public virtual void Send(FIXMarketDataSnapshot Snapshot) { MarketDataSnapshotFullRefresh snapshotFullRefresh = new MarketDataSnapshotFullRefresh(new Symbol(Snapshot.Symbol)); if (Snapshot.ContainsField(262)) snapshotFullRefresh.set(new MDReqID(Snapshot.MDReqID)); if (Snapshot.ContainsField(65)) snapshotFullRefresh.set(new SymbolSfx(Snapshot.SymbolSfx)); if (Snapshot.ContainsField(48)) snapshotFullRefresh.set(new SecurityID(Snapshot.SecurityID)); if (Snapshot.ContainsField(22)) snapshotFullRefresh.set(new IDSource(Snapshot.SecurityIDSource)); if (Snapshot.ContainsField(167)) snapshotFullRefresh.set(new QuickFix.SecurityType(Snapshot.SecurityType)); if (Snapshot.ContainsField(200)) snapshotFullRefresh.set(new MaturityMonthYear(Snapshot.MaturityMonthYear)); if (Snapshot.ContainsField(202)) snapshotFullRefresh.set(new StrikePrice(Snapshot.StrikePrice)); if (Snapshot.ContainsField(206)) snapshotFullRefresh.set(new OptAttribute(Snapshot.OptAttribute)); if (Snapshot.ContainsField(231)) snapshotFullRefresh.set(new ContractMultiplier(Snapshot.ContractMultiplier)); if (Snapshot.ContainsField(223)) snapshotFullRefresh.set(new CouponRate(Snapshot.CouponRate)); if (Snapshot.ContainsField(207)) snapshotFullRefresh.set(new SecurityExchange(Snapshot.SecurityExchange)); if (Snapshot.ContainsField(106)) snapshotFullRefresh.set(new Issuer(Snapshot.Issuer)); if (Snapshot.ContainsField(348)) snapshotFullRefresh.set(new EncodedIssuerLen(Snapshot.EncodedIssuerLen)); if (Snapshot.ContainsField(349)) snapshotFullRefresh.set(new EncodedIssuer(Snapshot.EncodedIssuer)); if (Snapshot.ContainsField(107)) snapshotFullRefresh.set(new SecurityDesc(Snapshot.SecurityDesc)); if (Snapshot.ContainsField(350)) snapshotFullRefresh.set(new EncodedSecurityDescLen(Snapshot.EncodedSecurityDescLen)); if (Snapshot.ContainsField(351)) snapshotFullRefresh.set(new EncodedSecurityDesc(Snapshot.EncodedSecurityDesc)); if (Snapshot.ContainsField(291)) snapshotFullRefresh.set(new FinancialStatus(((object)Snapshot.FinancialStatus).ToString())); if (Snapshot.ContainsField(292)) snapshotFullRefresh.set(new CorporateAction(((object)Snapshot.CorporateAction).ToString())); for (int i = 0; i < Snapshot.NoMDEntries; ++i) { MarketDataSnapshotFullRefresh.NoMDEntries noMdEntries = new MarketDataSnapshotFullRefresh.NoMDEntries(); FIXMDEntriesGroup mdEntriesGroup = Snapshot.GetMDEntriesGroup(i); noMdEntries.set(new MDEntryType(mdEntriesGroup.MDEntryType)); noMdEntries.set(new MDEntryPx(mdEntriesGroup.MDEntryPx)); if (mdEntriesGroup.ContainsField(271)) noMdEntries.set(new MDEntrySize(mdEntriesGroup.MDEntrySize)); if (mdEntriesGroup.ContainsField(272)) noMdEntries.set(new MDEntryDate(mdEntriesGroup.MDEntryDate)); if (mdEntriesGroup.ContainsField(273)) noMdEntries.set(new MDEntryTime(mdEntriesGroup.MDEntryTime)); if (mdEntriesGroup.ContainsField(274)) noMdEntries.set(new TickDirection(mdEntriesGroup.TickDirection)); if (mdEntriesGroup.ContainsField(275)) noMdEntries.set(new