return new quickfix.fix44.MarketDataRequest.NoRelatedSym();
return new quickfix.fix44.MarketDataRequest.NoRelatedSym();
return new quickfix.fix44.MarketDataRequest.NoRelatedSym();
private static Message marketDataRequest(String symbol, char subscriptionRequestType) { MarketDataRequest tickerRequest = new MarketDataRequest(); NoRelatedSym noRelatedSym = new NoRelatedSym(); noRelatedSym.set(new Symbol(symbol)); tickerRequest.addGroup(noRelatedSym); tickerRequest.set(new MDReqID("123")); // any value tickerRequest.set(new SubscriptionRequestType(subscriptionRequestType)); tickerRequest.set(new MarketDepth(0)); addMDType(tickerRequest, MDEntryType.BID); addMDType(tickerRequest, MDEntryType.OFFER); addMDType(tickerRequest, MDEntryType.TRADE); addMDType(tickerRequest, MDEntryType.INDEX_VALUE); addMDType(tickerRequest, MDEntryType.OPENING_PRICE); addMDType(tickerRequest, MDEntryType.CLOSING_PRICE); addMDType(tickerRequest, MDEntryType.SETTLEMENT_PRICE); addMDType(tickerRequest, MDEntryType.TRADING_SESSION_HIGH_PRICE); addMDType(tickerRequest, MDEntryType.TRADING_SESSION_LOW_PRICE); addMDType(tickerRequest, MDEntryType.TRADING_SESSION_VWAP_PRICE); addMDType(tickerRequest, MDEntryType.IMBALANCE); addMDType(tickerRequest, MDEntryType.TRADE_VOLUME); addMDType(tickerRequest, MDEntryType.OPEN_INTEREST); return tickerRequest; }
public static MarketDataRequest buildMarketDataRequest( String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, char... mdEntryTypes) { MarketDataRequest message = new MarketDataRequest(); NoRelatedSym symGroup = new NoRelatedSym(); symGroup.set(new Symbol(symbol)); message.addGroup(symGroup); message.set(new MDReqID(mdReqId)); message.set(new SubscriptionRequestType(subscriptionRequestType)); message.set(new MarketDepth(marketDepth)); // message.set(new MDUpdateType(mdUpdateType)); for (char mdEntryType : mdEntryTypes) { NoMDEntryTypes entryTypesGroup = new NoMDEntryTypes(); entryTypesGroup.set(new MDEntryType(mdEntryType)); message.addGroup(entryTypesGroup); } return message; }
public MarketDataRequest createMarketDataRequest( String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, char... mdEntryTypes) { MarketDataRequest message = new MarketDataRequest(); NoRelatedSym symGroup = new NoRelatedSym(); symGroup.set(new Symbol(symbol)); message.addGroup(symGroup); message.set(new MDReqID(mdReqId)); message.set(new SubscriptionRequestType(subscriptionRequestType)); message.set(new MarketDepth(marketDepth)); message.set(new MDUpdateType(mdUpdateType)); for (char mdEntryType : mdEntryTypes) { NoMDEntryTypes entryTypesGroup = new NoMDEntryTypes(); entryTypesGroup.set(new MDEntryType(mdEntryType)); message.addGroup(entryTypesGroup); } return message; }
Message message = new Message(); quickfix.fix44.MarketDataRequest.NoRelatedSym group = new quickfix.fix44.MarketDataRequest.NoRelatedSym(); StringField currency= new StringField(5232, "EUR"); group.setField(currency); message.addGroup(group);