public static void LoadDataRow(ref DataRow destinationRow, List <KeyValuePair <FixTag, string> > fieldMap, QuickFix.Message fixMessage)
{
foreach (KeyValuePair <FixTag, string> fixTagToDbField in fieldMap)
{
FixTag currentTag = fixTagToDbField.Key;
string valueColumn = fixTagToDbField.Value;
string value;
if (fixMessage.isSetField((int)currentTag))
{
value = fixMessage.getField((int)currentTag);
if (string.IsNullOrEmpty(destinationRow[valueColumn] as string))
{
if ((int)currentTag == (int)FixTag.MaturityMonthYear)
{
destinationRow[valueColumn] =
FixFieldValueConverter.FormatMaturityDate(value, FixFieldValueConverter.TryGetFixValue(FixTag.MaturityDay, fixMessage));
}
else
{
destinationRow[valueColumn] =
FixFieldValueConverter.Instance[currentTag, value, valueColumn.Contains("DATE")];
}
}
}
else if (fixMessage.getHeader().isSetField((int)currentTag))
{
value = fixMessage.getHeader().getField((int)currentTag);
if (string.IsNullOrEmpty(destinationRow[valueColumn] as string))
{
destinationRow[valueColumn] = FixFieldValueConverter.Instance[currentTag, value, valueColumn.Contains("DATE")];
}
}
}
}
public void crack(QuickFix.Message message, QuickFix.SessionID sessionID, BeginString beginString)
{
String value = beginString.getValue();
if (value.Equals("FIX.4.0"))
{
((QuickFix40.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.1"))
{
((QuickFix41.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.2"))
{
((QuickFix42.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.3"))
{
((QuickFix43.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.4"))
{
((QuickFix44.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.5.0"))
{
((QuickFix50.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIXT.1.1"))
{
if (message.isAdmin())
{
((QuickFixT11.MessageCracker) this).crack(message, sessionID);
}
else
{
ApplVerID applVerID = new ApplVerID();
if (!message.getHeader().isSetField(applVerID))
{
Session session = Session.lookupSession(sessionID);
applVerID.setValue(session.getSenderDefaultApplVerID());
}
else
{
message.getHeader().getField(applVerID);
}
crack(message, sessionID, Message.toBeginString(applVerID));
}
}
else
{
onMessage(message, sessionID);
}
}
internal static void ReplicateFixMessage(QuickFix.Message msg)
{
try
{
lock (m_LockedObj)
{
string msgTypeString = msg.getHeader().getField(m_msgTypeTag);
Guid[] subscribersKeys = GetFixMsgSubscribers(msgTypeString);
if (subscribersKeys != null && subscribersKeys.Length > 0)
{
foreach (Guid key in subscribersKeys)
{
PushUpdates(new IReplicationResponse[] { new ReplicatedFixMsg()
{
ClientKey = key, FixMessage = msg.ToString(), ResponseDateTime = DateTime.Now, FixVersion = msg.getHeader().getField(m_fixMsgVersionTag)
} });
}
}
}
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, string.Format("ReplicateFixMessage, Error: {0} ", ex.Message), ConsoleColor.Red, ConsoleColor.Black, true);
}
}
public new void crack(QuickFix.Message message, QuickFix.SessionID sessionID)
{
BeginString beginString = new BeginString();
message.getHeader().getField(beginString);
crack(message, sessionID, beginString);
}
public new void crack(QuickFix.Message message, QuickFix.SessionID sessionID)
{
BeginString beginString = new BeginString();
message.getHeader().getField(beginString);
String value = beginString.getValue();
if (value.Equals("FIX.4.0"))
{
((QuickFix40.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.1"))
{
((QuickFix41.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.2"))
{
((QuickFix42.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.3"))
{
((QuickFix43.MessageCracker) this).crack(message, sessionID);
}
else if (value.Equals("FIX.4.4"))
{
((QuickFix44.MessageCracker) this).crack(message, sessionID);
}
else
{
onMessage(message, sessionID);
}
}
public virtual void fromApp(QuickFix.Message message, QuickFix.SessionID sessionID)
{
try
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
string msgTypeValue = msgType.getValue();
log.WriteLog(string.Format("fromApp: {0}", msgTypeValue));
switch (msgTypeValue)
{
case "UAT":
onGatewayStatusMessage((QuickFix42.Message)message, sessionID);
break;
case "UAP":
onPositionReportMessage((QuickFix42.Message)message, sessionID);
break;
default:
crack(message, sessionID);
break;
}
}
catch (QuickFix.UnsupportedMessageType umt)
{
log.WriteLog("UnsupportedMessageType: " + umt.Message);
parseMessage(message, sessionID);
}
catch (Exception ex)
{
log.WriteLog(ex.ToString());
}
}
//See onGatewayStatusMessage or MarketDataSnapshotFullRefresh for example of parsing a group
public void parseMessage(QuickFix.Message message, QuickFix.SessionID sessionID)
{
try
{
updateDisplay(message.GetType().FullName);
QuickFix.SenderSubID senderID = new SenderSubID();
QuickFix.TargetSubID targetID = new TargetSubID();
QuickFix.OnBehalfOfSubID oboID = new OnBehalfOfSubID();
if (message.getHeader().isSetField(senderID))
{
updateDisplay(string.Format("SenderSubID: {0}", message.getHeader().getField(senderID)));
}
if (message.getHeader().isSetField(targetID))
{
updateDisplay(string.Format("TargetSubID: {0}", message.getHeader().getField(targetID)));
}
if (message.getHeader().isSetField(oboID))
{
updateDisplay(string.Format("OnBehalfOfSubID: {0}", message.getHeader().getField(oboID)));
}
foreach (QuickFix.Field f in message)
{