MDMkt(mdEntriesGroup.MDMkt)); if (mdEntriesGroup.ContainsField(336)) noMdEntries.set(new TradingSessionID(mdEntriesGroup.TradingSessionID)); if (mdEntriesGroup.ContainsField(276)) noMdEntries.set(new QuoteCondition(mdEntriesGroup.QuoteCondition)); if (mdEntriesGroup.ContainsField(277)) noMdEntries.set(new TradeCondition(mdEntriesGroup.TradeCondition)); if (mdEntriesGroup.ContainsField(282)) noMdEntries.set(new MDEntryOriginator(mdEntriesGroup.MDEntryOriginator)); if (mdEntriesGroup.ContainsField(283)) noMdEntries.set(new LocationID(mdEntriesGroup.LocationID)); if (mdEntriesGroup.ContainsField(284)) noMdEntries.set(new DeskID(mdEntriesGroup.DeskID)); if (mdEntriesGroup.ContainsField(59)) noMdEntries.set(new QuickFix.TimeInForce(mdEntriesGroup.TimeInForce)); if (mdEntriesGroup.ContainsField(126)) noMdEntries.set(new ExpireTime(mdEntriesGroup.ExpireTime)); if (mdEntriesGroup.ContainsField(110)) noMdEntries.set(new MinQty(mdEntriesGroup.MinQty)); if (mdEntriesGroup.ContainsField(18)) noMdEntries.set(new ExecInst(mdEntriesGroup.ExecInst)); if (mdEntriesGroup.ContainsField(287)) noMdEntries.set(new SellerDays(mdEntriesGroup.SellerDays)); if (mdEntriesGroup.ContainsField(37)) noMdEntries.set(new OrderID(mdEntriesGroup.OrderID)); if (mdEntriesGroup.ContainsField(299)) noMdEntries.set(new QuoteEntryID(mdEntriesGroup.QuoteEntryID)); if (mdEntriesGroup.ContainsField(288)) noMdEntries.set(new MDEntryBuyer(mdEntriesGroup.MDEntryBuyer)); if (mdEntriesGroup.ContainsField(289)) noMdEntries.set(new MDEntrySeller(mdEntriesGroup.MDEntrySeller)); if (mdEntriesGroup.ContainsField(346)) noMdEntries.set(new NumberOfOrders(mdEntriesGroup.NumberOfOrders)); if (mdEntriesGroup.ContainsField(290)) noMdEntries.set(new MDEntryPositionNo(mdEntriesGroup.MDEntryPositionNo)); if (mdEntriesGroup.ContainsField(58)) noMdEntries.set(new Text(mdEntriesGroup.Text)); if (mdEntriesGroup.ContainsField(354)) noMdEntries.set(new EncodedTextLen(mdEntriesGroup.EncodedTextLen)); if (mdEntriesGroup.ContainsField(355)) noMdEntries.set(new EncodedText(mdEntriesGroup.EncodedText)); snapshotFullRefresh.addGroup((Group)noMdEntries); noMdEntries.Dispose(); } try { Session.sendToTarget((QuickFix.Message)snapshotFullRefresh, this.fSessionID); } catch (Exception ex) { Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1148) + ex.Message); } }
public void onMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh snapshot, SessionID sessionID) { FIXMarketDataSnapshot MarketDataSnapshotFullRefresh = new FIXMarketDataSnapshot(); if (snapshot.isSetContractMultiplier()) MarketDataSnapshotFullRefresh.ContractMultiplier = snapshot.getContractMultiplier().getValue(); if (snapshot.isSetCorporateAction()) MarketDataSnapshotFullRefresh.CorporateAction = snapshot.getCorporateAction().getValue(); if (snapshot.isSetCouponRate()) MarketDataSnapshotFullRefresh.CouponRate = snapshot.getCouponRate().getValue(); if (snapshot.isSetEncodedIssuer()) MarketDataSnapshotFullRefresh.EncodedIssuer = snapshot.getEncodedIssuer().getValue(); if (snapshot.isSetEncodedIssuerLen()) MarketDataSnapshotFullRefresh.EncodedIssuerLen = snapshot.getEncodedIssuerLen().getValue(); if (snapshot.isSetEncodedSecurityDesc()) MarketDataSnapshotFullRefresh.EncodedSecurityDesc = snapshot.getEncodedSecurityDesc().getValue(); if (snapshot.isSetEncodedSecurityDescLen()) MarketDataSnapshotFullRefresh.EncodedSecurityDescLen = snapshot.getEncodedSecurityDescLen().getValue(); if (snapshot.isSetFinancialStatus()) MarketDataSnapshotFullRefresh.FinancialStatus = snapshot.getFinancialStatus().getValue(); if (snapshot.isSetIssuer()) MarketDataSnapshotFullRefresh.Issuer = snapshot.getIssuer().getValue(); if (snapshot.isSetMaturityMonthYear()) MarketDataSnapshotFullRefresh.MaturityMonthYear = snapshot.getMaturityMonthYear().getValue(); if (snapshot.isSetMDReqID()) MarketDataSnapshotFullRefresh.MDReqID = snapshot.getMDReqID().getValue(); if (snapshot.isSetOptAttribute()) MarketDataSnapshotFullRefresh.OptAttribute = snapshot.getOptAttribute().getValue(); if (snapshot.isSetSecurityDesc()) MarketDataSnapshotFullRefresh.SecurityDesc = snapshot.getSecurityDesc().getValue(); if (snapshot.isSetSecurityExchange()) MarketDataSnapshotFullRefresh.SecurityExchange = snapshot.getSecurityExchange().getValue(); if (snapshot.isSetSecurityID()) MarketDataSnapshotFullRefresh.SecurityID = snapshot.getSecurityID().getValue(); if (snapshot.isSetSecurityType()) MarketDataSnapshotFullRefresh.SecurityType = snapshot.getSecurityType().getValue(); if (snapshot.isSetStrikePrice()) MarketDataSnapshotFullRefresh.StrikePrice = snapshot.getStrikePrice().getValue(); if (snapshot.isSetSymbol()) MarketDataSnapshotFullRefresh.Symbol = snapshot.getSymbol().getValue(); if (snapshot.isSetSymbolSfx()) MarketDataSnapshotFullRefresh.SymbolSfx = snapshot.getSymbolSfx().getValue(); MarketDataSnapshotFullRefresh.NoMDEntries noMdEntries = new MarketDataSnapshotFullRefresh.NoMDEntries(); for (uint num = 1U; (long)num <= (long)snapshot.getNoMDEntries().getValue(); ++num) { snapshot.getGroup(num, (Group)noMdEntries); FIXMDEntriesGroup group = new FIXMDEntriesGroup(noMdEntries.get(new MDEntryType()).getValue()); if (noMdEntries.isSetMDEntryDate()) group.MDEntryDate = noMdEntries.getMDEntryDate().getValue(); if (noMdEntries.isSetMDEntryTime()) group.MDEntryTime = noMdEntries.getMDEntryTime().getValue(); if (noMdEntries.isSetMDEntryPx()) group.MDEntryPx = noMdEntries.getMDEntryPx().getValue(); if (noMdEntries.isSetMDEntrySize()) group.MDEntrySize = noMdEntries.getMDEntrySize().getValue(); if (noMdEntries.isSetMDEntryBuyer()) group.MDEntryBuyer = noMdEntries.getMDEntryBuyer().getValue(); if (noMdEntries.isSetMDEntrySeller()) group.MDEntrySeller = noMdEntries.getMDEntrySeller().getValue(); MarketDataSnapshotFullRefresh.AddGroup(group); } noMdEntries.Dispose(); if (this.DHHvj9eQf == null) return; this.DHHvj9eQf((object)this, new FIXMarketDataSnapshotEventArgs(MarketDataSnapshotFullRefresh)); }