Package quickfix.field

Examples of quickfix.field.Symbol

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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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            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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    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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            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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    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.
View Full Code Here
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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 static Message marketDataRequest(String symbol, char subscriptionRequestType) {

    MarketDataRequest tickerRequest = new MarketDataRequest();

    NoRelatedSym noRelatedSym = new NoRelatedSym();
    noRelatedSym.set(new Symbol(symbol));
    tickerRequest.addGroup(noRelatedSym);

    tickerRequest.set(new MDReqID("123")); // any value
    tickerRequest.set(new SubscriptionRequestType(subscriptionRequestType));
    tickerRequest.set(new MarketDepth(0));
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* @author Naresh Bhatia
*/
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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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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