C# (CSharp) QuickFix.Fields MarketDepth示例

示例#1

 public MarketDataRequest(
     QuickFix.Fields.MDReqID aMDReqID,
     QuickFix.Fields.SubscriptionRequestType aSubscriptionRequestType,
     QuickFix.Fields.MarketDepth aMarketDepth
     ) : this()
 {
     this.MDReqID = aMDReqID;
     this.SubscriptionRequestType = aSubscriptionRequestType;
     this.MarketDepth             = aMarketDepth;
 }

示例#2

文件： TradingSessionList.cs 项目： RemiGaudin/quickfixn

 public void Set(QuickFix.Fields.MarketDepth val) 
 { 
     this.MarketDepth = val;
 }

示例#3

文件： TradingSessionListUpdateReport.cs 项目： ckiaraM/quickfixn

 public bool IsSet(QuickFix.Fields.MarketDepth val)
 {
     return(IsSetMarketDepth());
 }

示例#4

文件： TradingSessionListUpdateReport.cs 项目： ckiaraM/quickfixn

 public QuickFix.Fields.MarketDepth Get(QuickFix.Fields.MarketDepth val)
 {
     GetField(val);
     return(val);
 }

示例#5

文件： TradingSessionListUpdateReport.cs 项目： ckiaraM/quickfixn

 public void Set(QuickFix.Fields.MarketDepth val)
 {
     this.MarketDepth = val;
 }

示例#6

文件： TradeClientApp.cs 项目： Paccc/quickfixn

        private QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44()
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
            MarketDepth marketDepth = new MarketDepth(0);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol("LNUX"));

            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }

示例#7

文件： Client.cs 项目： huruixd/quickfixn

        public QuickFix.FIX42.MarketDataRequest QueryMarketDataRequest42(string productName)
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            MarketDepth marketDepth = new MarketDepth(1);

            QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
            marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

            QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.Set(new Symbol(productName));
            symbolGroup.Set(new SecurityExchange("*"));
            symbolGroup.Set(new SecurityType(SecurityType.COMMON_STOCK));

            QuickFix.FIX42.MarketDataRequest message = new QuickFix.FIX42.MarketDataRequest(mdReqID, subType, marketDepth);
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }