public bool IsSet(QuickFix.Fields.MDEntryType val)
{
return(IsSetMDEntryType());
}
public QuickFix.Fields.MDEntryType Get(QuickFix.Fields.MDEntryType val)
{
GetField(val);
return(val);
}
public void Set(QuickFix.Fields.MDEntryType val)
{
this.MDEntryType = val;
}
public void Set(QuickFix.Fields.MDEntryType val)
{
this.MDEntryType = val;
}
public void Subscribe(string symbol, SessionID sessionId)
{
var marketDataRequest = new MarketDataRequest
{
MDReqID = new MDReqID(symbol),
SubscriptionRequestType = new SubscriptionRequestType('1'),
//incremental refresh
MarketDepth = new MarketDepth(1), //yes market depth need
MDUpdateType = new MDUpdateType(1) //
};
var relatedSymbol = new MarketDataRequest.NoRelatedSymGroup { Symbol = new Symbol(symbol) };
marketDataRequest.AddGroup(relatedSymbol);
var noMdEntryTypes = new MarketDataRequest.NoMDEntryTypesGroup();
var mdEntryTypeBid = new MDEntryType('0');
noMdEntryTypes.MDEntryType = mdEntryTypeBid;
marketDataRequest.AddGroup(noMdEntryTypes);
noMdEntryTypes = new MarketDataRequest.NoMDEntryTypesGroup();
var mdEntryTypeOffer = new MDEntryType('1');
noMdEntryTypes.MDEntryType = mdEntryTypeOffer;
marketDataRequest.AddGroup(noMdEntryTypes);
//Send message
Session.SendToTarget(marketDataRequest, sessionId);
}