HandlInst Field
Inheritance: CharField
Esempio n. 1
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 public NewOrderSingle(
     QuickFix.Fields.ClOrdID aClOrdID,
     QuickFix.Fields.HandlInst aHandlInst,
     QuickFix.Fields.Symbol aSymbol,
     QuickFix.Fields.Side aSide,
     QuickFix.Fields.OrdType aOrdType
     ) : this()
 {
     this.ClOrdID   = aClOrdID;
     this.HandlInst = aHandlInst;
     this.Symbol    = aSymbol;
     this.Side      = aSide;
     this.OrdType   = aOrdType;
 }
 public OrderCancelReplaceRequest(
     QuickFix.Fields.OrigClOrdID aOrigClOrdID,
     QuickFix.Fields.ClOrdID aClOrdID,
     QuickFix.Fields.HandlInst aHandlInst,
     QuickFix.Fields.Symbol aSymbol,
     QuickFix.Fields.Side aSide,
     QuickFix.Fields.OrdType aOrdType
     ) : this()
 {
     this.OrigClOrdID = aOrigClOrdID;
     this.ClOrdID     = aClOrdID;
     this.HandlInst   = aHandlInst;
     this.Symbol      = aSymbol;
     this.Side        = aSide;
     this.OrdType     = aOrdType;
 }
Esempio n. 3
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 public NewOrderList(
     QuickFix.Fields.ListID aListID,
     QuickFix.Fields.ListSeqNo aListSeqNo,
     QuickFix.Fields.ListNoOrds aListNoOrds,
     QuickFix.Fields.ClOrdID aClOrdID,
     QuickFix.Fields.HandlInst aHandlInst,
     QuickFix.Fields.Symbol aSymbol,
     QuickFix.Fields.Side aSide,
     QuickFix.Fields.OrderQty aOrderQty,
     QuickFix.Fields.OrdType aOrdType
     ) : this()
 {
     this.ListID     = aListID;
     this.ListSeqNo  = aListSeqNo;
     this.ListNoOrds = aListNoOrds;
     this.ClOrdID    = aClOrdID;
     this.HandlInst  = aHandlInst;
     this.Symbol     = aSymbol;
     this.Side       = aSide;
     this.OrderQty   = aOrderQty;
     this.OrdType    = aOrdType;
 }
Esempio n. 4
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 public void Set(QuickFix.Fields.HandlInst val) 
 { 
     this.HandlInst = val;
 }
 public bool IsSet(QuickFix.Fields.HandlInst val)
 {
     return(IsSetHandlInst());
 }
 public QuickFix.Fields.HandlInst Get(QuickFix.Fields.HandlInst val)
 {
     GetField(val);
     return(val);
 }
 public void Set(QuickFix.Fields.HandlInst val)
 {
     this.HandlInst = val;
 }
        /// <summary>
        /// Creates a FIX4.4 NewOrderSingle message for Forexware
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX44.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX44.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            //set order side
            if (order.OrderSide == Constants.OrderSide.BUY)
            {
                newOrderSingle.Set(new Side(Side.BUY));
            }
            else if (order.OrderSide == Constants.OrderSide.SELL)
            {
                newOrderSingle.Set(new Side(Side.SELL));
            }

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            //limit, market and stop orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }
            else if (order.GetType() == typeof(StopOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.STOP));

                // set StopPX field
                // TODO: add StopPx field
            }

            var account = new QuickFix.Fields.Account(_account);

            newOrderSingle.SetField(account);

            if (order.GetType() == typeof(LimitOrder) || order.GetType() == typeof(StopOrder))
            {
                var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));
                newOrderSingle.SetField(tif);
            }

            return(newOrderSingle);
        }
        /// <summary>
        /// Creates a FIX4.3 NewOrderSingle message for Integral
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX43.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX43.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            var securityType = new QuickFix.Fields.SecurityType(FixCommon.Constants.SecurityType.ForeignExchangeContract);

            newOrderSingle.SetField(securityType);

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency);

            newOrderSingle.SetField(product);

