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);
}