MarketDepth Field
Наследование: IntField
Пример #1
0
        private QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth marketDepth = new MarketDepth(0);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }
Пример #2
0
 public void Set(QuickFix.Fields.MarketDepth val) 
 { 
     this.MarketDepth = val;
 }
Пример #3
0
        public QuickFix.FIX42.MarketDataRequest QueryMarketDataRequest42(string productName)
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            MarketDepth marketDepth = new MarketDepth(1);

            QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol(productName));
            symbolGroup.Set(new SecurityExchange("*"));
            symbolGroup.Set(new SecurityType(SecurityType.COMMON_STOCK));

            QuickFix.FIX42.MarketDataRequest message = new QuickFix.FIX42.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }