public void Set(QuickFix.Fields.Currency val) { this.Currency = val; }
//receive contract parameters public void OnMessage(QuickFix.FIX42.SecurityDefinition message, QuickFix.SessionID session) { //parseMessage(message, session); string SecEx = null; string symbol = null; string secID = null; try { QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange(); if (message.IsSetField(se)) { SecEx = message.GetField(se).ToString(); } QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol(); if (message.IsSetField(s)) { symbol = message.GetField(s).ToString(); } QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID(); if (message.IsSetField(sid)) { secID = message.GetField(sid).ToString(); } string cur = null; decimal exPtVal = 0.00M; QuickFix.Fields.ExchPointValue epv = new QuickFix.Fields.ExchPointValue(); if (message.IsSetField(epv)) { exPtVal = message.GetField(epv).getValue(); } QuickFix.Fields.Currency ccy = new QuickFix.Fields.Currency(); if (message.IsSetField(ccy)) { cur = message.GetField(ccy).getValue(); } updateSecurity(SecEx, symbol, secID, cur, exPtVal); } catch (Exception ex) { updateDisplay("QuickFIX Error"); log.WriteLog(ex.ToString()); } }