updateDisplay(string.Format("TAG: {0} = {1}", f.getField(), f));
}
}
catch (Exception ex)
{
updateDisplay(ex.ToString());
}
}
public virtual void toAdmin(QuickFix.Message message, QuickFix.SessionID sessionID)
{
Console.WriteLine("toAdmin: " + message);
QuickFix.MsgType mt = new QuickFix.MsgType();
message.getHeader().getField(mt);
if (mt.getValue() == QuickFix.MsgType.Logon)
{
if (!_password.Equals(""))
{
message.setField(new QuickFix.RawData(_password));
}
if (_resetSession)
{
message.setField(new QuickFix.ResetSeqNumFlag(true));
}
}
else
{
updateDisplay("toAdmin: " + DateTime.Now.ToString("hh:mm:ss.fff"));
}
}
public void crack(QuickFix.Message message,
QuickFix.SessionID sessionID)
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
String msgTypeValue = msgType.getValue();
if (msgTypeValue == "0")
{
onMessage((Heartbeat)(message), sessionID);
}
else
if (msgTypeValue == "A")
{
onMessage((Logon)(message), sessionID);
}
else
if (msgTypeValue == "1")
{
onMessage((TestRequest)(message), sessionID);
}
else
if (msgTypeValue == "2")
{
onMessage((ResendRequest)(message), sessionID);
}
else
if (msgTypeValue == "3")
{
onMessage((Reject)(message), sessionID);
}
else
if (msgTypeValue == "4")
{
onMessage((SequenceReset)(message), sessionID);
}
else
if (msgTypeValue == "5")
{
onMessage((Logout)(message), sessionID);
}
else
if (msgTypeValue == "7")
{
onMessage((Advertisement)(message), sessionID);
}
else
if (msgTypeValue == "6")
{
onMessage((IndicationofInterest)(message), sessionID);
}
else
if (msgTypeValue == "B")
{
onMessage((News)(message), sessionID);
}
else
if (msgTypeValue == "C")
{
onMessage((Email)(message), sessionID);
}
else
if (msgTypeValue == "R")
{
onMessage((QuoteRequest)(message), sessionID);
}
else
if (msgTypeValue == "S")
{
onMessage((Quote)(message), sessionID);
}
else
if (msgTypeValue == "D")
{
onMessage((NewOrderSingle)(message), sessionID);
}
else
if (msgTypeValue == "8")
{
onMessage((ExecutionReport)(message), sessionID);
}
else
if (msgTypeValue == "Q")
{
onMessage((DontKnowTrade)(message), sessionID);
}
else
if (msgTypeValue == "G")
{
onMessage((OrderCancelReplaceRequest)(message), sessionID);
}
else
if (msgTypeValue == "F")
{
onMessage((OrderCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "9")
{
onMessage((OrderCancelReject)(message), sessionID);
}
else
if (msgTypeValue == "H")
{
onMessage((OrderStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "J")
{
onMessage((Allocation)(message), sessionID);
}
else
if (msgTypeValue == "P")
{
onMessage((AllocationACK)(message), sessionID);
}
else
if (msgTypeValue == "E")
{
onMessage((NewOrderList)(message), sessionID);
}
else
if (msgTypeValue == "N")
{
onMessage((ListStatus)(message), sessionID);
}
else
if (msgTypeValue == "L")
{
onMessage((ListExecute)(message), sessionID);
}
else
if (msgTypeValue == "K")
{
onMessage((ListCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "M")
{
onMessage((ListStatusRequest)(message), sessionID);
}
else
{
onMessage(message, sessionID);
}
}
public new void crack(QuickFix.Message message,
QuickFix.SessionID sessionID)
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
String msgTypeValue = msgType.getValue();
if (msgTypeValue == "0")
{
onMessage((Heartbeat)(message), sessionID);
}
else
if (msgTypeValue == "A")
{
onMessage((Logon)(message), sessionID);
}
else
if (msgTypeValue == "1")
{
onMessage((TestRequest)(message), sessionID);
}
else
if (msgTypeValue == "2")
{
onMessage((ResendRequest)(message), sessionID);
}
else
if (msgTypeValue == "3")
{
onMessage((Reject)(message), sessionID);
}
else
if (msgTypeValue == "4")
{
onMessage((SequenceReset)(message), sessionID);
}
else
if (msgTypeValue == "5")
{
onMessage((Logout)(message), sessionID);
}
else
if (msgTypeValue == "j")
{
onMessage((BusinessMessageReject)(message), sessionID);
}
else
if (msgTypeValue == "BE")
{
onMessage((UserRequest)(message), sessionID);
}
else
if (msgTypeValue == "BF")
{
onMessage((UserResponse)(message), sessionID);
}
else
if (msgTypeValue == "7")
{
onMessage((Advertisement)(message), sessionID);
}
else
if (msgTypeValue == "6")
{
onMessage((IndicationOfInterest)(message), sessionID);
}
else
if (msgTypeValue == "B")
{
onMessage((News)(message), sessionID);
}
else
if (msgTypeValue == "C")
{
onMessage((Email)(message), sessionID);
}
else
if (msgTypeValue == "R")
{
onMessage((QuoteRequest)(message), sessionID);
}
else
if (msgTypeValue == "AJ")
{
onMessage((QuoteResponse)(message), sessionID);
}
else
if (msgTypeValue == "AG")
{
onMessage((QuoteRequestReject)(message), sessionID);
}
else
if (msgTypeValue == "AH")
{
onMessage((RFQRequest)(message), sessionID);
}
else
if (msgTypeValue == "S")
{
onMessage((Quote)(message), sessionID);
}
else
if (msgTypeValue == "Z")
{
onMessage((QuoteCancel)(message), sessionID);
}
else
if (msgTypeValue == "a")
{
onMessage((QuoteStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "AI")
{
onMessage((QuoteStatusReport)(message), sessionID);
}
else
if (msgTypeValue == "i")
{
onMessage((MassQuote)(message), sessionID);
}
else
if (msgTypeValue == "b")
{
onMessage((MassQuoteAcknowledgement)(message), sessionID);
}
else
if (msgTypeValue == "V")
{
onMessage((MarketDataRequest)(message), sessionID);
}
else
if (msgTypeValue == "W")
{
onMessage((MarketDataSnapshotFullRefresh)(message), sessionID);
}
else
if (msgTypeValue == "X")
