我正在嘗試將PartyID組添加到FIX4.4消息中。我找不到PartyID的「組」。所以我按順序添加它們。如何創建FIX partyID組?
NoPartyIDs,成員角色,PartyIDSource,PartyID
然而,無論怎樣我加入他們,修復引擎出現重新排序。
我應該怎麼做,或者有什麼方法來指定順序?
public QuickFix.FIX44.MarketDataRequest QueryMarketDataRequest44(string symbol)
{
MDReqID mdReqID = new MDReqID("RqID"+symbol);
SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
MarketDepth marketDepth = new MarketDepth(1);
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
symbolGroup.Set(new Symbol(symbol));
QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
message.Set(new MDUpdateType(0));
message.AddGroup(symbolGroup);
QuickFix.Fields.NoPartyIDs noPartyIDs = new QuickFix.Fields.NoPartyIDs(1);
QuickFix.Fields.PartyID partyID = new QuickFix.Fields.PartyID("XXXX");
QuickFix.Fields.PartyIDSource partyIDSource = new QuickFix.Fields.PartyIDSource('D');
QuickFix.Fields.PartyRole partyRole = new QuickFix.Fields.PartyRole(35);
message.SetField(noPartyIDs);
message.SetField(partyRole);
message.SetField(partyIDSource);
message.SetField(partyID);
return message;
}
是的,我認爲這會奏效。 –
我也會嘗試 - 但我找到了自己的解決方案 – ManInMoon