Package quickfix.field

Examples of quickfix.field.ClOrdID

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        LOG.info("Order execution example complete");
    }

    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
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            String replySessionID = "FIX.4.2:MARKET->TRADER";
            LOG.info("Given the requestSessionID '{}' calculated the replySessionID as '{}'", requestSessionID, replySessionID);

            String orderID = exchange.getIn().getHeader("orderID", String.class);

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
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        LOG.info("Order execution example complete");
    }

    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
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    public static class OrderStatusRequestTransformer {
        public void transform(Exchange exchange) throws FieldNotFound {
            String sessionID = (String) exchange.getIn().getHeader("sessionID");
            String orderID = (String) exchange.getIn().getHeader("orderID");

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
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    public static class OrderStatusRequestTransformer {
        public void transform(Exchange exchange) throws FieldNotFound {
            String sessionID = (String) exchange.getIn().getHeader("sessionID");
            String orderID = (String) exchange.getIn().getHeader("orderID");

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
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                    OrderSideConverter.toFix(executionReport.getSide()),
                    LeavesQtyConverter.toFix(executionReport.getLeavesQty()),
                    CumQtyConverter.toFix(executionReport.getCumQty()),
                    AvgPriceConverter.toFix(executionReport.getWeightedAvgPrice()));

        fixMessage.set(new ClOrdID(executionReport.getClientOrderId()));
        fixMessage.set(InstrumentConverter.toFix(executionReport.getSymbol()));
        fixMessage.set(LastQtyConverter.toFix(lastQty));
        fixMessage.set(LastPriceConverter.toFix(lastPrice));

        logger.debug("Sending message:\n{}", FixFormatter.format(fixMessage));
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    @Override
    public String generateOrderCancelReject(Order order) {
        quickfix.fix44.OrderCancelReject fixMessage =
            new quickfix.fix44.OrderCancelReject(
                    new OrderID(order.getId().toString()),
                    new ClOrdID(order.getClientOrderId()),
                    new OrigClOrdID(order.getClientOrderId()),
                    OrderStatusConverter.toFix(order.getStatus()),
                    new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST));

        logger.debug("Sending message:\n{}", FixFormatter.format(fixMessage));
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*/
public class ClOrdIDConverter {
   
    /** Returns a ClOrdID in the format brokerId-orderId, e.g. JVEE-300. */
    public static ClOrdID toFix(String brokerId, Long orderId) {
        return new ClOrdID(
                brokerId +
                "-" +
                orderId.toString());
    }
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    public Order( quickfix.fix42.NewOrderSingle message ) {
        ID = generateID();
       
        // ClOrdID
        try {
            ClOrdID clOrdID = new ClOrdID();
            message.get(clOrdID);
            this.setClientID(clOrdID.getValue().toString());
        } catch (FieldNotFound ex) {}
       
        // Side
        try {
            Side msgSide = new Side();
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    public Order( quickfix.fix42.OrderCancelRequest message ) {
        ID = generateID();
       
        // ClOrdID
        try {
            ClOrdID clOrdID = new ClOrdID();
            message.get(clOrdID);
            this.setClientID(clOrdID.getValue().toString());
        } catch (FieldNotFound ex) {}

        // OrigClOrdID
        try {
            OrigClOrdID origClOrdID = new OrigClOrdID();
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Related Classes of quickfix.field.ClOrdID

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • edu.harvard.fas.zfeledy.fiximulator.core.Order
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$OrderStatusRequestTransformer
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutorExample
  • org.archfirst.bfexch.infra.fixtrading.FixBrokerMessageGenerator
  • org.archfirst.bfoms.infra.fixtrading.converters.ClOrdIDConverter
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