Package quickfix.field

Examples of quickfix.field.ClOrdID

197
198
199
200
201
202
203
204
205
206
207
208
209
    public Order( quickfix.fix42.OrderCancelReplaceRequest 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();
View Full Code Here
337
338
339
340
341
342
343
344
345
346
347
        order.setReceivedReplace(false);
        // *** Required fields ***
        // OrderID (37)
        OrderID orderID = new OrderID(order.getID());
       
        ClOrdID clientID = new ClOrdID(order.getClientID());
       
        OrigClOrdID origClientID = new OrigClOrdID(order.getOrigClientID());
       
        // OrdStatus (39) Status as a result of this report
        if ( order.getStatus().equals("<UNKNOWN>") )
View Full Code Here
681
682
683
684
685
686
687
688
689
690
691
            executionReport.set(
                    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());
View Full Code Here
137
138
139
140
141
142
143
144
145
146
147
            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.
View Full Code Here
123
124
125
126
127
128
129
130
131
132
133
        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));
View Full Code Here
TOP

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
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.