{
onMessage((MarketDataIncrementalRefresh)(message), sessionID);
}
else
if (msgTypeValue == "Y")
{
onMessage((MarketDataRequestReject)(message), sessionID);
}
else
if (msgTypeValue == "c")
{
onMessage((SecurityDefinitionRequest)(message), sessionID);
}
else
if (msgTypeValue == "d")
{
onMessage((SecurityDefinition)(message), sessionID);
}
else
if (msgTypeValue == "v")
{
onMessage((SecurityTypeRequest)(message), sessionID);
}
else
if (msgTypeValue == "w")
{
onMessage((SecurityTypes)(message), sessionID);
}
else
if (msgTypeValue == "x")
{
onMessage((SecurityListRequest)(message), sessionID);
}
else
if (msgTypeValue == "y")
{
onMessage((SecurityList)(message), sessionID);
}
else
if (msgTypeValue == "z")
{
onMessage((DerivativeSecurityListRequest)(message), sessionID);
}
else
if (msgTypeValue == "AA")
{
onMessage((DerivativeSecurityList)(message), sessionID);
}
else
if (msgTypeValue == "e")
{
onMessage((SecurityStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "f")
{
onMessage((SecurityStatus)(message), sessionID);
}
else
if (msgTypeValue == "g")
{
onMessage((TradingSessionStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "h")
{
onMessage((TradingSessionStatus)(message), sessionID);
}
else
if (msgTypeValue == "D")
{
onMessage((NewOrderSingle)(message), sessionID);
}
else
if (msgTypeValue == "8")
{
onMessage((ExecutionReport)(message), sessionID);
}
else
if (msgTypeValue == "Q")
{
onMessage((DontKnowTrade)(message), sessionID);
}
else
if (msgTypeValue == "G")
{
onMessage((OrderCancelReplaceRequest)(message), sessionID);
}
else
if (msgTypeValue == "F")
{
onMessage((OrderCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "9")
{
onMessage((OrderCancelReject)(message), sessionID);
}
else
if (msgTypeValue == "H")
{
onMessage((OrderStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "q")
{
onMessage((OrderMassCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "r")
{
onMessage((OrderMassCancelReport)(message), sessionID);
}
else
if (msgTypeValue == "AF")
{
onMessage((OrderMassStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "s")
{
onMessage((NewOrderCross)(message), sessionID);
}
else
if (msgTypeValue == "t")
{
onMessage((CrossOrderCancelReplaceRequest)(message), sessionID);
}
else
if (msgTypeValue == "u")
{
onMessage((CrossOrderCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "AB")
{
onMessage((NewOrderMultileg)(message), sessionID);
}
else
if (msgTypeValue == "AC")
{
onMessage((MultilegOrderCancelReplaceRequest)(message), sessionID);
}
else
if (msgTypeValue == "k")
{
onMessage((BidRequest)(message), sessionID);
}
else
if (msgTypeValue == "l")
{
onMessage((BidResponse)(message), sessionID);
}
else
if (msgTypeValue == "E")
{
onMessage((NewOrderList)(message), sessionID);
}
else
if (msgTypeValue == "m")
{
onMessage((ListStrikePrice)(message), sessionID);
}
else
if (msgTypeValue == "N")
{
onMessage((ListStatus)(message), sessionID);
}
else
if (msgTypeValue == "L")
{
onMessage((ListExecute)(message), sessionID);
}
else
if (msgTypeValue == "K")
{
onMessage((ListCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "M")
{
onMessage((ListStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "J")
{
onMessage((AllocationInstruction)(message), sessionID);
}
else
if (msgTypeValue == "P")
{
onMessage((AllocationInstructionAck)(message), sessionID);
}
else
if (msgTypeValue == "AS")
{
onMessage((AllocationReport)(message), sessionID);
}
else
if (msgTypeValue == "AT")
{
onMessage((AllocationReportAck)(message), sessionID);
}
else
if (msgTypeValue == "AK")
{
onMessage((Confirmation)(message), sessionID);
}
else
if (msgTypeValue == "AU")
{
onMessage((ConfirmationAck)(message), sessionID);
}
else
if (msgTypeValue == "BH")
{
onMessage((ConfirmationRequest)(message), sessionID);
}
else
if (msgTypeValue == "T")
{
onMessage((SettlementInstructions)(message), sessionID);
}
else
if (msgTypeValue == "AV")
{
onMessage((SettlementInstructionRequest)(message), sessionID);
}
else
if (msgTypeValue == "AD")
{
onMessage((TradeCaptureReportRequest)(message), sessionID);
}
else
if (msgTypeValue == "AQ")
{
onMessage((TradeCaptureReportRequestAck)(message), sessionID);
}
else
if (msgTypeValue == "AE")
{
onMessage((TradeCaptureReport)(message), sessionID);
}
else
if (msgTypeValue == "AR")
{
onMessage((TradeCaptureReportAck)(message), sessionID);
}
else
if (msgTypeValue == "o")
{
onMessage((RegistrationInstructions)(message), sessionID);
}
else
if (msgTypeValue == "p")
{
onMessage((RegistrationInstructionsResponse)(message), sessionID);
}
else
if (msgTypeValue == "AL")
{
onMessage((PositionMaintenanceRequest)(message), sessionID);
}
else
if (msgTypeValue == "AM")
{
onMessage((PositionMaintenanceReport)(message), sessionID);
}
else
if (msgTypeValue == "AN")
{
onMessage((RequestForPositions)(message), sessionID);
}
else
if (msgTypeValue == "AO")
{
onMessage((RequestForPositionsAck)(message), sessionID);
}
else
if (msgTypeValue == "AP")
{
onMessage((PositionReport)(message), sessionID);
}
else
if (msgTypeValue == "AW")
{
onMessage((AssignmentReport)(message), sessionID);
}
else
if (msgTypeValue == "AX")
{
onMessage((CollateralRequest)(message), sessionID);
}
else
if (msgTypeValue == "AY")
{
onMessage((CollateralAssignment)(message), sessionID);
}
else
if (msgTypeValue == "AZ")
{
onMessage((CollateralResponse)(message), sessionID);
