{{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());

}
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20161115/dad03c9b/attachment-0001.htm>


More information about the Quickfixn mailing list