private void SendSecurityListRequest()
{
QuickFix.FIX44.SecurityListRequest msg = new QuickFix.FIX44.SecurityListRequest(new QuickFix.Fields.SecurityReqID("IdOfSecListRequest2"), new QuickFix.Fields.SecurityListRequestType(4));
msg.SubscriptionRequestType = new SubscriptionRequestType('0');
//use HSC Session to send message to HSC Datafeed
_hscSession.Send(msg);
}
private void SecurityListRequestAll()
{
QuickFix.FIX44.SecurityListRequest slr =
new QuickFix.FIX44.SecurityListRequest(
new SecurityReqID(Guid.NewGuid().ToString()),
new SecurityListRequestType(SecurityListRequestType.ALL_SECURITIES));
SendMessage(slr);
}
private void SecurityListRequestFilteredByExchange(string exchange)
{
QuickFix.FIX44.SecurityListRequest slr =
new QuickFix.FIX44.SecurityListRequest(
new SecurityReqID(Guid.NewGuid().ToString()),
new SecurityListRequestType(SecurityListRequestType.SYMBOL));
slr.SecurityExchange = new SecurityExchange(exchange);
SendMessage(slr);
}
private void SecurityListRequestFilteredBySymbolIdPrefix(string symbol_id_prefix)
{
QuickFix.FIX44.SecurityListRequest slr =
new QuickFix.FIX44.SecurityListRequest(
new SecurityReqID(Guid.NewGuid().ToString()),
new SecurityListRequestType(SecurityListRequestType.SYMBOL));
slr.Symbol = new Symbol(symbol_id_prefix);
SendMessage(slr);
}
public void QuerySecurityListRequest()
{
Console.WriteLine("\nSecurityListRequest");
QuickFix.FIX44.SecurityListRequest m = new QuickFix.FIX44.SecurityListRequest()
{
SecurityReqID = new SecurityReqID("1"), SecurityListRequestType = new SecurityListRequestType(4)
};
if (m != null)
{
SendMessage(m);
}
}
public void OnMessage(QuickFix.FIX44.SecurityListRequest m, SessionID s)
{
Console.WriteLine("Received securities list report");
}
