Table of Contents

Class Extensions

Namespace
StockSharp.Fix.Native
Assembly
StockSharp.Fix.Core.dll

FIX/FAST extension methods.

public static class Extensions
Inheritance
Extensions
Inherited Members

Fields

AccruedCouponIncome

AccruedCouponIncome.

public const char AccruedCouponIncome = 's'

Field Value

char

AfterSplit

AfterSplit.

public const char AfterSplit = '\u009c'

Field Value

char

AsksCount

AsksCount.

public const char AsksCount = 'r'

Field Value

char

AsksVolume

AsksVolume.

public const char AsksVolume = 'e'

Field Value

char

AveragePrice

AveragePrice.

public const char AveragePrice = 'G'

Field Value

char

AverageTrueRange

AverageTrueRange.

public const char AverageTrueRange = 'F'

Field Value

char

BeforeSplit

BeforeSplit.

public const char BeforeSplit = '\u009d'

Field Value

char

BestAskPrice

BestAskPrice.

public const char BestAskPrice = 'c'

Field Value

char

BestAskTime

BestAskTime.

public const char BestAskTime = 'K'

Field Value

char

BestAskVolume

BestAskVolume.

public const char BestAskVolume = 'm'

Field Value

char

BestBidPrice

BestBidPrice.

public const char BestBidPrice = 'b'

Field Value

char

BestBidTime

BestBidTime.

public const char BestBidTime = 'h'

Field Value

char

BestBidVolume

BestBidVolume.

public const char BestBidVolume = 'j'

Field Value

char

Beta

Beta.

public const char Beta = '\u0097'

Field Value

char

BidsCount

BidsCount.

public const char BidsCount = 'q'

Field Value

char

BidsVolume

BidsVolume.

public const char BidsVolume = 'w'

Field Value

char

BuyBackDate

BuyBackDate.

public const char BuyBackDate = 'Q'

Field Value

char

BuyBackPrice

BuyBackPrice.

public const char BuyBackPrice = 'g'

Field Value

char

CandleHeikin

HeikinAshiCandleMessage.

public const char CandleHeikin = '%'

Field Value

char

CandlePnF

PnFCandleMessage.

public const char CandlePnF = 'x'

Field Value

char

CandleRange

RangeCandleMessage.

public const char CandleRange = 'z'

Field Value

char

CandleRenko

RenkoCandleMessage.

public const char CandleRenko = 'R'

Field Value

char

CandleTick

TickCandleMessage.

public const char CandleTick = 'i'

Field Value

char

CandleTimeFrame

TimeFrameCandleMessage.

public const char CandleTimeFrame = 'W'

Field Value

char

CandleVolume

VolumeCandleMessage.

public const char CandleVolume = 'V'

Field Value

char

Change

Change.

public const char Change = 't'

Field Value

char

Commission

Commission.

public const string Commission = "COMM"

Field Value

string

CommissionMaker

CommissionMaker.

public const char CommissionMaker = '\u009f'

Field Value

char

CommissionTaker

CommissionTaker.

public const char CommissionTaker = '\u009e'

Field Value

char

CouponDate

CouponDate.

public const char CouponDate = 'l'

Field Value

char

CouponPeriod

CouponPeriod.

public const char CouponPeriod = '?'

Field Value

char

CouponValue

CouponValue.

public const char CouponValue = ')'

Field Value

char

CurrentRatio

CurrentRatio.

public const char CurrentRatio = '~'

Field Value

char

DateFormat

Default UTCDateOnly format.

public const string DateFormat = "yyyyMMdd"

Field Value

string

Decimals

Decimals.

public const char Decimals = '\u009b'

Field Value

char

Delta

Delta.

public const char Delta = '\u0081'

Field Value

char

Dividend

Dividend.

public const char Dividend = '('

Field Value

char

Duration

Duration.

public const char Duration = 'A'

Field Value

char

EmptyTag

Empty tag.

public const FixTags EmptyTag = (FixTags)-1

Field Value

FixTags

FloatShort

FloatShort.

public const char FloatShort = '\u008f'

Field Value

char

ForwardPriceEarnings

ForwardPriceEarnings.

public const char ForwardPriceEarnings = '\u0087'

Field Value

char

Gamma

Gamma.

public const char Gamma = '\u0082'

Field Value

char

GrossMargin

GrossMargin.

public const char GrossMargin = 'L'

Field Value

char

HighAskPrice

HighAskPrice.

public const char HighAskPrice = '§'

