private QuickFix.FIX43.MarketDataRequest QueryMarketDataRequest43() { MDReqID mdReqID = new MDReqID("MARKETDATAID"); SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT); MarketDepth marketDepth = new MarketDepth(0); QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup(); marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID)); QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup(); symbolGroup.Set(new Symbol("LNUX")); QuickFix.FIX43.MarketDataRequest message = new QuickFix.FIX43.MarketDataRequest(mdReqID, subType, marketDepth); message.AddGroup(marketDataEntryGroup); message.AddGroup(symbolGroup); QueryHeader(message.Header); Console.WriteLine(message.ToString()); return(message); }
private QuickFix.FIX43.MarketDataRequest QueryMarketDataRequest43() { MDReqID mdReqID = new MDReqID("MARKETDATAID"); SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT); MarketDepth marketDepth = new MarketDepth(0); QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup(); marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID)); QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup(); symbolGroup.Set(new Symbol("LNUX")); QuickFix.FIX43.MarketDataRequest message = new QuickFix.FIX43.MarketDataRequest(mdReqID, subType, marketDepth); message.AddGroup(marketDataEntryGroup); message.AddGroup(symbolGroup); QueryHeader(message.Header); Console.WriteLine(message.ToString()); return message; }