public ExecutionReport( QuickFix.OrderID aOrderID, QuickFix.ExecID aExecID, QuickFix.ExecTransType aExecTransType, QuickFix.ExecType aExecType, QuickFix.OrdStatus aOrdStatus, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrderQty aOrderQty, QuickFix.LastShares aLastShares, QuickFix.LastPx aLastPx, QuickFix.LeavesQty aLeavesQty, QuickFix.CumQty aCumQty, QuickFix.AvgPx aAvgPx) : base(MsgType()) { set(aOrderID); set(aExecID); set(aExecTransType); set(aExecType); set(aOrdStatus); set(aSymbol); set(aSide); set(aOrderQty); set(aLastShares); set(aLastPx); set(aLeavesQty); set(aCumQty); set(aAvgPx); }
public QuoteRequest( QuickFix.QuoteReqID aQuoteReqID, QuickFix.Symbol aSymbol) : base(MsgType()) { set(aQuoteReqID); set(aSymbol); }
public DontKnowTrade( QuickFix.DKReason aDKReason, QuickFix.Symbol aSymbol, QuickFix.Side aSide) : base(MsgType()) { set(aDKReason); set(aSymbol); set(aSide); }
public SecurityStatusRequest( QuickFix.SecurityStatusReqID aSecurityStatusReqID, QuickFix.Symbol aSymbol, QuickFix.SubscriptionRequestType aSubscriptionRequestType) : base(MsgType()) { set(aSecurityStatusReqID); set(aSymbol); set(aSubscriptionRequestType); }
public OrderStatusRequest( QuickFix.ClOrdID aClOrdID, QuickFix.Symbol aSymbol, QuickFix.Side aSide) : base(MsgType()) { set(aClOrdID); set(aSymbol); set(aSide); }
public Quote( QuickFix.QuoteID aQuoteID, QuickFix.Symbol aSymbol, QuickFix.BidPx aBidPx) : base(MsgType()) { set(aQuoteID); set(aSymbol); set(aBidPx); }
public OrderCancelRequest( QuickFix.OrigClOrdID aOrigClOrdID, QuickFix.ClOrdID aClOrdID, QuickFix.Symbol aSymbol, QuickFix.Side aSide) : base(MsgType()) { set(aOrigClOrdID); set(aClOrdID); set(aSymbol); set(aSide); }
public DontKnowTrade( QuickFix.OrderID aOrderID, QuickFix.ExecID aExecID, QuickFix.DKReason aDKReason, QuickFix.Symbol aSymbol, QuickFix.Side aSide) : base(MsgType()) { set(aOrderID); set(aExecID); set(aDKReason); set(aSymbol); set(aSide); }
public NewOrderSingle( QuickFix.ClOrdID aClOrdID, QuickFix.HandlInst aHandlInst, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrdType aOrdType) : base(MsgType()) { set(aClOrdID); set(aHandlInst); set(aSymbol); set(aSide); set(aOrdType); }
public Advertisement( QuickFix.AdvId aAdvId, QuickFix.AdvTransType aAdvTransType, QuickFix.Symbol aSymbol, QuickFix.AdvSide aAdvSide, QuickFix.Shares aShares) : base(MsgType()) { set(aAdvId); set(aAdvTransType); set(aSymbol); set(aAdvSide); set(aShares); }
public IndicationofInterest( QuickFix.IOIid aIOIid, QuickFix.IOITransType aIOITransType, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.IOIShares aIOIShares) : base(MsgType()) { set(aIOIid); set(aIOITransType); set(aSymbol); set(aSide); set(aIOIShares); }
public OrderCancelReplaceRequest( QuickFix.OrigClOrdID aOrigClOrdID, QuickFix.ClOrdID aClOrdID, QuickFix.HandlInst aHandlInst, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrdType aOrdType) : base(MsgType()) { set(aOrigClOrdID); set(aClOrdID); set(aHandlInst); set(aSymbol); set(aSide); set(aOrdType); }
public DontKnowTrade( QuickFix.DKReason aDKReason, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrderQty aOrderQty, QuickFix.LastShares aLastShares, QuickFix.LastPx aLastPx) : base(MsgType()) { set(aDKReason); set(aSymbol); set(aSide); set(aOrderQty); set(aLastShares); set(aLastPx); }
public Allocation( QuickFix.AllocID aAllocID, QuickFix.AllocTransType aAllocTransType, QuickFix.Side aSide, QuickFix.Symbol aSymbol, QuickFix.Shares aShares, QuickFix.AvgPx aAvgPx, QuickFix.TradeDate aTradeDate) : base(MsgType()) { set(aAllocID); set(aAllocTransType); set(aSide); set(aSymbol); set(aShares); set(aAvgPx); set(aTradeDate); }
public NewOrderList( QuickFix.ListID aListID, QuickFix.ListSeqNo aListSeqNo, QuickFix.ListNoOrds aListNoOrds, QuickFix.ClOrdID aClOrdID, QuickFix.HandlInst aHandlInst, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrderQty aOrderQty, QuickFix.OrdType aOrdType ) : base(MsgType()) { set(aListID); set(aListSeqNo); set(aListNoOrds); set(aClOrdID); set(aHandlInst); set(aSymbol); set(aSide); set(aOrderQty); set(aOrdType); }
public void update(QuickFix44.MarketDataSnapshotFullRefresh snapshot) { if (grdRates.InvokeRequired) { updateCallback d = new updateCallback(update); this.Invoke(d, new object[] { snapshot }); } else { QuickFix.Symbol instrument = snapshot.getSymbol(); double minQty = 0D; // if the currency is already in the DataGridView if (map.ContainsKey(instrument)) { // update only the cells of the row that have changed DataGridViewRow row = grdRates.Rows[map[instrument]]; row.Cells["Updated"].Value = getClose(snapshot); row.Cells["Bid"].Value = getPrice(snapshot, "0", Convert.ToDouble(row.Cells["Bid"].Value)); row.Cells["Ask"].Value = getPrice(snapshot, "1", Convert.ToDouble(row.Cells["Ask"].Value)); row.Cells["MinQuantity"].Value = minQty; } else // otherwise add it to the DataGridView { map.Add(instrument, map.Count); grdRates.Rows.Add( instrument, getClose(snapshot), getPrice(snapshot, "0", 0D), getPrice(snapshot, "1", 0D), minQty ); } // force the interface to refresh //Application.DoEvents(); } }
public QuickFix.Symbol getSymbol() { QuickFix.Symbol value = new QuickFix.Symbol(); getField(value); return value; }
public bool isSet(QuickFix.Symbol field) { return(isSetField(field)); }
public QuickFix.Symbol getSymbol() { QuickFix.Symbol value = new QuickFix.Symbol(); getField(value); return(value); }
public QuickFix.Symbol get(QuickFix.Symbol value) { getField(value); return(value); }
public void set(QuickFix.Symbol value) { setField(value); }
public QuoteStatusRequest( QuickFix.Symbol aSymbol) : base(MsgType()) { set(aSymbol); }
public MarketDataSnapshotFullRefresh( QuickFix.Symbol aSymbol) : base(MsgType()) { set(aSymbol); }
public double minQty(QuickFix.Symbol symbol) { return(Convert.ToDouble(grdRates.Rows[map[symbol]].Cells["MinQuantity"].Value)); }
public SecurityStatus( QuickFix.Symbol aSymbol) : base(MsgType()) { set(aSymbol); }