}
else
if (msgTypeValue == "BA")
{
onMessage((CollateralReport)(message), sessionID);
}
else
if (msgTypeValue == "BB")
{
onMessage((CollateralInquiry)(message), sessionID);
}
else
if (msgTypeValue == "BC")
{
onMessage((NetworkStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "BD")
{
onMessage((NetworkStatusResponse)(message), sessionID);
}
else
if (msgTypeValue == "BG")
{
onMessage((CollateralInquiryAck)(message), sessionID);
}
else
{
onMessage(message, sessionID);
}
}
public new void crack(QuickFix.Message message,
QuickFix.SessionID sessionID)
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
String msgTypeValue = msgType.getValue();
if (msgTypeValue == "0")
{
onMessage((Heartbeat)(message), sessionID);
}
else
if (msgTypeValue == "A")
{
onMessage((Logon)(message), sessionID);
}
else
if (msgTypeValue == "1")
{
onMessage((TestRequest)(message), sessionID);
}
else
if (msgTypeValue == "2")
{
onMessage((ResendRequest)(message), sessionID);
}
else
if (msgTypeValue == "3")
{
onMessage((Reject)(message), sessionID);
}
else
if (msgTypeValue == "4")
{
onMessage((SequenceReset)(message), sessionID);
}
else
if (msgTypeValue == "5")
{
onMessage((Logout)(message), sessionID);
}
else
if (msgTypeValue == "7")
{
onMessage((Advertisement)(message), sessionID);
}
else
if (msgTypeValue == "6")
{
onMessage((IndicationofInterest)(message), sessionID);
}
else
if (msgTypeValue == "B")
{
onMessage((News)(message), sessionID);
}
else
if (msgTypeValue == "C")
{
onMessage((Email)(message), sessionID);
}
else
if (msgTypeValue == "R")
{
onMessage((QuoteRequest)(message), sessionID);
}
else
if (msgTypeValue == "S")
{
onMessage((Quote)(message), sessionID);
}
else
if (msgTypeValue == "i")
{
onMessage((MassQuote)(message), sessionID);
}
else
if (msgTypeValue == "Z")
{
onMessage((QuoteCancel)(message), sessionID);
}
else
if (msgTypeValue == "a")
{
onMessage((QuoteStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "b")
{
onMessage((QuoteAcknowledgement)(message), sessionID);
}
else
if (msgTypeValue == "V")
{
onMessage((MarketDataRequest)(message), sessionID);
}
else
if (msgTypeValue == "W")
{
onMessage((MarketDataSnapshotFullRefresh)(message), sessionID);
}
else
if (msgTypeValue == "X")
{
onMessage((MarketDataIncrementalRefresh)(message), sessionID);
}
else
if (msgTypeValue == "Y")
{
onMessage((MarketDataRequestReject)(message), sessionID);
}
else
if (msgTypeValue == "c")
{
onMessage((SecurityDefinitionRequest)(message), sessionID);
}
else
if (msgTypeValue == "d")
{
onMessage((SecurityDefinition)(message), sessionID);
}
else
if (msgTypeValue == "e")
{
onMessage((SecurityStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "f")
{
onMessage((SecurityStatus)(message), sessionID);
}
else
if (msgTypeValue == "g")
{
onMessage((TradingSessionStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "h")
{
onMessage((TradingSessionStatus)(message), sessionID);
}
else
if (msgTypeValue == "D")
{
onMessage((NewOrderSingle)(message), sessionID);
}
else
if (msgTypeValue == "8")
{
onMessage((ExecutionReport)(message), sessionID);
}
else
if (msgTypeValue == "Q")
{
onMessage((DontKnowTrade)(message), sessionID);
}
else
if (msgTypeValue == "G")
{
onMessage((OrderCancelReplaceRequest)(message), sessionID);
}
else
if (msgTypeValue == "F")
{
onMessage((OrderCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "9")
{
onMessage((OrderCancelReject)(message), sessionID);
}
else
if (msgTypeValue == "H")
{
onMessage((OrderStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "J")
{
onMessage((Allocation)(message), sessionID);
}
else
if (msgTypeValue == "P")
{
onMessage((AllocationACK)(message), sessionID);
}
else
if (msgTypeValue == "T")
{
onMessage((SettlementInstructions)(message), sessionID);
}
else
if (msgTypeValue == "k")
{
onMessage((BidRequest)(message), sessionID);
}
else
if (msgTypeValue == "l")
{
onMessage((BidResponse)(message), sessionID);
}
else
if (msgTypeValue == "E")
{
onMessage((NewOrderList)(message), sessionID);
}
else
if (msgTypeValue == "m")
{
onMessage((ListStrikePrice)(message), sessionID);
}
else
if (msgTypeValue == "N")
{
onMessage((ListStatus)(message), sessionID);
}
else
if (msgTypeValue == "L")
{
onMessage((ListExecute)(message), sessionID);
}
else
if (msgTypeValue == "K")
{
onMessage((ListCancelRequest)(message), sessionID);
}
else
if (msgTypeValue == "M")
{
onMessage((ListStatusRequest)(message), sessionID);
}
else
if (msgTypeValue == "j")
{
onMessage((BusinessMessageReject)(message), sessionID);
}
else
{
onMessage(message, sessionID);
}
}
/// <summary>
/// Edit the order for the ID specified - throws an exception if the order isnt working
/// </summary>
/// <param name="myID"></param>
/// <param name="newQty">new qty if specified</param>
/// <param name="newPrice">new price if specified</param>
public void ReplaceOrder(string myID, double? newQty, double? newPrice, double? newStopPx)
{
KaiTrade.Interfaces.Order myOrder = null;
try
{
// Get Order
KaiTrade.Interfaces.OrderManager myOM = AppFactory.Instance().GetOrderManager();
myOrder = myOM.GetOrder(myID);
if (myOrder == null)
{
string myError = "Order not found cannot edit:" + myID;
Exception myE = new Exception(myError);
throw myE;
}
if (m_ORLog.IsInfoEnabled)
{
m_ORLog.Info("ReplaceOrder:"+ myOrder.ToString());
}
// are these changes?
