/// <summary>
/// This event is fired when a previously requested commodity symbol
/// is resolved into the instruments list.
/// this is where we will send a security definition back to our clients
/// </summary>
/// <param name="commodityName">
/// The commodity symbol that was requested by the user in the
/// corresponding RequestCommodityInstruments method call.
/// </param>
/// <param name="instrumentTypes">
/// Instrument type bitmask that was set by the user in the
/// corresponding RequestCommodityInstruments method call.
/// </param>
/// <param name="instrumentNames">
/// Collection, which contains names of instruments corresponding to the requested
/// commodity and filtered by the bitmask set in RequestCommodityInstruments Method.
/// </param>
private void CEL_CommodityInstrumentsResolved(string commodityName, eInstrumentType instrumentTypes, CQGCommodityInstruments instrumentNames)
{
/*
* Dont use this as we handle the list
try
{
// set up a security def message
QuickFix.SecurityReqID mySecReqID;
QuickFix.SecurityResponseID mySecurityResponseID;
QuickFix.SecurityResponseType mySecurityResponseType;
QuickFix43.SecurityDefinition mySecDef;
QuickFix.Message myMsg;
// get teh CFI code
string myCFICode = getCFI(instrumentTypes);
for (int l = 0; l <= instrumentNames.Count - 1; l++)
{
// set up a security def message
mySecReqID = new QuickFix.SecurityReqID(m_ID);
mySecurityResponseID = new QuickFix.SecurityResponseID(KaiUtil.Identities.Instance.genReqID());
mySecurityResponseType = new QuickFix.SecurityResponseType(QuickFix.SecurityResponseType.LIST_OF_SECURITIES_RETURNED_PER_REQUEST);
mySecDef = new QuickFix43.SecurityDefinition(mySecReqID, mySecurityResponseID, mySecurityResponseType);
myMsg = mySecDef as QuickFix.Message;
KaiUtil.QFUtils.Instance().SetupInstrument(ref myMsg, "FIX.4.3", commodityName, "",
instrumentNames[l], "CQG", "XXX", myCFICode, "", 0.0);
// send our response message back to the clients of the adapter
this.sendResponse("d", mySecDef.ToString());
m_CQGHostForm.Message = "Product resolved:" + instrumentNames[l];
}
}
catch (Exception myE)
{
log.Error("CEL_TradableCommoditiesResolved", myE);
}
* */
}
void CQGApp_CommodityInstrumentsResolved(string commodity_name, eInstrumentType instrument_types, CQGCommodityInstruments cqg_commodity_intruments)
{
try
{
// Iterate through the resolved instrument names collection
foreach (string instrumentName in cqg_commodity_intruments)
{
// Subscribe to each instrument in the collection
m_CQGHostForm.CQGApp.NewInstrument(instrumentName);
}
}
catch (Exception myE)
{
log.Error("CQGApp_CommodityInstrumentsResolved", myE);
}
}
