public void OnMessage(MarketDataSnapshotFullRefresh msg, SessionID sessionID)
{
FIX44XMLParser parser = new FIX44XMLParser();
Console.WriteLine("==========Header::==========");
Console.WriteLine(parser.getFieldName(Tags.BeginString.ToString()) + ":: " + msg.Header.GetString(Tags.BeginString));
Console.WriteLine(parser.getFieldName(Tags.BodyLength.ToString()) + ":: " + msg.Header.GetString(Tags.BodyLength));
Console.WriteLine(parser.getFieldName(Tags.MsgType.ToString()) + ":: MarketDataSnapshotFullRefresh (" + msg.Header.GetString(Tags.MsgType) + ")");
Console.WriteLine(parser.getFieldName(Tags.MsgSeqNum.ToString()) + ":: " + msg.Header.GetString(Tags.MsgSeqNum));
Console.WriteLine(parser.getFieldName(Tags.SenderCompID.ToString()) + ":: " + msg.Header.GetString(Tags.SenderCompID));
Console.WriteLine(parser.getFieldName(Tags.SendingTime.ToString()) + ":: " + msg.Header.GetString(Tags.SendingTime));
Console.WriteLine(parser.getFieldName(Tags.TargetCompID.ToString()) + ":: " + msg.Header.GetString(Tags.TargetCompID));
Console.WriteLine("==========Body:: ==========");
Console.WriteLine(parser.getFieldName(Tags.Symbol.ToString()) + ":: " + msg.GetString(Tags.Symbol));
Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries));
MarketDataSnapshotFullRefresh.NoMDEntriesGroup g0 = new MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1)
{
Console.WriteLine("---------- ----------");
msg.GetGroup(grpIndex, g0);
Console.WriteLine(parser.getFieldName(Tags.MDEntryType.ToString()) + ":: " +
parser.getFieldName(Tags.MDEntryType.ToString(), g0.GetString(Tags.MDEntryType).ToString()) +
"(" + g0.GetString(Tags.MDEntryType) + ")"
);
try
{
Console.WriteLine(parser.getFieldName(Tags.MDEntryPx.ToString()) + ":: " + g0.GetString(Tags.MDEntryPx));
}
catch (Exception ex)
{
Console.WriteLine(parser.getFieldName(Tags.MDEntrySize.ToString()) + ":: " + g0.GetString(Tags.MDEntrySize));
}
Console.WriteLine(parser.getFieldName(Tags.MDEntryDate.ToString()) + ":: " + g0.GetString(Tags.MDEntryDate));
Console.WriteLine(parser.getFieldName(Tags.MDEntryTime.ToString()) + ":: " + g0.GetString(Tags.MDEntryTime));
}
Console.WriteLine("==========Trailer:: ==========");
Console.WriteLine(parser.getFieldName(Tags.CheckSum.ToString()) + ":: " + msg.Trailer.GetString(Tags.CheckSum));
}
public void OnMessage(MarketDataSnapshotFullRefresh msg, SessionID sessionID)
{
FIX44XMLParser parser = new FIX44XMLParser();
Console.WriteLine("==========Header::==========");
Console.WriteLine(parser.getFieldName(Tags.BeginString.ToString()) + ":: " + msg.Header.GetString(Tags.BeginString));
Console.WriteLine(parser.getFieldName(Tags.BodyLength.ToString()) + ":: " + msg.Header.GetString(Tags.BodyLength));
Console.WriteLine(parser.getFieldName(Tags.MsgType.ToString()) + ":: MarketDataSnapshotFullRefresh (" + msg.Header.GetString(Tags.MsgType) + ")");
Console.WriteLine(parser.getFieldName(Tags.MsgSeqNum.ToString()) + ":: " + msg.Header.GetString(Tags.MsgSeqNum));
Console.WriteLine(parser.getFieldName(Tags.SenderCompID.ToString()) + ":: " + msg.Header.GetString(Tags.SenderCompID));
Console.WriteLine(parser.getFieldName(Tags.SendingTime.ToString()) + ":: " + msg.Header.GetString(Tags.SendingTime));
Console.WriteLine(parser.getFieldName(Tags.TargetCompID.ToString()) + ":: " + msg.Header.GetString(Tags.TargetCompID));
Console.WriteLine("==========Body:: ==========");
Console.WriteLine(parser.getFieldName(Tags.Symbol.ToString()) + ":: " + msg.GetString(Tags.Symbol));
Console.WriteLine(parser.getFieldName(Tags.NoMDEntries.ToString()) + ":: " + msg.GetString(Tags.NoMDEntries));
MarketDataSnapshotFullRefresh.NoMDEntriesGroup g0 = new MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
for (int grpIndex = 1; grpIndex <= msg.GetInt(Tags.NoMDEntries); grpIndex += 1)
{
Console.WriteLine("---------- ----------");
msg.GetGroup(grpIndex, g0);
Console.WriteLine(parser.getFieldName(Tags.MDEntryType.ToString()) + ":: " +
parser.getFieldName(Tags.MDEntryType.ToString(), g0.GetString(Tags.MDEntryType).ToString()) +
"(" + g0.GetString(Tags.MDEntryType) + ")"
);
try
{
Console.WriteLine(parser.getFieldName(Tags.MDEntryPx.ToString()) + ":: " + g0.GetString(Tags.MDEntryPx));
}
catch (Exception ex)
{
Console.WriteLine(parser.getFieldName(Tags.MDEntrySize.ToString()) + ":: " + g0.GetString(Tags.MDEntrySize));
}
Console.WriteLine(parser.getFieldName(Tags.MDEntryDate.ToString()) + ":: " + g0.GetString(Tags.MDEntryDate));
Console.WriteLine(parser.getFieldName(Tags.MDEntryTime.ToString()) + ":: " + g0.GetString(Tags.MDEntryTime));
}
Console.WriteLine("==========Trailer:: ==========");
Console.WriteLine(parser.getFieldName(Tags.CheckSum.ToString()) + ":: " + msg.Trailer.GetString(Tags.CheckSum));
}