if (!newValueDifferentFromOld(myOrder, newQty, newPrice, newStopPx))
{
string myError = "The new fields in the Replace request are the same as the existing fields" + myID;
Exception myE = new Exception(myError);
throw myE;
}
// Is this a triggered order
if (myOrder.TriggerOrderID.Length > 0)
{
if (newQty.HasValue)
{
myOrder.OrderQty = new QuickFix.OrderQty((double)newQty);
}
if (newPrice.HasValue)
{
myOrder.Price = new QuickFix.Price((double)newPrice);
}
if (newStopPx.HasValue)
{
myOrder.StopPx = new QuickFix.StopPx((double)newStopPx);
}
return;
}
// store the clordID's
//NOT USED? QuickFix.OrigClOrdID myOrigClOrdID;
QuickFix.ClOrdID myClOrdID;
// check if we are pending cancel or pending mod
if (order.LastOrderCommand == KaiTrade.Interfaces.LastOrderCommand.replace)
{
// we are currently doing a replace - cannot do another
string myError = "Order is already processing a replace cannot modify at this time:" + myID;
Exception myE = new Exception(myError);
throw myE;
}
if (order.LastOrderCommand == KaiTrade.Interfaces.LastOrderCommand.cancel)
{
// we are currently doing a cancel - cannot do a mod
string myError = "Order is already processing a cancel cannot modify" + myID;
Exception myE = new Exception(myError);
throw myE;
}
// check that the order is working
if (!myOrder.IsWorking())
{
if ((myOrder.OrdType.getValue() == QuickFix.OrdType.STOP) || (myOrder.OrdType.getValue() == QuickFix.OrdType.STOP_LIMIT))
{
// no action
}
else
{
string myError = "Order is not in a working state cannot replace:" + myID;
Exception myE = new Exception(myError);
throw myE;
}
}
// Check the limits for the order
string myTextErr;
double qty;
if (newQty.HasValue)
{
qty = newQty.Value;
}
else
{
qty = myOrder.OrderQty.getValue();
}
double px;
if (newPrice.HasValue)
{
px = newPrice.Value;
}
else
{
px = myOrder.Price.getValue();
}
if (LimitChecker.Instance().BreaksLimits(out myTextErr, myOrder, qty, px))
{
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
myOrder.Text = "You have exceeded the order qty limit - please re-enter";
Exception myE = new Exception("You have exceeded the order qty limit - please re-enter");
throw myE;
}
// Create a FIX cancel replace messsage
QuickFix.Message myFixMsg = new QuickFix.Message();
QuickFix.MsgType msgType = new QuickFix.MsgType("G");
myFixMsg.getHeader().setField(msgType);
QuickFix.BeginString myBeginString = new QuickFix.BeginString("FIX.4.4");
myFixMsg.getHeader().setField(myBeginString);
// OrderID
if (myOrder.OrderID == null)
{
myOrder.Text = "No order ID found cannot modify order";
Exception myE = new Exception("No order ID found cannot modify order");
throw myE;
}
// set the original to the existing clordid
myOrder.OrigClOrdID = new QuickFix.OrigClOrdID(myOrder.ClOrdID.getValue());
myFixMsg.setField(myOrder.OrigClOrdID);
myFixMsg.setField(myOrder.OrderID);
////Side
myFixMsg.setField(myOrder.Side);
// set up the product details in the message
myOrder.Product.Set(myFixMsg);
//// Transact Time
myOrder.TransactTime = new QuickFix.TransactTime(DateTime.Now.ToUniversalTime());
myFixMsg.setField(myOrder.TransactTime);
myFixMsg.setField(myOrder.OrdType);
// Create the message wrapper used to send the order cancel to the driver
KaiTrade.Interfaces.Message myMsg = new KaiTCPComm.KaiMessageWrap();
myMsg.Label = "G";
string myDriverCode = "";
// A trade venue must be specified on the order
KaiTrade.Interfaces.Venue myVenue = null;
if (myOrder.Product.TradeVenue.Length > 0)
{
// get the driver code and session details from the venue manager
myVenue = AppFactory.Instance().GetVenueManager().GetVenue(myOrder.Product.TradeVenue);
if (myVenue != null)
{
myDriverCode = myVenue.DriverCode;
if (myVenue.TargetVenue.Length > 0)
{
myMsg.VenueCode = myVenue.TargetVenue;
}
if (myVenue.BeginString.Length > 0)
{
// this is the FIX version the server wants, we convert between
// versions in the FIX client
myMsg.Format = myVenue.BeginString;
}
if (myVenue.SID.Length > 0)
{
QuickFix.SenderCompID mySID = new QuickFix.SenderCompID(myVenue.SID);
myFixMsg.getHeader().setField(mySID);
myMsg.ClientID = myVenue.SID;
}
if (myVenue.TID.Length > 0)
{
QuickFix.TargetCompID myTID = new QuickFix.TargetCompID(myVenue.TID);
myFixMsg.getHeader().setField(myTID);
myMsg.TargetID = myVenue.TID;
}
}
else
{
string myErr = "Invalid Venue Code:" + myOrder.Product.TradeVenue;
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
}
else
{
string myErr = "No Venue Code specified on product:";
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
// process any venue field bags - do this prior to the order bags
// to allow the order setting to override the venues
List<KaiTrade.Interfaces.Field> myFieldBag;
KTAFacade.Instance().SetBag(out myFieldBag, myVenue.ReplaceBag, ",");
foreach (KaiTrade.Interfaces.Field myField in myFieldBag)
{
try
{
myFixMsg.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("replace Extra tags from venue error:", myE);
