QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup.Set C# (CSharp)のコード例

コード例 #1

1

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: sexyfrog/fix

        /**
         * 现场交易请求
         * @return
         */
        public static Message createLiveTradesRequest()
        {
            QuickFix.FIX44.MarketDataRequest liveTradesRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            //		noRelatedSym.Set(new Symbol("LTC/USD"));
            noRelatedSym.Set(new Symbol("LTC/CNY"));
            liveTradesRequest.AddGroup(noRelatedSym);
            liveTradesRequest.Set(new MDReqID("123"));
            liveTradesRequest.Set(new SubscriptionRequestType('1'));
            liveTradesRequest.Set(new MarketDepth(0));
            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group.Set(new MDEntryType('2'));
            liveTradesRequest.AddGroup(group);
            return liveTradesRequest;
        }

コード例 #2

1

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: sexyfrog/fix

        /**
         * 24h行情请求
         * @return
         */
        public static Message create24HTickerRequest()
        {
            QuickFix.FIX44.MarketDataRequest tickerRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            //noRelatedSym.Set(new Symbol("BTC/CNY"));
            noRelatedSym.Set(new Symbol("BTC/CNY"));

            tickerRequest.AddGroup(noRelatedSym);

            tickerRequest.Set(new MDReqID("123"));
            tickerRequest.Set(new SubscriptionRequestType('1'));
            tickerRequest.Set(new MarketDepth(0));

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType('4'));
            tickerRequest.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType('5'));
            tickerRequest.AddGroup(group2);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group3 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group3.Set(new MDEntryType('7'));
            tickerRequest.AddGroup(group3);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group4 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group4.Set(new MDEntryType('8'));
            tickerRequest.AddGroup(group4);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group5 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group5.Set(new MDEntryType('9'));
            tickerRequest.AddGroup(group5);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group6 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group6.Set(new MDEntryType('B'));
            tickerRequest.AddGroup(group6);

            return tickerRequest;
        }

コード例 #3

0

ファイルを表示

ファイル: FixClient44.cs プロジェクト: neerajkaushik123/neerajkaushikwordpressresources

        public Task SendMarketDataRequest(string symbol, string exchange, Action <string> progressHandler)
        {
            return(Task.Run(() =>
            {
                //Create object of Security Definition
                QuickFix.FIX44.MarketDataRequest securityDefinition = new QuickFix.FIX44.MarketDataRequest
                {
                    MDReqID = new MDReqID(Guid.NewGuid().ToString()),
                    SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
                    MarketDepth = new MarketDepth(1),
                    MDUpdateType = new MDUpdateType(0)
                };

                var noMDEntryTypes = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.BID)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.OFFER)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.TRADE)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.OPENING_PRICE)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.SETTLEMENT_PRICE)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.TRADING_SESSION_HIGH_PRICE)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.TRADING_SESSION_LOW_PRICE)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.TRADE_VOLUME)); securityDefinition.AddGroup(noMDEntryTypes);
                noMDEntryTypes.Set(new MDEntryType(MDEntryType.OPEN_INTEREST)); securityDefinition.AddGroup(noMDEntryTypes);

                securityDefinition.NoRelatedSym = new NoRelatedSym(1);

                var relatedSymbol = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
                relatedSymbol.Set(new Symbol(symbol));
                relatedSymbol.Set(new SecurityExchange(exchange));
                securityDefinition.AddGroup(relatedSymbol);
                Session.SendToTarget(securityDefinition, _currentSessionId);
                progressHandler("Sent MarketData Request");
            }));
        }

コード例 #4

0

ファイルを表示

ファイル: OneZero_Price_FixApi_Connector.cs プロジェクト: MikePapinski/OneZero-Fix-Api-Parser

        public void SubscribeMarketData(string symbol, string reqID)
        {
            MDReqID mdReqID = new MDReqID(reqID);
            SubscriptionRequestType subType      = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            MarketDepth             marketDepth  = new MarketDepth(1);
            MDUpdateType            mdUpdateType = new MDUpdateType(0);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.SetField(new MDEntryType(MDEntryType.BID));
            marketDataEntryGroup.SetField(new MDEntryType(MDEntryType.OFFER));

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol(symbol));

            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest();
            message.SetField(mdReqID);
            message.SetField(subType);
            message.SetField(marketDepth);
            message.SetField(mdUpdateType);

            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            if (m_SessionID != null)
            {
                Session.SendToTarget(message, m_SessionID);
            }
        }

コード例 #5

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: w1r2p1/crux

        public static Message CreateLiveTradesRequest()
        {
            QuickFix.FIX44.MarketDataRequest liveTradesRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            noRelatedSym.Set(TradeSymbol);
            liveTradesRequest.AddGroup(noRelatedSym);
            liveTradesRequest.Set(new MDReqID(GetFreeID));
            liveTradesRequest.Set(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
            liveTradesRequest.Set(new MDUpdateType(MDUpdateType.INCREMENTAL_REFRESH));
            liveTradesRequest.Set(new MarketDepth(0));
            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group.Set(new MDEntryType(MDEntryType.TRADE));
            liveTradesRequest.AddGroup(group);
            return(liveTradesRequest);
        }

コード例 #6

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: xb-miura/fix

        /**
         * 现场交易请求
         * @return
         */
        public static Message createLiveTradesRequest()
        {
            QuickFix.FIX44.MarketDataRequest liveTradesRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            //		noRelatedSym.Set(new Symbol("LTC/USD"));
            noRelatedSym.Set(new Symbol("LTC/CNY"));
            liveTradesRequest.AddGroup(noRelatedSym);
            liveTradesRequest.Set(new MDReqID("123"));
            liveTradesRequest.Set(new SubscriptionRequestType('1'));
            liveTradesRequest.Set(new MarketDepth(0));
            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group.Set(new MDEntryType('2'));
            liveTradesRequest.AddGroup(group);
            return(liveTradesRequest);
        }

