Re: [Quickfix-developers] Question on Quickfix new trade

[Mike G. <mg...@co...>]

Please see:
http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
and:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html

It goes something like this:

// send a new order single msg
QuickFix42.NewOrderSingle msg = new QuickFix42.NewOrderSingle(
   new ClOrdID("ORDER1234"),
   new HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE ),
   new Symbol(args.Symbol),
   new Side(QuickFix.Side.BUY),
   new TransactTime(),
   new OrdType(QuickFix.OrdType.LIMIT));

msg.set(new OrderQty(100));
msg.set(new Account("ACCT1"));
msg.set(new Price(1234.56));

Session.sentToTarget(msg, "YourSenderCompID", "EXECUTOR");


// The executor will send you an ExecutionReport message back.
// Handle it here.
public override void onMessage(QuickFix42.ExecutionReport msg, 
QuickFix.SessionID sessionID)
{ }

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/