}
}
// process any additional tags for the order
foreach (KaiTrade.Interfaces.Field myField in myOrder.ReplaceBag)
{
try
{
myFixMsg.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("replace Extra tags error:", myE);
}
}
if (myOrder.Account != null)
{
if (myOrder.Account.getValue().Length > 0)
{
myFixMsg.setField(myOrder.Account);
}
}
try
{
//Send the message
KaiTrade.Interfaces.Driver myDrv = AppFactory.Instance().GetDriverManager().GetDriver(myDriverCode);
if (myDrv != null)
{
// save the existing clordid and set the new clordid
myClOrdID = myOrder.ClOrdID;
myOrder.ClOrdID = new QuickFix.ClOrdID(KaiUtil.Identities.Instance.genReqID());
myFixMsg.setField(myOrder.ClOrdID);
// Associate the CLOrdID with this order
AppFactory.Instance().GetOrderManager().AssociateClOrdID(myOrder.ClOrdID.getValue(), myOrder);
if (newQty.HasValue)
{
myOrder.OrderQty = new QuickFix.OrderQty((double)newQty);
myFixMsg.setField(myOrder.OrderQty);
}
if (newPrice.HasValue)
{
myOrder.Price = new QuickFix.Price((double)newPrice);
myFixMsg.setField(myOrder.Price);
}
if (newStopPx.HasValue)
{
myOrder.StopPx = new QuickFix.StopPx((double)newStopPx);
myFixMsg.setField(myOrder.StopPx);
}
// Set the FIX string as message data
myMsg.Data = myFixMsg.ToString();
// inform order manager clients that the order has changed
myOM.SetChanged(myOrder.Identity);
// send the message for processing
//myDrv.Send(myMsg);
// send the message for processing
order.LastOrderCommand = KaiTrade.Interfaces.LastOrderCommand.replace;
//SendDelegate mySend = new SendDelegate(myDrv.Send);
//IAsyncResult ar = mySend.BeginInvoke(myMsg, SRCallback, "123456789");
myDrv.Send(myMsg);
}
else
{
string myError = "Driver not found for code:" + myDriverCode;
m_Log.Error(myError);
Exception myE = new Exception(myError);
throw myE;
}
}
catch (Exception myE)
{
m_Log.Error("EditOrder:Sendnessage part" + myOrder.Identity, myE);
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
throw (myE);
}
}
catch (Exception myE)
{
m_Log.Error("ReplaceOrder:", myE);
if (myOrder != null)
{
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
myOrder.Text = myE.Message;
}
throw (myE);
}
}
public void RenderOrderAsFix(out QuickFix.Message myNOS, out KaiTrade.Interfaces.Message myMsg, out string myDriverCode, KaiTrade.Interfaces.Order myOrder)
{
try
{
lock (this)
{
// do not actually submit triggered orders
// register the order as a publisher
KaiTrade.Interfaces.Publisher myPub = null;
myPub = AppFactory.Instance().GetPublisherManager().GetPublisher(myOrder.Identity);
if (myPub == null)
{
myPub = myOrder as KaiTrade.Interfaces.Publisher;
AppFactory.Instance().GetPublisherManager().Add(myPub);
}
// Check the limits for the order
string myTextErr;
if (LimitChecker.Instance().BreaksLimits(out myTextErr, myOrder))
{
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
myOrder.Text = "order failed order qty limit test";
Exception myE = new Exception("process order failed order qty limit test");
throw myE;
}
// Create the FIX order message
myNOS = new QuickFix.Message();
// pending new at this stage
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.PENDING_NEW);
myOrder.TransactTime = new QuickFix.TransactTime(DateTime.Now.ToUniversalTime());
myNOS.setField(myOrder.TransactTime);
//myOrder.ClOrdID = new QuickFix.ClOrdID(KaiUtil.Identities.Instance.genReqID());
// Associate the CLOrdID with this order
AppFactory.Instance().GetOrderManager().AssociateClOrdID(myOrder.ClOrdID.getValue(), myOrder);
// Set fix version
QuickFix.BeginString myBeginString = new QuickFix.BeginString("FIX.4.4");
myNOS.getHeader().setField(myBeginString);
// Set order message type
QuickFix.MsgType msgType = new QuickFix.MsgType();
msgType.setValue("D");
myNOS.getHeader().setField(msgType);
myNOS.setField(myOrder.ClOrdID);
// set up the product details in the message
myOrder.Product.Set(myNOS);
// Qty
myNOS.setField(myOrder.OrderQty);
// MaxFloor
if (myOrder.MaxFloor != null)
{
myNOS.setField(myOrder.MaxFloor);
}
// set the side
myNOS.setField(myOrder.Side);
// set the order type
myNOS.setField(myOrder.OrdType);
// Time in force
if (myOrder.TimeInForce != null)
{
myNOS.setField(myOrder.TimeInForce);
}
else
{
myOrder.TimeInForce = new QuickFix.TimeInForce(QuickFix.TimeInForce.DAY);
myNOS.setField(myOrder.TimeInForce);
}
// Validation - check they entered a date/time if needed
switch (myOrder.TimeInForce.getValue())
{
case QuickFix.TimeInForce.GOOD_TILL_DATE:
break;
default:
break;
}
// do not add the price to the fix message on Market orders
if (myOrder.OrdType.getValue() != QuickFix.OrdType.MARKET)
{
if (myOrder.Price.getValue() > 0)
{
myNOS.setField(myOrder.Price);
}
else
{
throw new Exception("Must specify price > 0 on Limit and other non Market orders");
}
}
if (myOrder.StopPx != null)
{
myNOS.setField(myOrder.StopPx);
}
// default the handlInst to automated
if (myOrder.HandlInst != null)
