Esempio n. 1
0
        public void UnsubMarketData(IEnumerable <string> instrIDList)
        {
            var instr = new NamedStringVector();

            instr.Name = (FieldName.INSTRUMENT_ID);

            foreach (string instrID in instrIDList)
            {
                instr.Entry.Add(instrID);
            }

            var sst = new SimpleStringTable();

            sst.Columns.Add(instr);

            MessageWrapper?.SendMessage((uint)BusinessMessageID.MSG_ID_UNSUB_MARKETDATA, sst);
        }
Esempio n. 2
0
        public virtual void SendMessage(uint serialId, uint msgId, IEnumerable <ContractKeyVM> instrIDList)
        {
            var instr = new NamedStringVector();

            instr.Name = (FieldName.INSTRUMENT_ID);

            foreach (var instrID in instrIDList)
            {
                instr.Entry.Add(instrID.Contract);
            }

            var sst = new SimpleStringTable();

            sst.Header = new DataHeader {
                SerialId = serialId
            };
            sst.Columns.Add(instr);

            MessageWrapper.SendMessage(msgId, sst);
        }