{{Quickfixn}} Subscribe to multiple symbols?

[Grant Birchmeier]

This is a question for your counterparty.  Check their docs.

On Wed, Apr 29, 2015 at 11:00 AM, xmoon 2000 <xmoon2000 at googlemail.com>
wrote:

> 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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>



-- 
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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