Esempio n. 1
0
		public void onMessage(QuickFix.FIX42.ExecutionReport report, SessionID sessionID)
		{
			SmartQuant.FIX.ExecutionReport report1 = new SmartQuant.FIX.ExecutionReport();
			if (report.isSetOrderID())
				report1.OrderID = report.getOrderID().getValue();
			if (report.isSetSecondaryOrderID())
				report1.SecondaryOrderID = report.getSecondaryOrderID().getValue();
			if (report.isSetClOrdID())
				report1.ClOrdID = report.getClOrdID().getValue();
			if (report.isSetOrigClOrdID())
				report1.OrigClOrdID = report.getOrigClOrdID().getValue();
			if (report.isSetListID())
				report1.ListID = report.getListID().getValue();
			if (report.isSetExecID())
				report1.ExecID = report.getExecID().getValue();
			if (report.isSetExecRefID())
				report1.ExecRefID = report.getExecRefID().getValue();
			if (report.isSetExecType())
				((FIXExecutionReport)report1).ExecType = report.getExecType().getValue();
			if (report.isSetOrdStatus())
				((FIXExecutionReport)report1).OrdStatus = report.getOrdStatus().getValue();
			if (report.isSetOrdRejReason())
				report1.OrdRejReason = report.getOrdRejReason().getValue();
			if (report.isSetExecRestatementReason())
				report1.ExecRestatementReason = report.getExecRestatementReason().getValue();
			if (report.isSetAccount())
				report1.Account = report.getAccount().getValue();
			if (report.isSetSettlmntTyp())
				report1.SettlType = report.getSettlmntTyp().getValue();
			if (report.isSetSymbol())
				report1.Symbol = report.getSymbol().getValue();
			if (report.isSetSymbolSfx())
				report1.SymbolSfx = report.getSymbolSfx().getValue();
			if (report.isSetSecurityID())
				report1.SecurityID = report.getSecurityID().getValue();
			if (report.isSetSecurityType())
				report1.SecurityType = report.getSecurityType().getValue();
			if (report.isSetMaturityMonthYear())
				report1.MaturityMonthYear = report.getMaturityMonthYear().getValue();
			if (report.isSetMaturityDay())
				report1.MaturityDate = DateTime.Parse(report.getMaturityDay().getValue());
			if (report.isSetStrikePrice())
				report1.StrikePrice = report.getStrikePrice().getValue();
			if (report.isSetOptAttribute())
				report1.OptAttribute = report.getOptAttribute().getValue();
			if (report.isSetContractMultiplier())
				report1.ContractMultiplier = report.getContractMultiplier().getValue();
			if (report.isSetCouponRate())
				report1.CouponRate = report.getCouponRate().getValue();
			if (report.isSetSecurityExchange())
				report1.SecurityExchange = report.getSecurityExchange().getValue();
			if (report.isSetIssuer())
				report1.Issuer = report.getIssuer().getValue();
			if (report.isSetEncodedIssuerLen())
				report1.EncodedIssuerLen = report.getEncodedIssuerLen().getValue();
			if (report.isSetEncodedIssuer())
				report1.EncodedIssuer = report.getEncodedIssuer().getValue();
			if (report.isSetSecurityDesc())
				report1.SecurityDesc = report.getSecurityDesc().getValue();
			if (report.isSetEncodedSecurityDescLen())
				report1.EncodedSecurityDescLen = report.getEncodedSecurityDescLen().getValue();
			if (report.isSetEncodedSecurityDesc())
				report1.EncodedSecurityDesc = report.getEncodedSecurityDesc().getValue();
			if (report.isSetSide())
				((FIXExecutionReport)report1).Side = report.getSide().getValue();
			if (report.isSetOrderQty())
				report1.OrderQty = report.getOrderQty().getValue();
			if (report.isSetCashOrderQty())
				report1.CashOrderQty = report.getCashOrderQty().getValue();
			if (report.isSetOrdType())
				((FIXExecutionReport)report1).OrdType = report.getOrdType().getValue();
			if (report.isSetPrice())
				report1.Price = report.getPrice().getValue();
			if (report.isSetStopPx())
				report1.StopPx = report.getStopPx().getValue();
			if (report.isSetDiscretionInst())
				report1.DiscretionInst = report.getDiscretionInst().getValue();
