本文整理汇总了C#中QuickFix.GetField方法的典型用法代码示例。如果您正苦于以下问题：C# QuickFix.GetField方法的具体用法？C# QuickFix.GetField怎么用？C# QuickFix.GetField使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类QuickFix的用法示例。
在下文中一共展示了QuickFix.GetField方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: posTableUpdate
/// <summary>
/// Helper Method to process data from message for updating positions
/// </summary>
/// <param name="message"></param>
/// <param name="session"></param>
private void posTableUpdate(QuickFix.FIX42.Message message, SessionID session)
{
string MGT = null;
string acct = null;
string SecEx = null;
string symbol = null;
string secID = null;
string gateway = null;
int tradesize = 0;
char side = char.MinValue;
decimal price = 0.00M;
bool OK2Update = true;
try
{
QuickFix.Fields.SenderSubID subID = new QuickFix.Fields.SenderSubID();
if (message.Header.IsSetField(subID))
{
MGT = message.Header.GetField(subID).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.Account a = new QuickFix.Fields.Account();
if (message.IsSetField(a))
{
acct = message.GetField(a).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange();
if (message.IsSetField(se))
{
SecEx = message.GetField(se).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol();
if (message.IsSetField(s))
{
symbol = message.GetField(s).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID();
if (message.IsSetField(sid))
{
secID = message.GetField(sid).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.ExchangeGateway eg = new Fields.ExchangeGateway();
if (message.IsSetField(eg))
{
gateway = message.GetField(eg).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.LastShares q = new QuickFix.Fields.LastShares();
if (message.IsSetField(q))
{
tradesize = (int)message.GetField(q).getValue();
}
QuickFix.Fields.Side bs = new QuickFix.Fields.Side();
if (message.IsSetField(bs))
{
side = message.GetField(bs).getValue();
}
else
{
if (tradesize < 0)
{
tradesize = Math.Abs(tradesize);
side = QuickFix.Fields.Side.SELL;
}
else
{ side = QuickFix.Fields.Side.BUY; }
}
QuickFix.Fields.LastPx fill = new QuickFix.Fields.LastPx();
if (message.IsSetField(fill))
{
price = message.GetField(fill).getValue();
}
if (OK2Update)
//.........这里部分代码省略.........
示例2: ProcessMessage
/// <summary>
/// Simply parse out message data on the mainForm ListBox control and into a LOG file
/// </summary>
/// <param name="message"></param>
/// <param name="sessionID"></param>
public void ProcessMessage(QuickFix.Message message, QuickFix.SessionID sessionID)
{
try
{
updateDisplay(string.Format("{0} {1}", DateTime.Now.ToString("hh:mm:ss.fff"), message.GetType().FullName));
foreach (int i in message.FieldOrder)
{
updateDisplay(string.Format("TAG: {0} = {1}", i, message.GetField(i) ));
}
if (message.IsSetField(QuickFix.Fields.Tags.NoGateways))
{ updateDisplay("NoGateways"); }
if (message.IsSetField(QuickFix.Fields.Tags.NoGatewayStatus))
{ updateDisplay("NoGatewayStatus"); }
if (message.IsSetField(QuickFix.Fields.Tags.NoMDEntries))
{ updateDisplay("NoMDEntries"); }
if (message.IsSetField(QuickFix.Fields.Tags.NoMDEntryTypes))
{ updateDisplay("NoMDEntryTypes"); }
}
catch (Exception ex)
{
updateDisplay("QuickFIX Error");
log.WriteLog(ex.ToString());
}
}示例3: OnMessage
//Receive market data
public void OnMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh message, SessionID session)
{
decimal _bidPrice = 0.00M;
decimal _askPrice = 0.00M;
try
{
QuickFix.Group noMDEntriesGrp = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
for (int grpIndex = 1; grpIndex <= message.GetInt(QuickFix.Fields.Tags.NoMDEntries); grpIndex += 1)
{
noMDEntriesGrp = message.GetGroup(grpIndex, QuickFix.Fields.Tags.NoMDEntries);
if (noMDEntriesGrp.IsSetField(QuickFix.Fields.Tags.BidPx))
{
_bidPrice = QuickFix.Fields.Converters.DecimalConverter.Convert(noMDEntriesGrp.GetField(QuickFix.Fields.Tags.BidPx));
}
if (noMDEntriesGrp.IsSetField(QuickFix.Fields.Tags.OfferPx))
{
_askPrice = QuickFix.Fields.Converters.DecimalConverter.Convert(noMDEntriesGrp.GetField(QuickFix.Fields.Tags.OfferPx));
}
}
string SecEx = null;
string symbol = null;
string secID = null;
QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange();
if (message.IsSetField(se))
{ SecEx = message.GetField(se).ToString(); }
QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol();
if (message.IsSetField(s))
{ symbol = message.GetField(s).ToString(); }
QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID();
if (message.IsSetField(sid))
{ secID = message.GetField(sid).ToString(); }
updatePrices(SecEx, symbol, secID, _bidPrice, _askPrice);
}
catch (Exception ex)
{
updateDisplay(string.Format("QuickFIX Error: {0}", System.Reflection.MethodBase.GetCurrentMethod().Name));
log.WriteLog(string.Format("{0} : {1}", System.Reflection.MethodBase.GetCurrentMethod().Name, ex.ToString()));
}
}