public void fromApp(QuickFix.Message message, SessionID sessionID)
{
// receiving messages
Symbol sym = new Symbol();
message.getField(sym);
Tick k = new TickImpl(sym.getValue());
{
// bid
BidPx bp = new BidPx();
BidSize bs = new BidSize();
k.bid = (decimal)bp.getValue();
k.bs = (int)message.getField(bs).getValue();
}
{
// ask
OfferPx op = new OfferPx();
OfferSize os = new OfferSize();
k.ask = (decimal)op.getValue();
k.os = (int)message.getField(os).getValue();
}
{
// last
Price price = new Price();
message.getField(price);
k.trade = (decimal)price.getValue();
}
tl.newTick(k);
//ClOrdID clOrdID = new ClOrdID();
//message.getField(clOrdID);
}
public void fromApp(QuickFix.Message message, SessionID sessionID)
{
// receiving messages
Symbol sym = new Symbol();
message.getField(sym);
Tick k = new TickImpl(sym.getValue());
{
// bid
BidPx bp = new BidPx();
BidSize bs = new BidSize();
k.bid = (decimal)bp.getValue();
k.bs = (int)message.getField(bs).getValue();
}
{
// ask
OfferPx op = new OfferPx();
OfferSize os = new OfferSize();
k.ask = (decimal)op.getValue();
k.os = (int)message.getField(os).getValue();
}
{
// last
Price price = new Price();
message.getField(price);
k.trade = (decimal)price.getValue();
}
tl.newTick(k);
//ClOrdID clOrdID = new ClOrdID();
//message.getField(clOrdID);
}
public string[] GetCells()
{
m_cellValues[0] = Symbol;
m_cellValues[1] = LastTradePrice.ToString(this.PriceFormat);
m_cellValues[2] = LastTradeSize.ToString();
m_cellValues[3] = BidSize.ToString();
m_cellValues[4] = Bid.ToString(this.PriceFormat);
m_cellValues[5] = Ask.ToString(this.PriceFormat);
m_cellValues[6] = AskSize.ToString();
m_cellValues[7] = Formula;
return(m_cellValues);
}
public override Int32 GetHashCode()
{
unchecked
{
var hashCode = BidExchange.GetHashCode();
hashCode = (hashCode * 397) ^ AskExchange.GetHashCode();
hashCode = (hashCode * 397) ^ BidPrice.GetHashCode();
hashCode = (hashCode * 397) ^ AskPrice.GetHashCode();
hashCode = (hashCode * 397) ^ BidSize.GetHashCode();
hashCode = (hashCode * 397) ^ AskSize.GetHashCode();
hashCode = (hashCode * 397) ^ Timestamp.GetHashCode();
return(hashCode);
}
}
public string[] GetCells()
{
m_cellValues[0] = Symbol;
m_cellValues[1] = LastTradePrice.ToString(this.PriceFormat);
m_cellValues[2] = LastTradeSize.ToString();
m_cellValues[3] = BidSize.ToString();
m_cellValues[4] = Bid.ToString(this.PriceFormat);
m_cellValues[5] = Ask.ToString(this.PriceFormat);
m_cellValues[6] = AskSize.ToString();
m_cellValues[7] = TotalVolume.ToString();
m_cellValues[8] = OpenPrice.ToString(this.PriceFormat);
m_cellValues[9] = HighPrice.ToString(this.PriceFormat);
m_cellValues[10] = LowPrice.ToString(this.PriceFormat);
m_cellValues[11] = ClosePrice.ToString(this.PriceFormat);
return(m_cellValues);
}
public override int GetHashCode()
{
unchecked
{
var hash = 17;
hash = hash * 29 + RequestId != null?RequestId.GetHashCode() : 0;
hash = hash * 29 + Symbol.GetHashCode();
hash = hash * 29 + ExchangeId.GetHashCode();
hash = hash * 29 + SecurityType.GetHashCode();
hash = hash * 29 + (Last.HasValue ? Last.GetHashCode() : 0);
hash = hash * 29 + (TradeSize.HasValue ? TradeSize.GetHashCode() : 0);
hash = hash * 29 + (TradedMarket.HasValue ? TradedMarket.GetHashCode() : 0);
hash = hash * 29 + (TradeDate.HasValue ? TradeDate.GetHashCode() : 0);
hash = hash * 29 + (TradeTime.HasValue ? TradeTime.GetHashCode() : 0);
