/// <summary> /// Creates a FIX4.3 OrderCancelRequest message for GTX /// </summary> /// <param name="order"></param> /// <returns></returns> public QuickFix.FIX43.OrderCancelRequest OrderCancelRequest(Order order) { QuickFix.FIX43.OrderCancelRequest orderCancelRequest = new QuickFix.FIX43.OrderCancelRequest(); QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID); orderCancelRequest.SetField(origClOrdId); QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff"))); orderCancelRequest.SetField(clOrdId); return(orderCancelRequest); }
/// <summary> /// Creates a FIX4.3 OrderCancelRequest message for Integral /// </summary> /// <param name="order"></param> /// <returns></returns> public QuickFix.FIX43.OrderCancelRequest OrderCancelRequest(Order order) { QuickFix.FIX43.OrderCancelRequest orderCancelRequest = new QuickFix.FIX43.OrderCancelRequest(); QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID); orderCancelRequest.SetField(origClOrdId); QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff"))); orderCancelRequest.SetField(clOrdId); QuickFix.Fields.Symbol symbol = new QuickFix.Fields.Symbol(order.Security.Symbol); orderCancelRequest.SetField(symbol); QuickFix.Fields.Side side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide)); orderCancelRequest.SetField(side); QuickFix.Fields.TransactTime transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime); orderCancelRequest.SetField(transactTime); QuickFix.Fields.Product product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency); orderCancelRequest.SetField(product); return(orderCancelRequest); }