{{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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