Exemplos de QuickFix.FIX50SP2.MarketDataRequest.NoRelatedSymGroup.Set em C# (CSharp)

Exemplo n.º 1

        private FixSpec.MarketDataRequest QueryMarketDataRequest()
        {
            MDReqID mdReqId = new MDReqID("CLIAPP");
            SubscriptionRequestType subType     = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth             marketDepth = new MarketDepth(0);

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

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

            symbolGroup.Set(new Symbol("EURUSD"));

            var message = new FixSpec.MarketDataRequest(mdReqId, subType, marketDepth);

            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return(message);
        }