//35 = D public override void onMessage(QuickFix42.NewOrderSingle message, SessionID sessionID) { Console.WriteLine("Receive message " + message.getHeader().getField(35) + ", session: " + sessionID.toString()); try { ClOrdID clordid = message.getClOrdID(); string clord = clordid.getValue(); Side side = message.getSide(); char s = side.getValue(); OrdType ordtype = message.getOrdType(); char ord = ordtype.getValue(); TransactTime time = message.getTransactTime(); DateTime dt = time.getValue(); QuickFix42.ExecutionReport executionReport = new QuickFix42.ExecutionReport(new OrderID("neworderid"), new ExecID("Hehe") , new ExecTransType(ExecTransType.CORRECT), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.DONE_FOR_DAY), new Symbol("VND"), new Side(Side.BUY), new LeavesQty(1), new CumQty(2), new AvgPx(100)); bool x = Session.sendToTarget(executionReport, sessionID); } catch (Exception e) { Console.WriteLine(e.ToString()); } }
public void DateTimeFieldTest() { fieldmap.SetField(new DateTimeField(Tags.TransactTime, new DateTime(2009, 12, 10))); TransactTime tt = new TransactTime(); fieldmap.GetField(tt); Assert.That(new DateTime(2009, 12, 10), Is.EqualTo(tt.Obj)); fieldmap.SetField(new TransactTime(new DateTime(2010, 12, 10))); fieldmap.GetField(tt); Assert.That(new DateTime(2010, 12, 10), Is.EqualTo(tt.getValue())); }