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; }
private static void addMDType(MarketDataRequest tickerRequest, char type) { NoMDEntryTypes g = new NoMDEntryTypes(); g.set(new MDEntryType(type)); tickerRequest.addGroup(g); }