public void Set(QuickFix.Fields.ExDestination val) { this.ExDestination = val; }
public bool IsSet(QuickFix.Fields.ExDestination val) { return(IsSetExDestination()); }
public QuickFix.Fields.ExDestination Get(QuickFix.Fields.ExDestination val) { GetField(val); return(val); }
/// <summary> /// Creates a FIX4.2 NewOrderSingle message for Redi /// </summary> /// <param name="order"></param> /// <returns></returns> public QuickFix.FIX42.NewOrderSingle NewOrderSingle(Order order) { var newOrderSingle = new QuickFix.FIX42.NewOrderSingle(); var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID); newOrderSingle.SetField(clOrdId); if (!string.IsNullOrEmpty(_account)) { var account = new QuickFix.Fields.Account(_account); newOrderSingle.SetField(account); } var currency = new QuickFix.Fields.Currency(order.OrderCurrency); newOrderSingle.SetField(currency); var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE); newOrderSingle.SetField(handlInst); //only limit and market orders are supported. if (order.GetType() == typeof(LimitOrder)) { var execInst = new QuickFix.Fields.ExecInst("h"); newOrderSingle.SetField(execInst); newOrderSingle.Set(new OrdType(OrdType.LIMIT)); newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice)); } else if (order.GetType() == typeof(MarketOrder)) { newOrderSingle.Set(new OrdType(OrdType.MARKET)); } var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize); newOrderSingle.SetField(orderQty); var exDestination = new QuickFix.Fields.ExDestination(";"); newOrderSingle.SetField(exDestination); var country = new QuickFix.Fields.DeliverToLocationID("1"); newOrderSingle.SetField(country); var side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide)); newOrderSingle.SetField(side); var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol); newOrderSingle.SetField(symbol); var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif)); newOrderSingle.SetField(tif); var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime); newOrderSingle.SetField(transactTime); return(newOrderSingle); }