public void RequestSymbols(String exchange, String symbol, SessionID sessionID)
{
QuickFix42.SecurityDefinitionRequest message = new QuickFix42.SecurityDefinitionRequest(new SecurityReqID(DateTime.Now.ToString()), new SecurityRequestType(SecurityRequestType.REQUEST_LIST_SECURITIES));
message.setField(new Symbol(symbol));
message.setField(new SecurityExchange(exchange));
//TT Custom Field: RequestTickTable
//message.setField(new BooleanField(17000, true));
try
{
Session.sendToTarget(message, sessionID);
}
catch (SessionNotFound exception)
{
Console.WriteLine(exception.Message);
}
}
public virtual void onMessage( SecurityDefinitionRequest message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
public virtual void onMessage(SecurityDefinitionRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}