public void OnMessage(QuickFix.FIX44.MarketDataRequestReject m, SessionID s) { Console.WriteLine("Received MarketDataRequestReject"); Console.WriteLine("MarketDataRequestReject -> "); if (m.IsSetField(Tags.Text)) { Console.WriteLine(" Text -> {0}", m.GetString(Tags.Text)); } }
/// <summary> /// Handles market data request reject /// </summary> /// <param name="reject"></param> /// <param name="sessionId"></param> private void OnMessage(QuickFix.FIX44.MarketDataRequestReject reject, SessionID sessionId) { try { //MarketDataReject marketDataReject = new MarketDataReject(reject.MDReqID.getValue(), reject.MDReqRejReason.getValue(), reject.Text.getValue()); MarketDataEvent marketDataReject = new MarketDataEvent(new Security(), _provider); if (MarketDataRejectionArrived != null) { MarketDataRejectionArrived(marketDataReject); } } catch (Exception exception) { Logger.Error(exception.ToString(), _type.FullName, "OnMessage"); } }
public void OnMessage(QuickFix.FIX44.MarketDataRequestReject msg, SessionID sessionID) { Log.Write($"Market data request refused: {msg.GetChar(Tags.MDReqRejReason)}", 0); }