Package quickfix.field

Examples of quickfix.field.OrderID

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            LogUtil.logThrowable(sessionID, e.getMessage(), e);
        }
    }
   
    public OrderID genOrderID() {
        return new OrderID(Integer.valueOf(++orderID).toString());
    }
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            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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
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            LogUtil.logThrowable(sessionID, e.getMessage(), e);
        }
    }
   
    public OrderID genOrderID() {
        return new OrderID(Integer.valueOf(++orderID).toString());
    }
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        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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
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            LogUtil.logThrowable(sessionID, e.getMessage(), e);
        }
    }
   
    public OrderID genOrderID() {
        return new OrderID(Integer.valueOf(++orderID).toString());
    }
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        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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
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            LogUtil.logThrowable(sessionID, e.getMessage(), e);
        }
    }
   
    public OrderID genOrderID() {
        return new OrderID(Integer.valueOf(++orderID).toString());
    }
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            LogUtil.logThrowable(sessionID, e.getMessage(), e);
        }
    }
   
    public OrderID genOrderID() {
        return new OrderID(Integer.valueOf(++orderID).toString());
    }
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        }

        // Now create the FIX message
        quickfix.fix44.ExecutionReport fixMessage =
            new quickfix.fix44.ExecutionReport(
                    new OrderID(executionReport.getOrderId().toString()),
                    new ExecID(executionId),
                    ExecutionTypeConverter.toFix(executionReport.getType()),
                    OrderStatusConverter.toFix(executionReport.getOrderStatus()),
                    OrderSideConverter.toFix(executionReport.getSide()),
                    LeavesQtyConverter.toFix(executionReport.getLeavesQty()),
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    @Override
    public String generateOrderCancelReject(Order order) {
        quickfix.fix44.OrderCancelReject fixMessage =
            new quickfix.fix44.OrderCancelReject(
                    new OrderID(order.getId().toString()),
                    new ClOrdID(order.getClientOrderId()),
                    new OrigClOrdID(order.getClientOrderId()),
                    OrderStatusConverter.toFix(order.getStatus()),
                    new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST));
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Related Classes of quickfix.field.OrderID

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$OrderStatusRequestTransformer
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutor
  • org.archfirst.bfexch.infra.fixtrading.FixBrokerMessageGenerator
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