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From: Fuad A. <fua...@gm...> - 2020-04-23 09:54:10
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hi all,
i have example market data request for get all symbol
MarketDataRequest marketDataRequest = new MarketDataRequest();
quickfix.fix42.MarketDataRequest.NoMDEntryTypes group = new
quickfix.fix42.MarketDataRequest.NoMDEntryTypes();
quickfix.fix42.MarketDataRequest.NoRelatedSym group1 = new
quickfix.fix42.MarketDataRequest.NoRelatedSym();
Header header = marketDataRequest.getHeader();
header.setField(new BeginString("FIX.4.2"));
header.setField(new SenderCompID("MDValueTrade2UAT1"));
header.setField(new TargetCompID("Fastmatch1"));
header.setField(new MsgType("V"));
marketDataRequest.setField(new MDReqID("VT_020"));
marketDataRequest.setField(new SubscriptionRequestType('1'));
marketDataRequest.setField(new MarketDepth(1));
group.set(new MDEntryType('1'));
marketDataRequest.addGroup(group);
group1.set(new Symbol("ALL"));
marketDataRequest.addGroup(group1);
Session.sendToTarget(marketDataRequest, sessionID);
my question is how to code request for example i want to get only price for
EUR/USD, USD/CAD, GBP/USD,and AUD/USD using repeating group for market data
request not using get all symbol
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