MarketDataRequest marketDataRequest = new MarketDataRequest(); String reqID = symbol+new Date().getTime(); //unique ID marketDataRequest.setString(MDReqID.FIELD,reqID); // set ID char requestType = SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES; marketDataRequest.setChar(SubscriptionRequestType.FIELD,requestType); // set update type marketDataRequest.setInt(MarketDepth.FIELD, 0); marketDataRequest.setInt(MDUpdateType.FIELD, 0); MarketDataRequest.NoMDEntryTypes entryTypes = new MarketDataRequest.NoMDEntryTypes(); // create group to request both bid and offers entryTypes.set(new MDEntryType(MDEntryType.BID)); marketDataRequest.addGroup(entryTypes); entryTypes.set(new MDEntryType(MDEntryType.OFFER)); marketDataRequest.addGroup(entryTypes); MarketDataRequest.NoRelatedSym noRelatedSym = new MarketDataRequest.NoRelatedSym(); // create group to add list of symbols noRelatedSym.set(new Symbol(getSymbol(symbol))); marketDataRequest.addGroup(noRelatedSym);
return new quickfix.fix44.MarketDataRequest.NoMDEntryTypes();
return new quickfix.fix44.MarketDataRequest.NoMDEntryTypes();
return new quickfix.fix44.MarketDataRequest.NoMDEntryTypes();
public static MarketDataRequest buildMarketDataRequest( String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, char... mdEntryTypes) { MarketDataRequest message = new MarketDataRequest(); NoRelatedSym symGroup = new NoRelatedSym(); symGroup.set(new Symbol(symbol)); message.addGroup(symGroup); message.set(new MDReqID(mdReqId)); message.set(new SubscriptionRequestType(subscriptionRequestType)); message.set(new MarketDepth(marketDepth)); // message.set(new MDUpdateType(mdUpdateType)); for (char mdEntryType : mdEntryTypes) { NoMDEntryTypes entryTypesGroup = new NoMDEntryTypes(); entryTypesGroup.set(new MDEntryType(mdEntryType)); message.addGroup(entryTypesGroup); } return message; }
public MarketDataRequest createMarketDataRequest( String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, char... mdEntryTypes) { MarketDataRequest message = new MarketDataRequest(); NoRelatedSym symGroup = new NoRelatedSym(); symGroup.set(new Symbol(symbol)); message.addGroup(symGroup); message.set(new MDReqID(mdReqId)); message.set(new SubscriptionRequestType(subscriptionRequestType)); message.set(new MarketDepth(marketDepth)); message.set(new MDUpdateType(mdUpdateType)); for (char mdEntryType : mdEntryTypes) { NoMDEntryTypes entryTypesGroup = new NoMDEntryTypes(); entryTypesGroup.set(new MDEntryType(mdEntryType)); message.addGroup(entryTypesGroup); } return message; }
public boolean isSet(quickfix.field.MDEntryType field) { return isSetField(field); }
public void set(quickfix.field.MDEntryType value) { setField(value); }
public boolean isSet(quickfix.field.MDEntryType field) { return isSetField(field); }
public void set(quickfix.field.MDEntryType value) { setField(value); }
public quickfix.field.MDEntryType getMDEntryType() throws FieldNotFound { return get(new quickfix.field.MDEntryType()); }
public boolean isSetMDEntryType() { return isSetField(269); }
public boolean isSetMDEntryType() { return isSetField(269); }
public boolean isSetMDEntryType() { return isSetField(269); }
public boolean isSet(quickfix.field.MDEntryType field) { return isSetField(field); }
public quickfix.field.MDEntryType getMDEntryType() throws FieldNotFound { return get(new quickfix.field.MDEntryType()); }
public void set(quickfix.field.MDEntryType value) { setField(value); }
public quickfix.field.MDEntryType getMDEntryType() throws FieldNotFound { return get(new quickfix.field.MDEntryType()); }
public quickfix.field.MDEntryType getMDEntryType() throws FieldNotFound { return get(new quickfix.field.MDEntryType()); }