public void OnMessage(QuickFix.FIX44.SecurityList msg,
SessionID s)
{
for (int idx = 0; idx < msg.NoRelatedSym.getValue(); idx++)
{
var symbol = new QuickFix.FIX44.SecurityList.NoRelatedSymGroup();
msg.GetGroup(idx + 1, symbol);
Console.WriteLine($"Received symbol {symbol.Symbol} @ {symbol.SecurityExchange}");
}
Console.WriteLine($"--------------------------------------------------");
}
public void OnMessage(QuickFix.FIX44.SecurityList msg, SessionID s)
{
string text = $"Received SecurityList with id = {msg.SecurityReqID.getValue()}, type {msg.SecurityRequestResult.getValue()}";
if (msg.IsSetTotNoRelatedSym())
{
text += $", TotNoRelatedSym = {msg.TotNoRelatedSym.getValue()}, LastFragment = {msg.LastFragment.getValue()}, NoRelatedSym = {msg.NoRelatedSym.getValue()}";
}
Console.WriteLine(text);
return;
for (int idx = 0; idx < msg.NoRelatedSym.getValue(); idx++)
{
var symbol = new QuickFix.FIX44.SecurityList.NoRelatedSymGroup();
msg.GetGroup(idx + 1, symbol);
Console.WriteLine($"Received symbol {symbol.Symbol} @ {symbol.SecurityExchange}");
}
Console.WriteLine($"--------------------------------------------------");
}
public void OnMessage(QuickFix.FIX44.SecurityList msg, SessionID sessionID) // -> this method get called by the Crack(msg,SessionID)
{
//received Security List message from HSC
//parse this message to get Instrument's info like symbol, ref price
//please view HSC Datafeeed document for detail info about Security List message
Console.WriteLine("ON SecurityList Response:" + msg.ToString());
int result = msg.SecurityRequestResult.getValue(); //0 = success , 1 = reject
if (result == 0)
{
int noRelatedSym = msg.GetInt(Tags.NoRelatedSym);
//parse repeating group, more details: http://quickfixn.org/tutorial/repeating-groups.html
if (noRelatedSym > 0)
{
for (int i = 0; i < noRelatedSym; i++)
{
var noRelatedSymGroup = new QuickFix.FIX44.SecurityList.NoRelatedSymGroup();
msg.GetGroup(i + 1, noRelatedSymGroup);
if (noRelatedSymGroup != null)
{
var StockSymbol = noRelatedSymGroup.GetString(QuickFix.Fields.Symbol.TAG);
Stock stock = new Stock {
Symbol = StockSymbol
};
var RefPrice = noRelatedSymGroup.GetDecimal(Tags.TradingReferencePrice);
stock.RefPrice = RefPrice;
Console.WriteLine("StockInfo:" + JsonConvert.SerializeObject(stock));
}
}
}
}
else
{
Console.WriteLine("Security list request was rejected");
}
}