Examples of OrderQty

Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix40.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);

            OrderQty orderQty = order.getOrderQty();

            Price price = getPrice(order);

            quickfix.fix40.ExecutionReport accept = new quickfix.fix40.ExecutionReport(genOrderID(), genExecID(),
                    new ExecTransType(ExecTransType.NEW), new OrdStatus(OrdStatus.NEW), order.getSymbol(), order.getSide(),
                    orderQty, new LastShares(0), new LastPx(0), new CumQty(0), new AvgPx(0));

            accept.set(order.getClOrdID());
            sendMessage(sessionID, accept);

            if (isOrderExecutable(order, price)) {
                quickfix.fix40.ExecutionReport fill = new quickfix.fix40.ExecutionReport(genOrderID(), genExecID(),
                        new ExecTransType(ExecTransType.NEW), new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order
                                .getSide(), orderQty, new LastShares(orderQty.getValue()), new LastPx(price.getValue()),
                        new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));

                fill.set(order.getClOrdID());

                sendMessage(sessionID, fill);
            }
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Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix41.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix41.ExecutionReport accept = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(),
                    new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW), order
                            .getSymbol(), order.getSide(), orderQty, new LastShares(0), new LastPx(0), new LeavesQty(0),
                    new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix41.ExecutionReport executionReport = new quickfix.fix41.ExecutionReport(genOrderID(),
                        genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(
                                OrdStatus.FILLED), order.getSymbol(), order.getSide(), orderQty, new LastShares(orderQty
                                .getValue()), new LastPx(price.getValue()), new LeavesQty(0), new CumQty(orderQty
                                .getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
   
                sendMessage(sessionID, executionReport);
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Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix42.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix42.ExecutionReport accept = new quickfix.fix42.ExecutionReport(genOrderID(), genExecID(),
                    new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW), order
                            .getSymbol(), order.getSide(), new LeavesQty(0), new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix42.ExecutionReport executionReport = new quickfix.fix42.ExecutionReport(genOrderID(),
                    genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL),
                    new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order.getSide(), new LeavesQty(0),
                    new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
                executionReport.set(orderQty);
                executionReport.set(new LastShares(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
   
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
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Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix43.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix43.ExecutionReport accept = new quickfix.fix43.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix43.ExecutionReport executionReport = new quickfix.fix43.ExecutionReport(genOrderID(),
                    genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSide(),
                    new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
   
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
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Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix44.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix44.ExecutionReport accept = new quickfix.fix44.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix44.ExecutionReport executionReport = new quickfix.fix44.ExecutionReport(genOrderID(),
                    genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSide(),
                    new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
   
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
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Examples of quickfix.field.OrderQty

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    private void onMessage(quickfix.fix50.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);

            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);

            quickfix.fix50.ExecutionReport accept = new quickfix.fix50.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0));

            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);

            if (isOrderExecutable(order, price)) {
                quickfix.fix50.ExecutionReport executionReport = new quickfix.fix50.ExecutionReport(
                    genOrderID(), genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED),
                    order.getSide(), new LeavesQty(0), new CumQty(orderQty.getValue()));

                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
                executionReport.set(new AvgPx(price.getValue()));
               
                sendMessage(sessionID, executionReport);
            }
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Examples of quickfix.field.OrderQty

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                    new ExecRefID(execution.getRefID()));
        }
       
        // *** Optional fields ***
        executionReport.set(new ClOrdID(execution.getOrder().getClientID()));
        executionReport.set(new OrderQty(execution.getOrder().getQuantity()));
        executionReport.set(new LastShares(execution.getLastShares()));
        executionReport.set(new LastPx(execution.getLastPx()));
        System.out.println("Setting...");
        System.out.println("SecurityID: " + order.getSecurityID());
        System.out.println("IDSource: " + order.getIdSource());
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Examples of quickfix.field.OrderQty

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            setType(msgType.getValue());
        } catch (FieldNotFound ex) {}
       
        // OrderQty
        try {
            OrderQty msgQty = new OrderQty();
            message.get(msgQty);
            setQuantity(msgQty.getValue());
            setOpen(msgQty.getValue());
        } catch (FieldNotFound ex) {}
       
        // TimeInForce
        try {
            TimeInForce msgTIF = new TimeInForce();
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Examples of quickfix.field.OrderQty

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            setSymbol(msgSymbol.getValue());
        } catch (FieldNotFound ex) {}
       
        // OrderQty
        try {
            OrderQty msgQty = new OrderQty();
            message.get(msgQty);
            setQuantity(msgQty.getValue());
            setOpen(msgQty.getValue());
        } catch (FieldNotFound ex) {}
               
        // SecurityID
        try {
            SecurityID secID = new SecurityID();
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Examples of quickfix.field.OrderQty

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            setType(msgType.getValue());
        } catch (FieldNotFound ex) {}
       
        // OrderQty
        try {
            OrderQty msgQty = new OrderQty();
            message.get(msgQty);
            setQuantity(msgQty.getValue());
            setOpen(msgQty.getValue());
        } catch (FieldNotFound ex) {}
       
        // TimeInForce
        try {
            TimeInForce msgTIF = new TimeInForce();
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