I want sent bid ask message in quick fix protocol by fix acceptor.
i must send bid ask message by quick fix
i use quickfix_net dll as fix acceptor , how to i send bid ask by this dll
I want sent bid ask message in quick fix protocol by fix acceptor.
i must send bid ask message by quick fix
i use quickfix_net dll as fix acceptor , how to i send bid ask by this dll
I hope you are able to send/get FIX message ,so for sending Bid/Ask(in FIX offer) you have to send MarketData-Type FIX message having repeationg groups for Bid-Offer ,it has also third Field for Trade Price .
MarketDataSnapshotFullRefresh message = new MarketDataSnapshotFullRefresh(new QuickFix.Symbol("QF"));
MarketDataSnapshotFullRefresh.NoMDEntries group = new MarketDataSnapshotFullRefresh.NoMDEntries();
//For Bid
group.set(new QuickFix.MDEntryType('0'));
group.set(new QuickFix.MDEntryPx(12.32));
group.set(new QuickFix.MDEntrySize(100));
message.addGroup(group);
//For Ask
group.set(new QuickFix.MDEntryType('1'));
group.set(new QuickFix.MDEntryPx(12.32));
group.set(new QuickFix.MDEntrySize(100));
message.addGroup(group);