Esempio n. 1
0
        public static QuoteStatusRequest MakeQuoteStatusRequestIncNestedGroup()
        {
            var msg = new QuoteStatusRequest();

            msg.Symbol = new Symbol("ABCDE");

            var legsGroup = new QuoteStatusRequest.NoLegsGroup();

            legsGroup.LegSymbol    = new LegSymbol("BCDEG");
            legsGroup.LegSymbolSfx = new LegSymbolSfx("PQRS");
            var legSecAltId = new QuoteStatusRequest.NoLegsGroup.NoLegSecurityAltIDGroup();

            legSecAltId.LegSecurityAltIDSource = new LegSecurityAltIDSource("QUERTYU");
            legsGroup.AddGroup(legSecAltId);
            legSecAltId.LegSecurityAltIDSource = new LegSecurityAltIDSource("ASDFGHJ");
            legsGroup.AddGroup(legSecAltId);

            msg.AddGroup(legsGroup); // groups are cloned before being mutated
            legsGroup.LegSymbol                = new LegSymbol("CDEFG");
            legsGroup.LegSymbolSfx             = new LegSymbolSfx("QRST");
            legSecAltId.LegSecurityAltIDSource = new LegSecurityAltIDSource("ZXCVBNM");
            legsGroup.AddGroup(legSecAltId);

            msg.AddGroup(legsGroup);
            legsGroup.LegSymbol                = new LegSymbol("DEFGH");
            legsGroup.LegSymbolSfx             = new LegSymbolSfx("RSTU");
            legSecAltId.LegSecurityAltIDSource = new LegSecurityAltIDSource("POIUYTR");
            legsGroup.AddGroup(legSecAltId);

            msg.AddGroup(legsGroup);

            return(msg);
        }
Esempio n. 2
0
        public static QuoteStatusRequest MakeQuoteStatusRequestIncGroup()
        {
            var msg = new QuoteStatusRequest();

            msg.Symbol = new Symbol("ABCDE");
            var legsGroup = new QuoteStatusRequest.NoLegsGroup();

            legsGroup.LegSymbol    = new LegSymbol("BCDEG");
            legsGroup.LegSymbolSfx = new LegSymbolSfx("PQRS");
            msg.AddGroup(legsGroup); // legsGroup is cloned before being mutated
            legsGroup.LegSymbol    = new LegSymbol("CDEFG");
            legsGroup.LegSymbolSfx = new LegSymbolSfx("QRST");
            msg.AddGroup(legsGroup);
            legsGroup.LegSymbol    = new LegSymbol("DEFGH");
            legsGroup.LegSymbolSfx = new LegSymbolSfx("RSTU");
            msg.AddGroup(legsGroup);
            return(msg);
        }