Package quickfix.field

Examples of quickfix.field.Symbol

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*/
public class InstrumentConverter {

    public static quickfix.fix44.component.Instrument toFix(String symbol) {
        return new quickfix.fix44.component.Instrument(
                new Symbol(symbol));
    }
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        // IOIShares
        IOIShares shares = new IOIShares( ioi.getQuantity().toString() );

        // Symbol
        Symbol symbol = new Symbol( ioi.getSymbol() );

        // Construct IOI from required fields
        quickfix.fix42.IndicationofInterest fixIOI =
            new quickfix.fix42.IndicationofInterest(
            ioiID, ioiType, symbol, side, shares);
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        // OrdStatus (39) Status as a result of this report
        OrdStatus ordStatus =
                new OrdStatus(execution.getOrder().getFIXStatus());

        // Symbol (55)
        Symbol symbol = new Symbol(execution.getOrder().getSymbol());
       
        //  Side (54)
        Side side = new Side(execution.getOrder().getFIXSide());
       
        // LeavesQty ()
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            if (symbolValue.equals( "RIC" ) ) value = instrument.getRIC();
            if (symbolValue.equals( "Sedol" ) ) value = instrument.getSedol();
            if (symbolValue.equals( "Cusip" ) ) value = instrument.getCusip();
            if ( value.equals( "" ) ) value = "<MISSING>";
            ioi.setSymbol( value );
            Symbol symbol = new Symbol( ioi.getSymbol() );
     
            // *** Optional fields ***
            // SecurityID
            value = "";
            if (securityIDvalue.equals("Ticker"))
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            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
            message.get(msgSymbol);
            setSymbol(msgSymbol.getValue());
        } catch (FieldNotFound ex) {}
       
        // Type
        try {
            OrdType msgType = new OrdType();
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            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
            message.get(msgSymbol);
            setSymbol(msgSymbol.getValue());
        } catch (FieldNotFound ex) {}
       
        // OrderQty
        try {
            OrderQty msgQty = new OrderQty();
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            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
            message.get(msgSymbol);
            setSymbol(msgSymbol.getValue());
        } catch (FieldNotFound ex) {}
       
        // Type
        try {
            OrdType msgType = new OrdType();
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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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            return new ExecutionReport(request.getOrderID(),
                new ExecID(UUID.randomUUID().toString()),
                new ExecTransType(ExecTransType.STATUS),
                new ExecType(ExecType.REJECTED),
                new OrdStatus(OrdStatus.REJECTED),
                new Symbol("GOOG"),
                new Side(Side.BUY),
                new LeavesQty(100),
                new CumQty(0),
                new AvgPx(0));
        }
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    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));
       
        order.set(new OrderQty(10));
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Related Classes of quickfix.field.Symbol

  • com.xeiam.xchange.btcchina.service.fix.BTCChinaMarketDataRequest
  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication$IOIsender
  • edu.harvard.fas.zfeledy.fiximulator.core.Order
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$MarketOrderStatusService
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$OrderStatusRequestTransformer
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutorExample
  • org.archfirst.bfexch.infra.fixtrading.converters.InstrumentConverter
  • org.archfirst.bfoms.infra.fixtrading.converters.InstrumentConverter
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