コード例 #7

0

ファイルを表示

        private QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType     = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth             marketDepth = new MarketDepth(0);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return(message);
        }

コード例 #8

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: xb-miura/fix

        /**
         * 24h行情请求
         * @return
         */
        public static Message create24HTickerRequest()
        {
            QuickFix.FIX44.MarketDataRequest tickerRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            //noRelatedSym.Set(new Symbol("BTC/CNY"));
            noRelatedSym.Set(new Symbol("BTC/CNY"));

            tickerRequest.AddGroup(noRelatedSym);

            tickerRequest.Set(new MDReqID("123"));
            tickerRequest.Set(new SubscriptionRequestType('1'));
            tickerRequest.Set(new MarketDepth(0));

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType('4'));
            tickerRequest.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType('5'));
            tickerRequest.AddGroup(group2);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group3 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group3.Set(new MDEntryType('7'));
            tickerRequest.AddGroup(group3);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group4 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group4.Set(new MDEntryType('8'));
            tickerRequest.AddGroup(group4);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group5 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group5.Set(new MDEntryType('9'));
            tickerRequest.AddGroup(group5);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group6 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group6.Set(new MDEntryType('B'));
            tickerRequest.AddGroup(group6);

            return(tickerRequest);
        }

コード例 #9

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: w1r2p1/crux

        public static Message Create24HTickerRequest()
        {
            QuickFix.FIX44.MarketDataRequest tickerRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();

            noRelatedSym.Set(TradeSymbol);

            tickerRequest.AddGroup(noRelatedSym);

            tickerRequest.Set(new MDReqID(GetFreeID));
            tickerRequest.Set(new SubscriptionRequestType('1'));
            tickerRequest.Set(new MarketDepth(0));

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType(MDEntryType.OPENING_PRICE));
            tickerRequest.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType(MDEntryType.CLOSING_PRICE));
            tickerRequest.AddGroup(group2);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group3 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group3.Set(new MDEntryType(MDEntryType.TRADING_SESSION_HIGH_PRICE));
            tickerRequest.AddGroup(group3);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group4 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group4.Set(new MDEntryType(MDEntryType.TRADING_SESSION_LOW_PRICE));
            tickerRequest.AddGroup(group4);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group5 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group5.Set(new MDEntryType(MDEntryType.TRADING_SESSION_VWAP_PRICE));
            tickerRequest.AddGroup(group5);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group6 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group6.Set(new MDEntryType(MDEntryType.TRADE_VOLUME));
            tickerRequest.AddGroup(group6);

            return(tickerRequest);
        }

コード例 #10

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: w1r2p1/crux

        public static Message CreateOrderBookRequest(int depth = 0)
        {
            QuickFix.FIX44.MarketDataRequest orderBookRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            noRelatedSym.Set(TradeSymbol);
            orderBookRequest.AddGroup(noRelatedSym);

            orderBookRequest.Set(new MDReqID(GetFreeID));
            orderBookRequest.Set(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
            orderBookRequest.Set(new MDUpdateType(MDUpdateType.INCREMENTAL_REFRESH));
            orderBookRequest.Set(new MarketDepth(depth));   // 0 means full book

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup bid = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            bid.Set(new MDEntryType(MDEntryType.BID));
            orderBookRequest.AddGroup(bid);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup offer = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            offer.Set(new MDEntryType(MDEntryType.OFFER));
            orderBookRequest.AddGroup(offer);

            return(orderBookRequest);
        }

コード例 #11

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: xb-miura/fix

        /**
         * 订单数据
         * @return
         */
        public static Message createOrderBookRequest()
        {
            QuickFix.FIX44.MarketDataRequest orderBookRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            noRelatedSym.Set(new Symbol("BTC/CNY"));
            orderBookRequest.AddGroup(noRelatedSym);

            orderBookRequest.Set(new MDReqID("123"));
            orderBookRequest.Set(new SubscriptionRequestType('1'));
            orderBookRequest.Set(new MDUpdateType(1));//0全部  。1增量
            orderBookRequest.Set(new MarketDepth(0));

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType('0'));
            orderBookRequest.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType('1'));
            orderBookRequest.AddGroup(group2);

            return(orderBookRequest);
        }

コード例 #12

0

ファイルを表示

ファイル: OKMarketDataRequest.cs プロジェクト: sexyfrog/fix

        /**
          * 订单数据
          * @return
          */
        public static Message createOrderBookRequest()
        {
            QuickFix.FIX44.MarketDataRequest orderBookRequest = new QuickFix.FIX44.MarketDataRequest();
            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            noRelatedSym.Set(new Symbol("BTC/CNY"));
            orderBookRequest.AddGroup(noRelatedSym);

            orderBookRequest.Set(new MDReqID("123"));
            orderBookRequest.Set(new SubscriptionRequestType('1'));
            orderBookRequest.Set(new MDUpdateType(1));//0全部  。1增量
            orderBookRequest.Set(new MarketDepth(0));

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType('0'));
            orderBookRequest.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType('1'));
            orderBookRequest.AddGroup(group2);

            return orderBookRequest;
        }

コード例 #13

0

ファイルを表示

ファイル: TradeClientApp.cs プロジェクト: Paccc/quickfixn

        private QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth marketDepth = new MarketDepth(0);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }

C# (CSharp) QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup.Setの例