Field Value

char

HighAskVolume

HighAskVolume.

public const char HighAskVolume = '«'

Field Value

char

HighPrice52Week

HighPrice52Week.

public const char HighPrice52Week = '¯'

Field Value

char

HistoricalVolatility

HistoricalVolatility.

public const char HistoricalVolatility = '\u0080'

Field Value

char

HistoricalVolatilityMonth

HistoricalVolatilityMonth.

public const char HistoricalVolatilityMonth = '\u0099'

Field Value

char

HistoricalVolatilityWeek

HistoricalVolatilityWeek.

public const char HistoricalVolatilityWeek = '\u0098'

Field Value

char

Imbalance

Imbalance.

public const char Imbalance = '£'

Field Value

char

ImpliedVolatility

ImpliedVolatility.

public const char ImpliedVolatility = '/'

Field Value

char

Index

Index.

public const char Index = '¢'

Field Value

char

IsSystem

IsSystem.

public const char IsSystem = '\u009a'

Field Value

char

IssueSize

IssueSize.

public const char IssueSize = 'k'

Field Value

char

LastTradeId

LastTradeId.

public const char LastTradeId = 'U'

Field Value

char

LastTradeOrigin

LastTradeOrigin.

public const char LastTradeOrigin = 'T'

Field Value

char

LastTradePrice

LastTradePrice.

public const char LastTradePrice = 'p'

Field Value

char

LastTradeStringId

LastTradeStringId.

public const char LastTradeStringId = '±'

Field Value

char

LastTradeTime

LastTradeTime.

public const char LastTradeTime = 'P'

Field Value

char

LastTradeUpDown

LastTradeUpDown.

public const char LastTradeUpDown = 'D'

Field Value

char

LastTradeVolume

LastTradeVolume.

public const char LastTradeVolume = 'v'

Field Value

char

LastTradeVolumeHigh

LastTradeVolumeHigh.

public const char LastTradeVolumeHigh = '©'

Field Value

char

LastTradeVolumeLow

LastTradeVolumeLow.

public const char LastTradeVolumeLow = '¨'

Field Value

char

Level1

Level1ChangeMessage.

public const char Level1 = '*'

Field Value

char

Leverage

Leverage.

public const string Leverage = "LVRG"

Field Value

string

LiquidationPrice

LiquidationPrice.

public const string LiquidationPrice = "LP"

Field Value

string

LongTermDebtEquity

LongTermDebtEquity.

public const char LongTermDebtEquity = '\u0094'

Field Value

char

LowBidPrice

LowBidPrice.

public const char LowBidPrice = '¦'

Field Value

char

LowBidVolume

LowBidVolume.

public const char LowBidVolume = 'ª'

Field Value

char

LowPrice52Week

LowPrice52Week.

public const char LowPrice52Week = '°'

Field Value

char

MarginBuy

MarginBuy.

public const char MarginBuy = '<'

Field Value

char

MarginSell

MarginSell.

public const char MarginSell = '>'

Field Value

char

MarketPriceToday

MarketPriceToday.

public const char MarketPriceToday = '+'

Field Value

char

MarketPriceYesterday

MarketPriceYesterday.

public const char MarketPriceYesterday = 'Y'

Field Value

char

MaxPrice

MaxPrice.

public const char MaxPrice = 'y'

Field Value

char

MaxVolume

MaxVolume.

public const char MaxVolume = '¥'

Field Value

char

MedianPrice

MedianPrice.

public const char MedianPrice = '®'

Field Value

char

MinPrice

MinPrice.

public const char MinPrice = 'u'

Field Value

char

MinVolume

MinVolume.

public const char MinVolume = ' '

Field Value

char

Multiplier

Multiplier.

public const char Multiplier = '@'

Field Value

char

News

NewsMessage.

public const char News = 'n'

Field Value

char

OperatingMargin

OperatingMargin.

public const char OperatingMargin = 'M'

Field Value

char

OrderLog

OrderLog.

public const char OrderLog = 'I'

Field Value

char

Payout

Payout.

public const char Payout = '\u008d'

Field Value

char

PriceBook

PriceBook.

public const char PriceBook = '\u008a'

Field Value

char

PriceCash

PriceCash.

public const char PriceCash = '\u008b'

Field Value

char

PriceEarnings

PriceEarnings.

public const char PriceEarnings = '\u0086'

Field Value

char

PriceEarningsGrowth

PriceEarningsGrowth.

public const char PriceEarningsGrowth = '\u0088'

