public override void onMessage(QuickFix42.OrderCancelReject message, SessionID session) { OrderCancelReject reject = new OrderCancelReject(); // required fields reject.TransactTime = Clock.Now; reject.OrderID = message.getOrderID().getValue(); reject.ClOrdID = message.getClOrdID().getValue(); reject.OrigClOrdID = message.getOrigClOrdID().getValue(); (reject as FIXOrderCancelReject).OrdStatus = message.getOrdStatus().getValue(); (reject as FIXOrderCancelReject).CxlRejResponseTo = message.getCxlRejResponseTo().getValue(); (reject as FIXOrderCancelReject).CxlRejReason = message.getCxlRejReason().getValue(); // optional fields if (message.isSetSecondaryOrderID()) reject.SecondaryOrderID = message.getSecondaryOrderID().getValue(); if (message.isSetAccount()) reject.Account = message.getAccount().getValue(); if (message.isSetText()) reject.Text = message.getText().getValue(); // event provider.EmitOrderCancelReject(reject); }