public ExecutionReport( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ExecID aExecID, QuickFix.Fields.ExecTransType aExecTransType, QuickFix.Fields.OrdStatus aOrdStatus, QuickFix.Fields.Symbol aSymbol, QuickFix.Fields.Side aSide, QuickFix.Fields.OrderQty aOrderQty, QuickFix.Fields.LastShares aLastShares, QuickFix.Fields.LastPx aLastPx, QuickFix.Fields.CumQty aCumQty, QuickFix.Fields.AvgPx aAvgPx ) : this() { this.OrderID = aOrderID; this.ExecID = aExecID; this.ExecTransType = aExecTransType; this.OrdStatus = aOrdStatus; this.Symbol = aSymbol; this.Side = aSide; this.OrderQty = aOrderQty; this.LastShares = aLastShares; this.LastPx = aLastPx; this.CumQty = aCumQty; this.AvgPx = aAvgPx; }
public DontKnowTrade( QuickFix.Fields.DKReason aDKReason, QuickFix.Fields.Symbol aSymbol, QuickFix.Fields.Side aSide, QuickFix.Fields.OrderQty aOrderQty, QuickFix.Fields.LastShares aLastShares, QuickFix.Fields.LastPx aLastPx ) : this() { this.DKReason = aDKReason; this.Symbol = aSymbol; this.Side = aSide; this.OrderQty = aOrderQty; this.LastShares = aLastShares; this.LastPx = aLastPx; }
public void Set(QuickFix.Fields.LastPx val) { this.LastPx = val; }
public bool IsSet(QuickFix.Fields.LastPx val) { return(IsSetLastPx()); }
public QuickFix.Fields.LastPx Get(QuickFix.Fields.LastPx val) { GetField(val); return(val); }
public void TCRisSetTest() { QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport( new TradeReportID("dude1"), new PreviouslyReported(true), new Symbol("AAPL"), new LastQty(new Decimal(100.1)), new LastPx(new Decimal(100.2)), new TradeDate("2010-12-12"), new TransactTime(new DateTime(2010, 12, 15, 10, 55, 32, 455))); LastPx lastPx = new LastPx(); Assert.That(tcr.IsSet(lastPx), Is.True); AvgPx avgPx = new AvgPx(new Decimal(10.5)); Assert.That(tcr.IsSet(avgPx), Is.False); Assert.That(tcr.IsSetAvgPx(), Is.False); tcr.Set(avgPx); Assert.That(tcr.IsSet(avgPx), Is.True); Assert.That(tcr.IsSetAvgPx(), Is.True); }