public void Set(QuickFix.Fields.Currency val)
{
this.Currency = val;
}
//receive contract parameters
public void OnMessage(QuickFix.FIX42.SecurityDefinition message, QuickFix.SessionID session)
{
//parseMessage(message, session);
string SecEx = null;
string symbol = null;
string secID = null;
try
{
QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange();
if (message.IsSetField(se))
{ SecEx = message.GetField(se).ToString(); }
QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol();
if (message.IsSetField(s))
{ symbol = message.GetField(s).ToString(); }
QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID();
if (message.IsSetField(sid))
{ secID = message.GetField(sid).ToString(); }
string cur = null;
decimal exPtVal = 0.00M;
QuickFix.Fields.ExchPointValue epv = new QuickFix.Fields.ExchPointValue();
if (message.IsSetField(epv))
{ exPtVal = message.GetField(epv).getValue(); }
QuickFix.Fields.Currency ccy = new QuickFix.Fields.Currency();
if (message.IsSetField(ccy))
{ cur = message.GetField(ccy).getValue(); }
updateSecurity(SecEx, symbol, secID, cur, exPtVal);
}
catch (Exception ex)
{
updateDisplay("QuickFIX Error");
log.WriteLog(ex.ToString());
}
}
