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");
            }
        }
コード例 #3
0
ファイル: OKCMarketFIXAPI.cs プロジェクト: w1r2p1/crux
 public void OnMessage(QuickFix.FIX44.MarketDataRequestReject msg, SessionID sessionID)
 {
     Log.Write($"Market data request refused: {msg.GetChar(Tags.MDReqRejReason)}", 0);
 }