Package quickfix.field

Examples of quickfix.field.LastShares

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            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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            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());
   
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                    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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            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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            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());
   
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                    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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            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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            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());
   
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                    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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            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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Related Classes of quickfix.field.LastShares

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutor
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