Exemplos de QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup.Set em C# (CSharp)

Exemplo n.º 1

        private QuickFix.FIX43.MarketDataRequest QueryMarketDataRequest43()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType     = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth             marketDepth = new MarketDepth(0);

            QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX43.MarketDataRequest message = new QuickFix.FIX43.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            QueryHeader(message.Header);

            Console.WriteLine(message.ToString());
            return(message);
        }

Exemplo n.º 2

Arquivo: TradeClientApp.cs Projeto: ChuangYang/quickfixn

        private QuickFix.FIX43.MarketDataRequest QueryMarketDataRequest43()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth marketDepth = new MarketDepth(0);

            QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX43.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX43.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX43.MarketDataRequest message = new QuickFix.FIX43.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            QueryHeader(message.Header);

            Console.WriteLine(message.ToString());
            return message;
        }