{
myNOS.setField(myOrder.HandlInst);
}
else
{
myOrder.HandlInst = new QuickFix.HandlInst(QuickFix.HandlInst.AUTOEXECPUB);
myNOS.setField(myOrder.HandlInst);
}
// Create the message wrapper used to send the order to the driver
myMsg = new KaiTCPComm.KaiMessageWrap();
myMsg.Label = "D";
myDriverCode = "";
// A trade venue must be specified on the order
KaiTrade.Interfaces.Venue myVenue = null;
if (myOrder.Product.TradeVenue.Length > 0)
{
// get the driver code and session details from the venue manager
myVenue = AppFactory.Instance().GetVenueManager().GetVenue(myOrder.Product.TradeVenue);
if (myVenue != null)
{
myDriverCode = myVenue.DriverCode;
if (myVenue.TargetVenue.Length > 0)
{
myMsg.VenueCode = myVenue.TargetVenue;
}
if (myVenue.BeginString.Length > 0)
{
// this is the FIX version the server wants, we convert between
// versions in the FIX client
myMsg.Format = myVenue.BeginString;
}
if (myVenue.SID.Length > 0)
{
QuickFix.SenderCompID mySID = new QuickFix.SenderCompID(myVenue.SID);
myNOS.getHeader().setField(mySID);
myMsg.ClientID = myVenue.SID;
}
if (myVenue.TID.Length > 0)
{
QuickFix.TargetCompID myTID = new QuickFix.TargetCompID(myVenue.TID);
myNOS.getHeader().setField(myTID);
myMsg.TargetID = myVenue.TID;
}
}
else
{
string myErr = "Invalid Venue Code:" + myOrder.Product.TradeVenue;
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
}
else
{
string myErr = "No Venue Code specified on product:";
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
// process any venue field bags - do this prior to the order bags
// to allow the order setting to override the venues
List<KaiTrade.Interfaces.Field> myFieldBag;
KTAFacade.Instance().SetBag(out myFieldBag, myVenue.NOSBag, ",");
foreach (KaiTrade.Interfaces.Field myField in myFieldBag)
{
try
{
myNOS.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("NOS Extra tags from venue error:", myE);
}
}
// process any additional tags for the order
foreach (KaiTrade.Interfaces.Field myField in myOrder.NOSBag)
{
try
{
myNOS.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("NOS Extra tags error:", myE);
}
}
// additional setting placed here will override the
// fields in the bags
if (myOrder.Account != null)
{
if (myOrder.Account.getValue().Length > 0)
{
myNOS.setField(myOrder.Account);
}
}
QuickFix.TargetStrategyParameters targetStrategyParameters = new QuickFix.TargetStrategyParameters(myOrder.StrategyName);
myNOS.setField(targetStrategyParameters);
// Process any strategy parameters
if (myOrder.K2Parameters.Count > 0)
{
QuickFix.NoStrategyParameters noStratParms = new QuickFix.NoStrategyParameters(myOrder.K2Parameters.Count);
myNOS.setField(noStratParms);
QuickFix50Sp2.NewOrderSingle.NoStrategyParameters group = new QuickFix50Sp2.NewOrderSingle.NoStrategyParameters();
QuickFix.StrategyParameterName strategyParameterName;
QuickFix.StrategyParameterType strategyParameterType;
QuickFix.StrategyParameterValue strategyParameterValue;
foreach (KaiTrade.Interfaces.K2Parameter param in myOrder.K2Parameters)
{
strategyParameterName = new QuickFix.StrategyParameterName(param.ParameterName);
group.setField(strategyParameterName);
strategyParameterType = new QuickFix.StrategyParameterType((int)param.ParameterType);
group.setField(strategyParameterType);
strategyParameterValue = new QuickFix.StrategyParameterValue(param.ParameterValue);
group.setField(strategyParameterValue);
myNOS.addGroup(group);
}
}
// Set the FIX string as message data
myMsg.Data = myNOS.ToString();
// inform order manager clients that the order has changed
AppFactory.Instance().GetOrderManager().SetChanged(myOrder.Identity);
}
}
catch (Exception myE)
{
m_Log.Error("RenderOrderAsFix:", myE);
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
myOrder.Text = myE.Message;
// inform order manager clients that the order has changed
AppFactory.Instance().GetOrderManager().SetChanged(myOrder.Identity);
throw (myE);
}
}
/// <summary>
/// Cancel the order specified
/// </summary>
/// <param name="myID">ID of order to cancel</param>
public void CancelOrder(string myID)
{
try
{
// Get Order
KaiTrade.Interfaces.OrderManager myOM = AppFactory.Instance().GetOrderManager();
KaiTrade.Interfaces.Order myOrder = myOM.GetOrder(myID);
if (myOrder == null)
{
string myError = "Order not found cannot cancel:" + myID;
Exception myE = new Exception(myError);
}
if (m_ORLog.IsInfoEnabled)
{
m_ORLog.Info("CancelOrder:" + myOrder.ToString());
}
if (order.LastOrderCommand == KaiTrade.Interfaces.LastOrderCommand.cancel)
{
string myError = "Order has already had a cancel processed - cannot recancel:" + myID;
Exception myE = new Exception(myError);
}
// Is this a triggered order
if (myOrder.TriggerOrderID.Length > 0)
{
KaiTrade.Interfaces.TriggeredOrder triggeredOrder = KTAFacade.Instance().Factory.GetTriggeredOrderManager().Get(myOrder.TriggerOrderID);
triggeredOrder.Cancel();
return;
}
// store the clordID's
