public void RequestMarketData(SessionID sessionId) { if (string.IsNullOrEmpty(quoteSessionTargetId)) return; var sessionTarget = sessionId.getTargetCompID(); if (sessionTarget != quoteSessionTargetId) { Logger.InfoFormat("RequestMarketData skipped (session target is '{0}', target is '{1}')", sessionTarget, quoteSessionTargetId); return; } if (useTickerCsvDictionary) RequestTickersFromCsvDic(sessionId); else RequestTickersFromTextFile(sessionId); }
public static Message MakeQuoteRequest(string ticker, SessionID sessionInfo) { var senderId = sessionInfo.getSenderCompID(); if (string.IsNullOrEmpty(senderId)) { Logger.ErrorFormat("MakeMessage: код отправителя для [{0}] не найден", sessionInfo); return null; } var msg = FixMessage.FixVersion == FixVersion.Fix42 ? (Message)new QuickFix42.MarketDataRequest( new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)), new SubscriptionRequestType((char)1), // subscribe new MarketDepth(marketDepth)) : FixMessage.FixVersion == FixVersion.Fix43 ? (Message)new QuickFix43.MarketDataRequest( new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)), new SubscriptionRequestType((char)1), // subscribe new MarketDepth(marketDepth)) : new QuickFix44.MarketDataRequest( new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)), // 262=EURAUD-02-17-07 new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES), // subscribe new MarketDepth(marketDepth)); msg.setField(new MDUpdateType( quoteSubscriptionIncrementalUpdateType ? MDUpdateType.INCREMENTAL_REFRESH : MDUpdateType.FULL_REFRESH)); if (!AddBidAskQueryClause(msg, ticker)) return null; msg.getHeader().setField(new SenderCompID(senderId)); msg.getHeader().setField(new TargetCompID(sessionInfo.getTargetCompID())); return msg; }
public void onCreate(SessionID __p1) { debug("session created" + __p1.getSenderCompID() + " " + __p1.getTargetCompID()); }