示例#1
0
        /// <summary>
        /// Provides properties for storing and retrieving CME FIX security definition fields.
        /// </summary>
        public SecurityDefinition(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
            : base(tagInfo, valueInfo, trailer)
        {
            SecurityGroup    = new FieldInfo <char>(SECURITY_GROUP_FIELD_LENGTH);
            Symbol           = new FieldInfo <char>(SYMBOL_FIELD_LENGTH);
            SecurityDesc     = new FieldInfo <char>(SECURITY_DESC_FIELD_LENGTH);
            SecurityID       = new FieldInfo <char>(SECURITY_ID_FIELD_LENGTH);
            CFICode          = new FieldInfo <char>(CFI_CODE_FIELD_LENGTH);
            SecurityExchange = new FieldInfo <char>(SECURITY_EXCHANGE_FIELD_LENGTH);
            StrikeCurrency   = new FieldInfo <char>(STRIKE_CURRENCY_FIELD_LENGTH);
            Currency         = new FieldInfo <char>(CURRENCY_FIELD_LENGTH);
            SettlCurrency    = new FieldInfo <char>(SETTL_CURRENCY_FIELD_LENGTH);

            DataBlockEvent = new RepeatingGroupEvent[REPEATING_GROUP_ARRAY_LENGTH];
            for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
            {
                DataBlockEvent[i] = new RepeatingGroupEvent();
            }

            DataBlockMDFeedType = new RepeatingGroupMDFeedType[REPEATING_GROUP_ARRAY_LENGTH];
            for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
            {
                DataBlockMDFeedType[i] = new RepeatingGroupMDFeedType();
            }

            //throw new NotImplementedException("SecurityDefinition class not yet implemented.");
        }
示例#2
0
        /// <summary>
        /// Provides properties for storing and retrieving CME FIX security definition fields.
        /// </summary>
        public SecurityDefinition(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer) 
            : base(tagInfo, valueInfo, trailer)
        {
            SecurityGroup = new FieldInfo<char>(SECURITY_GROUP_FIELD_LENGTH);
            Symbol = new FieldInfo<char>(SYMBOL_FIELD_LENGTH);
            SecurityDesc = new FieldInfo<char>(SECURITY_DESC_FIELD_LENGTH);
            SecurityID = new FieldInfo<char>(SECURITY_ID_FIELD_LENGTH);
            CFICode = new FieldInfo<char>(CFI_CODE_FIELD_LENGTH);
            SecurityExchange = new FieldInfo<char>(SECURITY_EXCHANGE_FIELD_LENGTH);
            StrikeCurrency = new FieldInfo<char>(STRIKE_CURRENCY_FIELD_LENGTH);
            Currency = new FieldInfo<char>(CURRENCY_FIELD_LENGTH);
            SettlCurrency = new FieldInfo<char>(SETTL_CURRENCY_FIELD_LENGTH);

            DataBlockEvent = new RepeatingGroupEvent[REPEATING_GROUP_ARRAY_LENGTH];
            for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
            {
                DataBlockEvent[i] = new RepeatingGroupEvent();
            }

            DataBlockMDFeedType = new RepeatingGroupMDFeedType[REPEATING_GROUP_ARRAY_LENGTH];
            for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
            {
                DataBlockMDFeedType[i] = new RepeatingGroupMDFeedType();
            }

            //throw new NotImplementedException("SecurityDefinition class not yet implemented.");
        }