hash = hash * 29 + (Open.HasValue ? Open.GetHashCode() : 0);
hash = hash * 29 + (High.HasValue ? High.GetHashCode() : 0);
hash = hash * 29 + (Low.HasValue ? Low.GetHashCode() : 0);
hash = hash * 29 + (Close.HasValue ? Close.GetHashCode() : 0);
hash = hash * 29 + (Bid.HasValue ? Bid.GetHashCode() : 0);
hash = hash * 29 + (BidMarket.HasValue ? BidMarket.GetHashCode() : 0);
hash = hash * 29 + (BidSize.HasValue ? BidSize.GetHashCode() : 0);
hash = hash * 29 + (Ask.HasValue ? Ask.GetHashCode() : 0);
hash = hash * 29 + (AskMarket.HasValue ? AskMarket.GetHashCode() : 0);
hash = hash * 29 + (AskSize.HasValue ? AskSize.GetHashCode() : 0);
hash = hash * 29 + (Volume.HasValue ? Volume.GetHashCode() : 0);
hash = hash * 29 + (PDayVolume.HasValue ? PDayVolume.GetHashCode() : 0);
hash = hash * 29 + (UpVolume.HasValue ? UpVolume.GetHashCode() : 0);
hash = hash * 29 + (DownVolume.HasValue ? DownVolume.GetHashCode() : 0);
hash = hash * 29 + (NeutralVolume.HasValue ? NeutralVolume.GetHashCode() : 0);
hash = hash * 29 + (TradeCount.HasValue ? TradeCount.GetHashCode() : 0);
hash = hash * 29 + (UpTrades.HasValue ? UpTrades.GetHashCode() : 0);
hash = hash * 29 + (DownTrades.HasValue ? DownTrades.GetHashCode() : 0);
hash = hash * 29 + (NeutralTrades.HasValue ? NeutralTrades.GetHashCode() : 0);
hash = hash * 29 + (VWAP.HasValue ? VWAP.GetHashCode() : 0);
hash = hash * 29 + (MutualDiv.HasValue ? MutualDiv.GetHashCode() : 0);
hash = hash * 29 + (SevenDayYield.HasValue ? SevenDayYield.GetHashCode() : 0);
hash = hash * 29 + (OpenInterest.HasValue ? OpenInterest.GetHashCode() : 0);
hash = hash * 29 + (Settlement.HasValue ? Settlement.GetHashCode() : 0);
hash = hash * 29 + (SettlementDate.HasValue ? SettlementDate.GetHashCode() : 0);
hash = hash * 29 + (ExpirationDate.HasValue ? ExpirationDate.GetHashCode() : 0);
hash = hash * 29 + (Strike.HasValue ? Strike.GetHashCode() : 0);
return(hash);
}
}
public override int GetHashCode()
{
unchecked
{
var hash = 17;
hash = hash * 29 + Symbol.GetHashCode();
hash = hash * 29 + MMID.GetHashCode();
hash = hash * 29 + Bid.GetHashCode();
hash = hash * 29 + Ask.GetHashCode();
hash = hash * 29 + BidSize.GetHashCode();
hash = hash * 29 + AskSize.GetHashCode();
hash = hash * 29 + BidTime.GetHashCode();
hash = hash * 29 + BidSize.GetHashCode();
hash = hash * 29 + Date.GetHashCode();
hash = hash * 29 + ConditionCode.GetHashCode();
hash = hash * 29 + AskTime.GetHashCode();
hash = hash * 29 + BidInfoValid.GetHashCode();
hash = hash * 29 + AskInfoValid.GetHashCode();
hash = hash * 29 + EndOfMessageGroup.GetHashCode();
return(hash);
}
}
public override int GetHashCode()
{
unchecked
{
var hash = 17;
hash = hash * 29 + Symbol.GetHashCode();
hash = hash * 29 + MostRecentTrade.GetHashCode();
hash = hash * 29 + MostRecentTradeSize.GetHashCode();
hash = hash * 29 + MostRecentTradeTime.GetHashCode();
hash = hash * 29 + MostRecentTradeMarketCenter.GetHashCode();
hash = hash * 29 + TotalVolume.GetHashCode();
hash = hash * 29 + Bid.GetHashCode();
hash = hash * 29 + BidSize.GetHashCode();
hash = hash * 29 + Ask.GetHashCode();
hash = hash * 29 + AskSize.GetHashCode();
hash = hash * 29 + Open.GetHashCode();
hash = hash * 29 + High.GetHashCode();
hash = hash * 29 + Low.GetHashCode();
hash = hash * 29 + Close.GetHashCode();
hash = hash * 29 + MessageContents.GetHashCode();
hash = hash * 29 + MostRecentTradeConditions.GetHashCode();
return(hash);
}
}