C# (CSharp) QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup.SetFieldの例

コード例 #1

            private void InitializeQuote(string symbolName, string marketDataRequestId)
            {
                m_Quote = new QuickFix.FIX42.MarketDataSnapshotFullRefresh();
                m_Quote.SetField(new MDReqID(marketDataRequestId));
                m_Quote.SetField(new SecurityExchange("*"));
                m_Quote.SetField(new TotalVolumeTraded(10000));
                m_Quote.SetField(new Symbol(symbolName));
                m_Quote.SetField(new NoMDEntries(3));

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup group1 = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                group1.SetField(new MDEntryType(MDEntryType.BID));
                group1.SetField(new MDEntryPx(50m));
                group1.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(group1);

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup group2 = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                group2.SetField(new MDEntryType(MDEntryType.OFFER));
                group2.SetField(new MDEntryPx(50.01m));
                group2.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(group2);

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup trade = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                trade.SetField(new MDEntryType(MDEntryType.TRADE));
                trade.SetField(new MDEntryPx(50.01m));
                trade.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(trade);
            }

コード例 #2

ファイル: Server.cs プロジェクト: huruixd/quickfixn

            private void InitializeQuote(string symbolName, string marketDataRequestId)
            {
                m_Quote = new QuickFix.FIX42.MarketDataSnapshotFullRefresh();
                m_Quote.SetField(new MDReqID(marketDataRequestId));
                m_Quote.SetField(new SecurityExchange("*"));
                m_Quote.SetField(new TotalVolumeTraded(10000));
                m_Quote.SetField(new Symbol(symbolName));
                m_Quote.SetField(new NoMDEntries(3));

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup group1 = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                group1.SetField(new MDEntryType(MDEntryType.BID));
                group1.SetField(new MDEntryPx(50m));
                group1.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(group1);

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup group2 = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                group2.SetField(new MDEntryType(MDEntryType.OFFER));
                group2.SetField(new MDEntryPx(50.01m));
                group2.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(group2);

                QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup trade = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
                trade.SetField(new MDEntryType(MDEntryType.TRADE));
                trade.SetField(new MDEntryPx(50.01m));
                trade.SetField(new MDEntrySize(100));
                m_Quote.AddGroup(trade);
            }