C# (CSharp) QuickFix.FIX50.MarketDataRequest.AddGroup示例

示例#1

        private QuickFix.FIX50.MarketDataRequest QueryMarketDataRequest44()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType     = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth             marketDepth = new MarketDepth(0);

            QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX50.MarketDataRequest message = new QuickFix.FIX50.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return(message);
        }

示例#2

文件： TradeClientApp.cs 项目： ChuangYang/quickfixn

        private QuickFix.FIX50.MarketDataRequest QueryMarketDataRequest50()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth marketDepth = new MarketDepth(0);

            QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX50.MarketDataRequest message = new QuickFix.FIX50.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            QueryHeader(message.Header);

            Console.WriteLine(message.ToString());
            return message;
        }