdEntriesGroup.MDMkt));
				if (mdEntriesGroup.ContainsField(336))
					noMdEntries.set(new TradingSessionID(mdEntriesGroup.TradingSessionID));
				if (mdEntriesGroup.ContainsField(276))
					noMdEntries.set(new QuoteCondition(mdEntriesGroup.QuoteCondition));
				if (mdEntriesGroup.ContainsField(277))
					noMdEntries.set(new TradeCondition(mdEntriesGroup.TradeCondition));
				if (mdEntriesGroup.ContainsField(282))
					noMdEntries.set(new MDEntryOriginator(mdEntriesGroup.MDEntryOriginator));
				if (mdEntriesGroup.ContainsField(283))
					noMdEntries.set(new LocationID(mdEntriesGroup.LocationID));
				if (mdEntriesGroup.ContainsField(284))
					noMdEntries.set(new DeskID(mdEntriesGroup.DeskID));
				if (mdEntriesGroup.ContainsField(59))
					noMdEntries.set(new QuickFix.TimeInForce(mdEntriesGroup.TimeInForce));
				if (mdEntriesGroup.ContainsField(126))
					noMdEntries.set(new ExpireTime(mdEntriesGroup.ExpireTime));
				if (mdEntriesGroup.ContainsField(110))
					noMdEntries.set(new MinQty(mdEntriesGroup.MinQty));
				if (mdEntriesGroup.ContainsField(18))
					noMdEntries.set(new ExecInst(mdEntriesGroup.ExecInst));
				if (mdEntriesGroup.ContainsField(287))
					noMdEntries.set(new SellerDays(mdEntriesGroup.SellerDays));
				if (mdEntriesGroup.ContainsField(37))
					noMdEntries.set(new OrderID(mdEntriesGroup.OrderID));
				if (mdEntriesGroup.ContainsField(299))
					noMdEntries.set(new QuoteEntryID(mdEntriesGroup.QuoteEntryID));
				if (mdEntriesGroup.ContainsField(288))
					noMdEntries.set(new MDEntryBuyer(mdEntriesGroup.MDEntryBuyer));
				if (mdEntriesGroup.ContainsField(289))
					noMdEntries.set(new MDEntrySeller(mdEntriesGroup.MDEntrySeller));
				if (mdEntriesGroup.ContainsField(346))
					noMdEntries.set(new NumberOfOrders(mdEntriesGroup.NumberOfOrders));
				if (mdEntriesGroup.ContainsField(290))
					noMdEntries.set(new MDEntryPositionNo(mdEntriesGroup.MDEntryPositionNo));
				if (mdEntriesGroup.ContainsField(58))
					noMdEntries.set(new Text(mdEntriesGroup.Text));
				if (mdEntriesGroup.ContainsField(354))
					noMdEntries.set(new EncodedTextLen(mdEntriesGroup.EncodedTextLen));
				if (mdEntriesGroup.ContainsField(355))
					noMdEntries.set(new EncodedText(mdEntriesGroup.EncodedText));
				snapshotFullRefresh.addGroup((Group)noMdEntries);
				noMdEntries.Dispose();
			}
			try
			{
				Session.sendToTarget((QuickFix.Message)snapshotFullRefresh, this.fSessionID);
			}
			catch (Exception ex)
			{
				Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1148) + ex.Message);
			}
		}
Esempio n. 2
0
		public void onMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh snapshot, SessionID sessionID)
		{
			FIXMarketDataSnapshot MarketDataSnapshotFullRefresh = new FIXMarketDataSnapshot();
			if (snapshot.isSetContractMultiplier())
				MarketDataSnapshotFullRefresh.ContractMultiplier = snapshot.getContractMultiplier().getValue();
			if (snapshot.isSetCorporateAction())
				MarketDataSnapshotFullRefresh.CorporateAction = snapshot.getCorporateAction().getValue();
			if (snapshot.isSetCouponRate())
				MarketDataSnapshotFullRefresh.CouponRate = snapshot.getCouponRate().getValue();
			if (snapshot.isSetEncodedIssuer())
