{{Quickfixn}} Problem with quickfix 4.2 and multiLegReportingType
Miguel Angel Torres
mikitowers at gmail.com
Thu Mar 10 11:33:38 PST 2022
Hi everybody,
I sent a email last week about send order with legs with fix 4.2. I was
investigating about it, there is a property MultiLegReportingType at
documentation fix 4.2, the code is 442 and it indicates the type of
instrument the Execution Report refers to. Used with multi-leg securities
such as, Options Strategies, Spreads, etc.
Using this property at quickfix 4.2 I can' t set to the NewOrderSingle
because the attribute MultiLegReportingTye isn't at NewOrderSingle class
but it's present at QuickFix.Fields.
For example:
QuickFix.FIX42.NewOrderSingle orden = new QuickFix.FIX42.NewOrderSingle(
new QuickFix.Fields.ClOrdID("1"),
new QuickFix.Fields.HandlInst(1),
new QuickFix.Fields.Symbol("AAL"),
new
QuickFix.Fields.Side(QuickFix.Fields.Side.BUY),
new
QuickFix.Fields.TransactTime(DateTime.Now),
new
QuickFix.Fields.OrdType(QuickFix.Fields.OrdType.MARKET)
);
orden.Set(new QuickFix.Fields.MultiLegReportingType('3'));
The error is here:
CS1503: argument 1 can't convert from
QuickFix.Fields.MultiLegReportingType to QuickFix.Fields.ClOrdID
I don't know how solve it, if anyone have any idea about the solution
please answer me. I will continue investigating about it.
Thanks for all.
Best regards.
--
::Miguel Angel Torres Pado::
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