            //set order side
            if (order.OrderSide == Constants.OrderSide.BUY)
            {
                newOrderSingle.Set(new Side(Side.BUY));
            }
            else if (order.OrderSide == Constants.OrderSide.SELL)
            {
                newOrderSingle.Set(new Side(Side.SELL));
            }

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            var minQty = new QuickFix.Fields.MinQty(order.OrderSize);

            newOrderSingle.SetField(minQty);

            //only limit and market orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }

            var maxShow = new QuickFix.Fields.MaxShow(order.OrderSize);

            newOrderSingle.SetField(maxShow);

            var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));

            newOrderSingle.SetField(tif);

            var execInst = new QuickFix.Fields.ExecInst(ExecInst.BEST_EXECUTION);

            newOrderSingle.SetField(execInst);

            var currency = new QuickFix.Fields.Currency(order.OrderCurrency);

            newOrderSingle.SetField(currency);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            return(newOrderSingle);
        }
Esempio n. 10
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        public Message CreateNewOrderSingleMessage(string symbol,
                                                   MarketSide marketSide,
                                                   string clOrdID,
                                                   TradingAccount account,
                                                   decimal price,
                                                   decimal quantity,
                                                   OrderType orderType,
                                                   string execID)
        {
            // hard-coded fields
            var fHandlInst =
                new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            var fOrdType = TranslateFixFields.Translate(orderType);
            var fSide = TranslateFixFields.Translate(marketSide);
            var fSymbol = new Symbol(symbol);
            var fTransactTime = new TransactTime(DateTime.Now);
            var fClOrdID = new ClOrdID(clOrdID);

            var nos = new NewOrderSingle(fClOrdID,
                                         fHandlInst,
                                         fSymbol,
                                         fSide,
                                         fTransactTime,
                                         fOrdType)
            {
                OrderQty = new OrderQty(quantity),
                TimeInForce = new TimeInForce(TimeInForce.GOOD_TILL_CANCEL)
            };

            if (orderType == OrderType.Limit)
                nos.Price = new Price(price);

            return nos;
        }
Esempio n. 11
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 private Queue<QuickFix.FIX42.NewOrderSingle> CreateOrders(int n)
 {
     Queue<QuickFix.FIX42.NewOrderSingle> orders = new Queue<QuickFix.FIX42.NewOrderSingle>(n);
     for (int i = 0; i < n; i++) {
         ClOrdID cloudOrderId = new ClOrdID(Guid.NewGuid().ToString());
         HandlInst handlInst = new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION);
         Symbol symbol = new Symbol("MSFT");
         Side side = new Side(Side.BUY);
         TransactTime time = new TransactTime();
         OrdType orderType = new OrdType(OrdType.LIMIT);
         QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(cloudOrderId, handlInst, symbol, side, time, orderType);
         order.Account = new Account("Account");
         order.OrderQty = new OrderQty(100);
         order.ExDestination = new ExDestination("*");
         order.TimeInForce = new TimeInForce(TimeInForce.DAY);
         order.Price = new Price(50m);
         order.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
         orders.Enqueue(order);
     }
     return orders;
 }
Esempio n. 12
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        /// <summary>
        /// Creates a FIX4.2 NewOrderSingle message for Redi
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX42.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX42.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            if (!string.IsNullOrEmpty(_account))
            {
                var account = new QuickFix.Fields.Account(_account);
                newOrderSingle.SetField(account);
            }

            var currency = new QuickFix.Fields.Currency(order.OrderCurrency);

            newOrderSingle.SetField(currency);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            //only limit and market orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                var execInst = new QuickFix.Fields.ExecInst("h");
                newOrderSingle.SetField(execInst);

                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            var exDestination = new QuickFix.Fields.ExDestination(";");

            newOrderSingle.SetField(exDestination);

            var country = new QuickFix.Fields.DeliverToLocationID("1");

            newOrderSingle.SetField(country);

            var side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide));

            newOrderSingle.SetField(side);

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));

            newOrderSingle.SetField(tif);

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            return(newOrderSingle);
        }