				MarketDataSnapshotFullRefresh.EncodedIssuer = snapshot.getEncodedIssuer().getValue();
			if (snapshot.isSetEncodedIssuerLen())
				MarketDataSnapshotFullRefresh.EncodedIssuerLen = snapshot.getEncodedIssuerLen().getValue();
			if (snapshot.isSetEncodedSecurityDesc())
				MarketDataSnapshotFullRefresh.EncodedSecurityDesc = snapshot.getEncodedSecurityDesc().getValue();
			if (snapshot.isSetEncodedSecurityDescLen())
				MarketDataSnapshotFullRefresh.EncodedSecurityDescLen = snapshot.getEncodedSecurityDescLen().getValue();
			if (snapshot.isSetFinancialStatus())
				MarketDataSnapshotFullRefresh.FinancialStatus = snapshot.getFinancialStatus().getValue();
			if (snapshot.isSetIssuer())
				MarketDataSnapshotFullRefresh.Issuer = snapshot.getIssuer().getValue();
			if (snapshot.isSetMaturityMonthYear())
				MarketDataSnapshotFullRefresh.MaturityMonthYear = snapshot.getMaturityMonthYear().getValue();
			if (snapshot.isSetMDReqID())
				MarketDataSnapshotFullRefresh.MDReqID = snapshot.getMDReqID().getValue();
			if (snapshot.isSetOptAttribute())
				MarketDataSnapshotFullRefresh.OptAttribute = snapshot.getOptAttribute().getValue();
			if (snapshot.isSetSecurityDesc())
				MarketDataSnapshotFullRefresh.SecurityDesc = snapshot.getSecurityDesc().getValue();
			if (snapshot.isSetSecurityExchange())
				MarketDataSnapshotFullRefresh.SecurityExchange = snapshot.getSecurityExchange().getValue();
			if (snapshot.isSetSecurityID())
				MarketDataSnapshotFullRefresh.SecurityID = snapshot.getSecurityID().getValue();
			if (snapshot.isSetSecurityType())
				MarketDataSnapshotFullRefresh.SecurityType = snapshot.getSecurityType().getValue();
			if (snapshot.isSetStrikePrice())
				MarketDataSnapshotFullRefresh.StrikePrice = snapshot.getStrikePrice().getValue();
			if (snapshot.isSetSymbol())
				MarketDataSnapshotFullRefresh.Symbol = snapshot.getSymbol().getValue();
			if (snapshot.isSetSymbolSfx())
				MarketDataSnapshotFullRefresh.SymbolSfx = snapshot.getSymbolSfx().getValue();
			MarketDataSnapshotFullRefresh.NoMDEntries noMdEntries = new MarketDataSnapshotFullRefresh.NoMDEntries();
			for (uint num = 1U; (long)num <= (long)snapshot.getNoMDEntries().getValue(); ++num)
			{
				snapshot.getGroup(num, (Group)noMdEntries);
				FIXMDEntriesGroup group = new FIXMDEntriesGroup(noMdEntries.get(new MDEntryType()).getValue());
				if (noMdEntries.isSetMDEntryDate())
					group.MDEntryDate = noMdEntries.getMDEntryDate().getValue();
				if (noMdEntries.isSetMDEntryTime())
					group.MDEntryTime = noMdEntries.getMDEntryTime().getValue();
				if (noMdEntries.isSetMDEntryPx())
					group.MDEntryPx = noMdEntries.getMDEntryPx().getValue();
				if (noMdEntries.isSetMDEntrySize())
					group.MDEntrySize = noMdEntries.getMDEntrySize().getValue();
				if (noMdEntries.isSetMDEntryBuyer())
					group.MDEntryBuyer = noMdEntries.getMDEntryBuyer().getValue();
				if (noMdEntries.isSetMDEntrySeller())
					group.MDEntrySeller = noMdEntries.getMDEntrySeller().getValue();
				MarketDataSnapshotFullRefresh.AddGroup(group);
			}
			noMdEntries.Dispose();
			if (this.DHHvj9eQf == null)
				return;
			this.DHHvj9eQf((object)this, new FIXMarketDataSnapshotEventArgs(MarketDataSnapshotFullRefresh));
		}