private FixSpec.MarketDataRequest QueryMarketDataRequest() { MDReqID mdReqId = new MDReqID("CLIAPP"); SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT); MarketDepth marketDepth = new MarketDepth(0); FixSpec.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new FixSpec.MarketDataRequest.NoMDEntryTypesGroup(); marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID)); var symbolGroup = new FixSpec.MarketDataRequest.NoRelatedSymGroup(); symbolGroup.Set(new Symbol("EURUSD")); var message = new FixSpec.MarketDataRequest(mdReqId, subType, marketDepth); message.AddGroup(marketDataEntryGroup); message.AddGroup(symbolGroup); return(message); }