{{Quickfixn}} NewOrderList with repeating groups
Grant Birchmeier
gbirchmeier at connamara.com
Wed Mar 26 08:22:04 PDT 2014
Looks about right.
You can always call ToString() on the message and check that it matches
your expectation.
On Wed, Mar 26, 2014 at 10:18 AM, Selvaraj, Karthik (London) <
Karthik.Selvaraj at man.com> wrote:
> Thanks Grant. So something along these lines ?
>
>
>
> var orderList = new
> QuickFix.FIX42.NewOrderList();
>
> orderList.ListID = new
> ListID(tickets[0].OrderId.ToString(CultureInfo.InvariantCulture));
>
> orderList.TotNoOrders = new TotNoOrders(tickets.Count);
>
>
>
> for (var i = 0; i < tickets.Count; i++)
>
> {
>
> var seqGroup = new
> QuickFix.FIX42.NewOrderList.NoOrdersGroup();
>
> seqGroup.SetField(new
> ClOrdID(tickets[i].Id.ToString(CultureInfo.InvariantCulture)));
>
> seqGroup.SetField(new ListSeqNo(i + 1));
>
>
>
> seqGroup.SetField(new
> Symbol(tickets[i].TradingSecId.ToString(CultureInfo.InvariantCulture)));
>
> seqGroup.SetField(tickets[i].Quantity > 0 ? new
> Side(Side.BUY) : new Side(Side.SELL));
>
> seqGroup.SetField(new TransactTime(DateTime.Now));
>
> seqGroup.SetField(new
> OrderQty(Math.Abs(tickets[i].Quantity)));
>
> orderList.AddGroup(seqGroup);
>
> }
>
> Session.SendToTarget(...............)
>
>
>
>
>
> Can you confirm if the above appears ok ?
>
>
>
> Reg,
>
> Karthik
>
>
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* 26 March 2014 15:09
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} NewOrderList with repeating groups
>
>
>
> I think you want to create a NoOrdersGroup object, not a generic Group
> object. There are no arguments.
>
>
>
> var v = new QuickFix.FIX42.NewOrderList.NoOrdersGroup();
>
>
>
>
>
> On Wed, Mar 26, 2014 at 7:06 AM, Selvaraj, Karthik (London) <
> Karthik.Selvaraj at man.com> wrote:
>
> Hi there,
>
> I need an example to create repeating groups of orders using
> NewOrderList in FIX 4.2.
>
> Not sure what should be the arguments for the *QuickFix.Group*constructor.
>
>
>
> Thanks.
>
>
>
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> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
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--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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