{{Quickfixn}} Subscribe to multiple symbols?

xmoon 2000 xmoon2000 at googlemail.com
Wed Apr 29 09:00:23 PDT 2015


How can I alter this code to subscribe to a list of symbols?


public QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44(string symbol)
        {
            MDReqID mdReqID = new MDReqID("MARKETDATAID");
            SubscriptionRequestType subType = new
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            MarketDepth marketDepth = new MarketDepth(1);

            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(symbol));


            QuickFix.FIX44.MarketDataRequest message = new
QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
            message.Set(new MDUpdateType(0));
            message.AddGroup(marketDataEntryGroup);
            message.AddGroup(symbolGroup);

            return message;
        }


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