C++ (Cpp) NoRelatedSym Examples

Example #1

File: pt.cpp Project: filgood/fixfeed

int testValidateDictQuoteRequest( int count )
{
  FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
  FIX42::QuoteRequest::NoRelatedSym noRelatedSym;

  for( int i = 1; i <= 10; ++i )
  {
    noRelatedSym.set( FIX::Symbol("IBM") );
    noRelatedSym.set( FIX::MaturityMonthYear() );
    noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
    noRelatedSym.set( FIX::StrikePrice(120) );
    noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
    noRelatedSym.set( FIX::OrderQty(100) );
    noRelatedSym.set( FIX::Currency("USD") );
    noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
    message.addGroup( noRelatedSym );
  }

  FIX::DataDictionary dataDictionary( "../spec/FIX42.xml" );
  count = count - 1;

  int start = GetTickCount();
  for ( int j = 0; j <= count; ++j )
  {
    dataDictionary.validate( message );
  }
  return GetTickCount() - start;
}

Example #2

File: pt.cpp Project: filgood/fixfeed

int testSerializeFromStringQuoteRequest( int count )
{
  FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
  FIX42::QuoteRequest::NoRelatedSym noRelatedSym;

  for( int i = 1; i <= 10; ++i )
  {
    noRelatedSym.set( FIX::Symbol("IBM") );
    noRelatedSym.set( FIX::MaturityMonthYear() );
    noRelatedSym.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
    noRelatedSym.set( FIX::StrikePrice(120) );
    noRelatedSym.set( FIX::Side(FIX::Side_BUY) );
    noRelatedSym.set( FIX::OrderQty(100) );
    noRelatedSym.set( FIX::Currency("USD") );
    noRelatedSym.set( FIX::OrdType(FIX::OrdType_MARKET) );
    message.addGroup( noRelatedSym );
  }
  std::string string = message.toString();

  count = count - 1;

  int start = GetTickCount();
  for ( int j = 0; j <= count; ++j )
  {
    message.setString( string );
  }
  return GetTickCount() - start;
}

Example #3

File: Application.cpp Project: BackupGGCode/fgv-master-quant

void Application::queryQuoteRequest(FIX::Symbol symbol)
{
  getQuote=false;
  FIX42::QuoteRequest message;

  FIX::QuoteReqID genQuoteReqID;
  genQuoteReqID = m_generator.genOrderID();
  message.set(genQuoteReqID);

  FIX42::QuoteRequest::NoRelatedSym symbolGroup;
  symbolGroup.set( symbol );

  message.addGroup(symbolGroup);

  setHeader( message.getHeader() );

  FIX::Session::sendToTarget( message );
}

Example #4

File: pt.cpp Project: filgood/fixfeed

int testCreateQuoteRequest( int count )
{
  count = count - 1;

  int start = GetTickCount();
  FIX::Symbol symbol;
  FIX::MaturityMonthYear maturityMonthYear;
  FIX::PutOrCall putOrCall;
  FIX::StrikePrice strikePrice;
  FIX::Side side;
  FIX::OrderQty orderQty;
  FIX::Currency currency;
  FIX::OrdType ordType;

  for ( int i = 0; i <= count; ++i )
  {
    FIX42::QuoteRequest massQuote( FIX::QuoteReqID("1") );
    FIX42::QuoteRequest::NoRelatedSym noRelatedSym;

    for( int j = 1; j <= 10; ++j )
    {
      symbol.setValue( "IBM" );
      maturityMonthYear.setValue( "022003" );
      putOrCall.setValue( FIX::PutOrCall_PUT );
      strikePrice.setValue( 120 );
      side.setValue( FIX::Side_BUY );
      orderQty.setValue( 100 );
      currency.setValue( "USD" );
      ordType.setValue( FIX::OrdType_MARKET );
      noRelatedSym.set( symbol );
      noRelatedSym.set( maturityMonthYear );
      noRelatedSym.set( putOrCall );
      noRelatedSym.set( strikePrice );
      noRelatedSym.set( side );
      noRelatedSym.set( orderQty );
      noRelatedSym.set( currency );
      noRelatedSym.set( ordType );
      massQuote.addGroup( noRelatedSym );
      noRelatedSym.clear();
    }
  }

  return GetTickCount() - start;
}

Example #5

File: pt.cpp Project: filgood/fixfeed

int testReadFromQuoteRequest( int count )
{
  count = count - 1;

  FIX42::QuoteRequest message( FIX::QuoteReqID("1") );
  FIX42::QuoteRequest::NoRelatedSym group;

  for( int i = 1; i <= 10; ++i )
  {
    group.set( FIX::Symbol("IBM") );
    group.set( FIX::MaturityMonthYear() );
    group.set( FIX::PutOrCall(FIX::PutOrCall_PUT) );
    group.set( FIX::StrikePrice(120) );
    group.set( FIX::Side(FIX::Side_BUY) );
    group.set( FIX::OrderQty(100) );
    group.set( FIX::Currency("USD") );
    group.set( FIX::OrdType(FIX::OrdType_MARKET) );
    message.addGroup( group );
  }
  group.clear();

  int start = GetTickCount();
  for ( int j = 0; j <= count; ++j )
  {
    FIX::QuoteReqID quoteReqID;
    FIX::Symbol symbol;
    FIX::MaturityMonthYear maturityMonthYear;
    FIX::PutOrCall putOrCall;
    FIX::StrikePrice strikePrice;
    FIX::Side side;
    FIX::OrderQty orderQty;
    FIX::Currency currency;
    FIX::OrdType ordType;

    FIX::NoRelatedSym noRelatedSym;
    message.get( noRelatedSym );
    int end = noRelatedSym;
    for( int k = 1; k <= end; ++k )
    {
      message.getGroup( k, group );
      group.get( symbol );
      group.get( maturityMonthYear );
      group.get( putOrCall);
      group.get( strikePrice );
      group.get( side );
      group.get( orderQty );
      group.get( currency );
      group.get( ordType );
      maturityMonthYear.getValue();
      putOrCall.getValue();
      strikePrice.getValue();
      side.getValue();
      orderQty.getValue();
      currency.getValue();
      ordType.getValue();
    }
  }

  return GetTickCount() - start;
}