public void RepeatingGroup_FieldOrder()
{
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();
msg.MDReqID = new MDReqID("fooMdReqID");
msg.SubscriptionRequestType = new SubscriptionRequestType('1');
msg.MarketDepth = new MarketDepth(0);
// this group is irrelevant to the test, but it's required in the message
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new MDEntryType('0');
msg.AddGroup(entryTypesGroup);
entryTypesGroup.MDEntryType = new MDEntryType('1');
msg.AddGroup(entryTypesGroup);
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
// spec order of fields is 55,65,48,22
symGroup.Symbol = new Symbol("FOO1");
symGroup.SymbolSfx = new SymbolSfx("sfx1");
symGroup.SecurityID = new SecurityID("secid1");
symGroup.SecurityIDSource = new SecurityIDSource("src1");
msg.AddGroup(symGroup);
symGroup.Symbol = new Symbol("FOO2");
symGroup.SymbolSfx = new SymbolSfx("sfx2");
symGroup.SecurityID = new SecurityID("secid2");
symGroup.SecurityIDSource = new SecurityIDSource("src2");
msg.AddGroup(symGroup);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "146=2",
"55=FOO1", "65=sfx1", "48=secid1", "22=src1",
"55=FOO2", "65=sfx2", "48=secid2", "22=src2", });
StringAssert.Contains(expected, msgString);
}
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);
QueryHeader(message.Header);
Console.WriteLine(message.ToString());
return(message);
}
public void RepeatingGroup_FieldOrder()
{
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();
msg.MDReqID = new MDReqID("fooMdReqID");
msg.SubscriptionRequestType = new SubscriptionRequestType('1');
msg.MarketDepth = new MarketDepth(0);
// this group is irrelevant to the test, but it's required in the message
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new MDEntryType('0');
msg.AddGroup(entryTypesGroup);
entryTypesGroup.MDEntryType = new MDEntryType('1');
msg.AddGroup(entryTypesGroup);
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
// spec order of fields is 55,65,48,22
symGroup.Symbol = new Symbol("FOO1");
symGroup.SymbolSfx = new SymbolSfx("sfx1");
symGroup.SecurityID = new SecurityID("secid1");
symGroup.SecurityIDSource = new SecurityIDSource("src1");
msg.AddGroup(symGroup);
symGroup.Symbol = new Symbol("FOO2");
symGroup.SymbolSfx = new SymbolSfx("sfx2");
symGroup.SecurityID = new SecurityID("secid2");
symGroup.SecurityIDSource = new SecurityIDSource("src2");
msg.AddGroup(symGroup);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "146=2",
"55=FOO1", "65=sfx1", "48=secid1", "22=src1",
"55=FOO2", "65=sfx2", "48=secid2", "22=src2",
});
StringAssert.Contains(expected, msgString);
}
public void RepeatingGroup_DelimiterFieldFirst()
{
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();
msg.MDReqID = new MDReqID("fooMdReqID");
msg.SubscriptionRequestType = new SubscriptionRequestType('1');
msg.MarketDepth = new MarketDepth(0);
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new MDEntryType('0');
msg.AddGroup(entryTypesGroup);
entryTypesGroup.MDEntryType = new MDEntryType('1');
msg.AddGroup(entryTypesGroup);
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
symGroup.Symbol = new Symbol("FOO1");
symGroup.SecurityID = new SecurityID("secid1");
msg.AddGroup(symGroup);
symGroup.Symbol = new Symbol("FOO2");
symGroup.SecurityID = new SecurityID("secid2");
msg.AddGroup(symGroup);
string msgString = msg.ToString();
string expected = String.Join(Message.SOH, new string[] { "146=2", "55=FOO1", "48=secid1", "55=FOO2", "48=secid2" });
StringAssert.Contains(expected, msgString);
}
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);
QueryHeader(message.Header);
Console.WriteLine(message.ToString());
return message;
}
