private List <Message> GenerateMessages()
{
List <Message> result = new List <Message>();
var rreq = (ReferenceRequest)base._request;
var securities = new Dictionary <string, Dictionary <string, object> >();
foreach (var security in rreq.Securities)
{
if (!securities.ContainsKey(security))
{
bool isOption = Regex.IsMatch(security.ToUpper(), @"[A-Z]{1,4}\s+\d{6}[CP]\d{8} EQUITY"); //options look like: AAPL 150117C00600000 EQUITY
var fieldData = new Dictionary <string, object>();
if (!securities.ContainsKey(security))
{
securities.Add(security, fieldData);
}
else
{
}
List <string> badFields = new List <string>();
foreach (var field in rreq.Fields)
{
object value = Types.RandomDataGenerator.ReferenceDataFromFieldName(field, security, isOption, rreq);
if (value != null && !fieldData.ContainsKey(field))
{
fieldData.Add(field, value);
}
else
{
}
}
}
}
ReferenceMessage msg = new ReferenceMessage(base._request.correlationId, securities);
result.Add(msg);
return(result);
}
internal ReferenceElement(ReferenceMessage arg)
{
this._securities = new ReferenceElementSecurityDataArray((ReferenceElementSecurityDataArray)arg.Elements.First());
}
