public void OnMessage(QuickFix.FIX50.OrderCancelReplaceRequest msg, SessionID s) { string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID"; QuickFix.FIX50.OrderCancelReject ocj = new QuickFix.FIX50.OrderCancelReject( new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST)); ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER); ocj.Text = new Text("Executor does not support order cancel/replaces"); try { Session.SendToTarget(ocj, s); } catch (Exception ex) { Console.WriteLine(ex.ToString()); } }
public void OnMessage(QuickFix.FIX50.OrderCancelReject m, SessionID s) { Console.WriteLine("Received order cancel reject"); }