			if (report.isSetDiscretionOffset())
				report1.DiscretionOffsetValue = report.getDiscretionOffset().getValue();
			if (report.isSetCurrency())
				report1.Currency = report.getCurrency().getValue();
			if (report.isSetComplianceID())
				report1.ComplianceID = report.getComplianceID().getValue();
			if (report.isSetTimeInForce())
				((FIXExecutionReport)report1).TimeInForce = report.getTimeInForce().getValue();
			if (report.isSetEffectiveTime())
				report1.EffectiveTime = report.getEffectiveTime().getValue();
			if (report.isSetExpireDate())
				report1.ExpireDate = DateTime.Parse(report.getExpireDate().getValue());
			if (report.isSetExpireTime())
				report1.ExpireTime = report.getExpireTime().getValue();
			if (report.isSetExecInst())
				report1.ExecInst = report.getExecInst().getValue();
			if (report.isSetLastShares())
				report1.LastQty = report.getLastShares().getValue();
			if (report.isSetLastPx())
				report1.LastPx = report.getLastPx().getValue();
			if (report.isSetLastSpotRate())
				report1.LastSpotRate = report.getLastSpotRate().getValue();
			if (report.isSetLastForwardPoints())
				report1.LastForwardPoints = report.getLastForwardPoints().getValue();
			if (report.isSetLastMkt())
				report1.LastMkt = report.getLastMkt().getValue();
			if (report.isSetTradingSessionID())
				report1.TradingSessionID = report.getTradingSessionID().getValue();
			if (report.isSetLastCapacity())
				report1.LastCapacity = report.getLastCapacity().getValue();
			if (report.isSetLeavesQty())
				report1.LeavesQty = report.getLeavesQty().getValue();
			if (report.isSetCumQty())
				report1.CumQty = report.getCumQty().getValue();
			if (report.isSetAvgPx())
				report1.AvgPx = report.getAvgPx().getValue();
			if (report.isSetDayOrderQty())
				report1.DayOrderQty = report.getDayOrderQty().getValue();
			if (report.isSetDayCumQty())
				report1.DayCumQty = report.getDayCumQty().getValue();
			if (report.isSetDayAvgPx())
				report1.DayAvgPx = report.getDayAvgPx().getValue();
			if (report.isSetGTBookingInst())
				report1.GTBookingInst = report.getGTBookingInst().getValue();
			if (report.isSetTradeDate())
				report1.TradeDate = DateTime.Parse(report.getTradeDate().getValue());
			if (report.isSetTransactTime())
				report1.TransactTime = report.getTransactTime().getValue();
			if (report.isSetCommission())
				report1.Commission = report.getCommission().getValue();
			if (report.isSetCommType())
				((FIXExecutionReport)report1).CommType = report.getCommType().getValue();
			if (report.isSetGrossTradeAmt())
				report1.GrossTradeAmt = report.getGrossTradeAmt().getValue();
			if (report.isSetSettlCurrAmt())
				report1.SettlCurrAmt = report.getSettlCurrAmt().getValue();
			if (report.isSetSettlCurrency())
				report1.SettlCurrency = report.getSettlCurrency().getValue();
			if (report.isSetHandlInst())
				report1.HandlInst = report.getHandlInst().getValue();
			if (report.isSetMinQty())
				report1.MinQty = report.getMinQty().getValue();
			if (report.isSetMaxFloor())
				report1.MaxFloor = report.getMaxFloor().getValue();
			if (report.isSetMaxShow())
				report1.MaxShow = report.getMaxShow().getValue();
			if (report.isSetText())
				report1.Text = report.getText().getValue();
			if (report.isSetEncodedTextLen())
				report1.EncodedTextLen = report.getEncodedTextLen().getValue();
			if (report.isSetEncodedText())
				report1.EncodedText = report.getEncodedText().getValue();
			if (report.isSetOrderQty2())
				report1.OrderQty2 = report.getOrderQty2().getValue();
			if (report.isSetMultiLegReportingType())
				report1.MultiLegReportingType = report.getMultiLegReportingType().getValue();
			if (this.dyw7Oec2k == null)
				return;
			this.dyw7Oec2k((object)this, new ExecutionReportEventArgs(report1));
		}