Exemplos de MarketDataRequest.Get em C# (CSharp)

Exemplo n.º 1

        private static void ResolveMarketDataRequest(MarketDataRequest message, out Symbol symbol, out char bidAskObj, out string currencyCodeObj)
        {
            MDReqID mdReqId = new MDReqID();

            message.Get(mdReqId);

            SubscriptionRequestType subType = new SubscriptionRequestType();

            message.Get(subType);

            MarketDepth marketDepth = new MarketDepth();

            message.Get(marketDepth);

            var symbolGroup = new FixSpec.MarketDataRequest.NoRelatedSymGroup();

            message.GetGroup(1, symbolGroup);
            symbol = new Symbol();
            symbolGroup.Get(symbol);

            FixSpec.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new FixSpec.MarketDataRequest.NoMDEntryTypesGroup();
            message.GetGroup(1, marketDataEntryGroup);
            var mDEntryType = new MDEntryType();

            marketDataEntryGroup.Get(mDEntryType);

            bidAskObj       = mDEntryType.Obj;
            currencyCodeObj = symbol.Obj;
            var marketDepthObj = marketDepth.Obj;
        }