Examples of Side


Examples of quickfix.field.Side

    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

Examples of quickfix.field.Side

                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));
        }
View Full Code Here

Examples of quickfix.field.Side

    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

Examples of quickfix.field.Side

                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));
        }
View Full Code Here

Examples of quickfix.field.Side

            ioiType = new IOITransType( IOITransType.CANCEL );
        if ( ioi.getType().equals("REPLACE") )
            ioiType = new IOITransType( IOITransType.REPLACE );
       
        // Side
        Side side = null;
        if ( ioi.getSide().equals("BUY") ) side = new Side( Side.BUY );
        if ( ioi.getSide().equals("SELL") ) side = new Side( Side.SELL );
        if ( ioi.getSide().equals("UNDISCLOSED") )
            side = new Side( Side.UNDISCLOSED );

        // IOIShares
        IOIShares shares = new IOIShares( ioi.getQuantity().toString() );

        // Symbol
View Full Code Here

Examples of quickfix.field.Side

        // Symbol (55)
        Symbol symbol = new Symbol(execution.getOrder().getSymbol());
       
        //  Side (54)
        Side side = new Side(execution.getOrder().getFIXSide());
       
        // LeavesQty ()
        LeavesQty leavesQty = new LeavesQty(execution.getLeavesQty());
       
        // CumQty ()
View Full Code Here

Examples of quickfix.field.Side

            this.setClientID(clOrdID.getValue().toString());
        } catch (FieldNotFound ex) {}
       
        // Side
        try {
            Side msgSide = new Side();
            message.get(msgSide);
            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
View Full Code Here

Examples of quickfix.field.Side

            status = oldOrder.getFIXStatus();
        }
       
        // Side
        try {
            Side msgSide = new Side();
            message.get(msgSide);
            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
View Full Code Here

Examples of quickfix.field.Side

            status = oldOrder.getFIXStatus();
        }
       
        // Side
        try {
            Side msgSide = new Side();
            message.get(msgSide);
            setSide(msgSide.getValue());
        } catch (FieldNotFound ex) {}
       
        // Symbol
        try {
            Symbol msgSymbol = new Symbol();
View Full Code Here

Examples of quickfix.field.Side

            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
TOP
Copyright © 2018 www.massapi.com. 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.