//NOT USED? QuickFix.OrigClOrdID myOrigClOrdID;
QuickFix.ClOrdID myClOrdID;
if ((myOrder.OrdStatus.getValue() == QuickFix.OrdStatus.FILLED) || (myOrder.OrdStatus.getValue() == QuickFix.OrdStatus.CANCELED))
{
// cannot cancel the order - so return
return;
}
// Create a FIX cancel messsage
QuickFix.Message myFixMsg = new QuickFix.Message();
QuickFix.MsgType msgType = new QuickFix.MsgType("F");
myFixMsg.getHeader().setField(msgType);
QuickFix.BeginString myBeginString = new QuickFix.BeginString("FIX.4.4");
myFixMsg.getHeader().setField(myBeginString);
// set the original to the existing clordid
myOrder.OrigClOrdID = new QuickFix.OrigClOrdID(myOrder.ClOrdID.getValue());
myFixMsg.setField(myOrder.OrigClOrdID);
// save the existing clordid and set the new clordid
myClOrdID = myOrder.ClOrdID;
myOrder.ClOrdID = new QuickFix.ClOrdID(KaiUtil.Identities.Instance.genReqID());
myFixMsg.setField(myOrder.ClOrdID);
// Associate the CLOrdID with this order
AppFactory.Instance().GetOrderManager().AssociateClOrdID(myOrder.ClOrdID.getValue(), myOrder);
// OrderID
if (myOrder.OrderID != null)
{
myFixMsg.setField(myOrder.OrderID);
}
////Side
myFixMsg.setField(myOrder.Side);
// set up the product details in the message
myOrder.Product.Set(myFixMsg);
//// Transact Time
myOrder.TransactTime = new QuickFix.TransactTime(DateTime.Now.ToUniversalTime());
myFixMsg.setField(myOrder.TransactTime);
// Create the message wrapper used to send the order cancel to the driver
KaiTrade.Interfaces.Message myMsg = new KaiTCPComm.KaiMessageWrap();
myMsg.Label = "F";
string myDriverCode = "";
// A trade venue must be specified on the order
KaiTrade.Interfaces.Venue myVenue = null;
if (myOrder.Product.TradeVenue.Length > 0)
{
// get the driver code and session details from the venue manager
myVenue = AppFactory.Instance().GetVenueManager().GetVenue(myOrder.Product.TradeVenue);
if (myVenue != null)
{
myDriverCode = myVenue.DriverCode;
if (myVenue.TargetVenue.Length > 0)
{
myMsg.VenueCode = myVenue.TargetVenue;
}
if (myVenue.BeginString.Length > 0)
{
// this is the FIX version the server wants, we convert between
// versions in the FIX client
myMsg.Format = myVenue.BeginString;
}
if (myVenue.SID.Length > 0)
{
QuickFix.SenderCompID mySID = new QuickFix.SenderCompID(myVenue.SID);
myFixMsg.getHeader().setField(mySID);
myMsg.ClientID = myVenue.SID;
}
if (myVenue.TID.Length > 0)
{
QuickFix.TargetCompID myTID = new QuickFix.TargetCompID(myVenue.TID);
myFixMsg.getHeader().setField(myTID);
myMsg.TargetID = myVenue.TID;
}
}
else
{
string myErr = "Invalid Venue Code:" + myOrder.Product.TradeVenue;
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
}
else
{
string myErr = "No Venue Code specified on product:";
m_Log.Error(myErr);
Exception myE = new Exception(myErr);
throw myE;
}
// process any venue field bags - do this prior to the order bags
// to allow the order setting to override the venues
List<KaiTrade.Interfaces.Field> myFieldBag;
KTAFacade.Instance().SetBag(out myFieldBag, myVenue.CancelBag, ",");
foreach (KaiTrade.Interfaces.Field myField in myFieldBag)
{
try
{
myFixMsg.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("cancel Extra tags from venue error:", myE);
}
}
// process any additional tags for the order
foreach (KaiTrade.Interfaces.Field myField in myOrder.CancelBag)
{
try
{
myFixMsg.setString(int.Parse(myField.ID), myField.Value);
}
catch (Exception myE)
{
m_Log.Error("cancel Extra tags error:", myE);
}
}
if (myOrder.Account != null)
{
if (myOrder.Account.getValue().Length > 0)
{
myFixMsg.setField(myOrder.Account);
}
}
// Set the FIX string as message data
myMsg.Data = myFixMsg.ToString();
// inform order manager clients that the order has changed
myOM.SetChanged(myOrder.Identity);
try
{
//Send the message
KaiTrade.Interfaces.Driver myDrv = AppFactory.Instance().GetDriverManager().GetDriver(myDriverCode);
if (myDrv != null)
{
// send the message for processing
order.LastOrderCommand = KaiTrade.Interfaces.LastOrderCommand.cancel;
//SendDelegate mySend = new SendDelegate(myDrv.Send);
//IAsyncResult ar = mySend.BeginInvoke(myMsg, SRCallback, "123456789");
// send the message for processing
myDrv.Send(myMsg);
}
else
{
string myError = "Driver not found for code:" + myDriverCode;
m_Log.Error(myError);
Exception myE = new Exception(myError);
throw myE;
}
}
catch (Exception myE)
{
m_Log.Error("CanceltOrder:" + myOrder.Identity, myE);
myOrder.OrdStatus = new QuickFix.OrdStatus(QuickFix.OrdStatus.REJECTED);
order.LastOrderCommand = KaiTrade.Interfaces.LastOrderCommand.none;
throw (myE);
}
}
catch (Exception myE)
{
m_Log.Error("CancelOrder:", myE);
throw (myE);
}
}
/**
* Add the missing tags to the message header, in this case the TargetSubID
*/
private void setHeader(QuickFix.Message message, QuickFix.SessionID session)
{
message.getHeader().setField(new QuickFix.TargetSubID(settings.get(session).getString("TargetSubID")));
}