//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
public static void PlaceNewSingleOrder(string _clOrderID, string _clientID, string _securityCode, int _quantity, double _price, string _custodyCode,
char _orderSide, char _orderType, string currencyCode, string exDestination, char _timeInForce, string groupID,
char handleInst, DateTime expiration, bool hasAON, int minQty)
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(_quantity); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol(_securityCode); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID(_securityCode); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(_orderSide); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(_orderType); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(_price); order.setField(price);
Currency currency = new Currency(currencyCode); order.setField(currency);
Account acc = new Account(_clientID); order.setField(acc);
//QuickFix.ClearingFirm custody = new ClearingFirm(_custodyCode);order.setField(custody);
QuickFix.PartyID custody = new PartyID(_custodyCode); order.setField(custody);
//QuickFix.PartyRole pr = new PartyRole(PartyRole.CUSTODIAN); order.setField(pr);
//QuickFix.NoPartyIDs npid = new NoPartyIDs(1); order.setField(npid);
//QuickFix.PartyIDSource pid = new PartyIDSource(PartyIDSource.PROPRIETARY); order.setField(pid);
TimeInForce tif = new TimeInForce(_timeInForce); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
if (_timeInForce == QuickFix.TimeInForce.GOOD_TILL_DATE)
{
ExpireDate ed = new ExpireDate(expiration.ToString("yyyyMMdd")); order.setField(ed);
//ExpireTime et = new ExpireTime(new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour + 4, 0, 0)); order.setField(et);
ExpireTime et = new ExpireTime(expiration); order.setField(et);
}
if (hasAON)
{
order.setField(new ExecInst(ExecInst.ALL_OR_NONE.ToString()));
order.setField(new MinQty(minQty));
}
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, _clOrderID));
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Reporting
//QuickFix.HandlInst handlInst = new QuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION); order.setField(handlInst);
QuickFix.HandlInst handlInst = new QuickFix.HandlInst(handleInst); order.setField(handlInst);
#endregion Reporting
#region Exchange
ExDestination exd = new ExDestination(exDestination); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID(groupID); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _sessionID);
}
public static void PlaceNewSingleOrder()
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(10); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol("EGS48031C016"); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID("EGS48031C016"); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(Side.SELL); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(OrdType.LIMIT); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(10); order.setField(price);
Currency currency = new Currency("EGP"); order.setField(currency);
Account acc = new Account("1003"); order.setField(acc);
QuickFix.PartyID custody = new PartyID("5004"); order.setField(custody);
TimeInForce tif = new TimeInForce(TimeInForce.DAY); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new ClOrdID(Guid.NewGuid().ToString());
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Exchange
ExDestination exd = new ExDestination("CA"); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID("NOPL"); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _app.SessionID);
}
