{{Quickfixn}} Getting Trade Capture Report after sending Trade Capture Report Request
Annal Shrestha
annalshrestha at gmail.com
Tue Nov 15 10:18:25 PST 2016
HI,
I sent the TradecaptureRequest to ICE as below and received the
Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent
by ICE. Any help would be appreciated.
private void QueryTradeCaptureReport()
{
DateTime dt = new DateTime(2016,11,01);
DateTime dt_end = new DateTime(2016, 11, 12);
QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new
QuickFix.FIX44.TradeCaptureReportRequest();
tradeReport.SetField(new TradeRequestID("100"));
tradeReport.SetField(new TradeRequestType(0));
tradeReport.SetField(new SubscriptionRequestType('0'));
tradeReport.SetField(new TransactTime(dt));
tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
tradeReport.SubscriptionRequestType = new
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
Session.SendToTarget(tradeReport, _session.SessionID);
}
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m,
SessionID s)
{
Console.WriteLine("Received Trade Capture Report ACK:"+
m.TradeRequestResult.ToString());
Console.WriteLine(m.TradeRequestStatus);
}
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" +
m.TradeReportID.ToString());
}
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