Field Value

char

PriceFreeCash

PriceFreeCash.

public const char PriceFreeCash = '\u008c'

Field Value

char

PriceSales

PriceSales.

public const char PriceSales = '\u0089'

Field Value

char

PriceStep

PriceStep.

public const char PriceStep = '#'

Field Value

char

ProfitMargin

ProfitMargin.

public const char ProfitMargin = '\u0096'

Field Value

char

QuickRatio

QuickRatio.

public const char QuickRatio = '\u0093'

Field Value

char

RealizedPnL

RealizedPnL.

public const string RealizedPnL = "RPNL"

Field Value

string

ReturnOnAssets

ReturnOnAssets.

public const char ReturnOnAssets = '\u0090'

Field Value

char

ReturnOnEquity

ReturnOnEquity.

public const char ReturnOnEquity = '\u0091'

Field Value

char

ReturnOnInvestment

ReturnOnInvestment.

public const char ReturnOnInvestment = '\u0092'

Field Value

char

Rho

Rho.

public const char Rho = '\u0085'

Field Value

char

SharesFloat

SharesFloat.

public const char SharesFloat = 'Z'

Field Value

char

SharesOutstanding

SharesOutstanding.

public const char SharesOutstanding = '\u008e'

Field Value

char

ShortRatio

ShortRatio.

public const char ShortRatio = 'E'

Field Value

char

State

State.

public const char State = 'f'

Field Value

char

StepPrice

StepPrice.

public const char StepPrice = '$'

Field Value

char

StopTrailing

StopLossTrailing.

public const char StopTrailing = 'Z'

Field Value

char

TakeProfit

TakeProfit.

public const char TakeProfit = 'T'

Field Value

char

TakeProfitTrailing

TakeProfitTrailing.

public const char TakeProfitTrailing = 'W'

Field Value

char

TheorPrice

TheorPrice.

public const char TheorPrice = '\\'

Field Value

char

Theta

Theta.

public const char Theta = '\u0084'

Field Value

char

TimeFormat

Default UTCTimeOnly format.

public const string TimeFormat = "hh\\:mm\\:ss\\.fff"

Field Value

string

TimeStampFormat

Default UTCTimestamp format.

public const string TimeStampFormat = "yyyyMMdd-HH:mm:ss.fff"

Field Value

string

TotalDebtEquity

TotalDebtEquity.

public const char TotalDebtEquity = '\u0095'

Field Value

char

TradesCount

TradesCount.

public const char TradesCount = 'd'

Field Value

char

Transactions

Transactions.

public const char Transactions = 'Q'

Field Value

char

Turnover

Turnover.

public const char Turnover = 'a'

Field Value

char

UnderlyingBestAskPrice

UnderlyingBestAskPrice.

public const char UnderlyingBestAskPrice = '­'

Field Value

char

UnderlyingBestBidPrice

UnderlyingBestBidPrice.

public const char UnderlyingBestBidPrice = '¬'

Field Value

char

UnderlyingMinVolume

UnderlyingMinVolume.

public const char UnderlyingMinVolume = '¡'

Field Value

char

UnderlyingPrice

UnderlyingPrice.

public const char UnderlyingPrice = '¤'

Field Value

char

UnrealizedPnL

UnrealizedPnL.

public const string UnrealizedPnL = "UPNL"

Field Value

string

VWAPPrev

VWAPPrev.

public const char VWAPPrev = 'S'

Field Value

char

Vega

Vega.

public const char Vega = '\u0083'

Field Value

char

VolumeStep

VolumeStep.

public const char VolumeStep = '&'

Field Value

char

YearMonthFormat

Default MonthYear format.

public const string YearMonthFormat = "yyyyMM"

Field Value

string

Yield

Yield.

public const char Yield = 'o'

Field Value

char

YieldVWAP

YieldVWAP.

public const char YieldVWAP = '-'

Field Value

char

YieldVWAPPrev

YieldVWAPPrev.

public const char YieldVWAPPrev = 'X'

Field Value

char

Methods

FillLevel1(Level1ChangeMessage, char, decimal?, decimal?, string, FastDateTimeParser) 

public static void FillLevel1(this Level1ChangeMessage message, char entryType, decimal? price, decimal? size, string otherValue, FastDateTimeParser dateTimeParser)

Parameters

message Level1ChangeMessage
entryType char
price decimal?
size decimal?
otherValue string
dateTimeParser FastDateTimeParser

FromDialect(Type)

Convert dialect type to string.

public static string FromDialect(this Type type)

Parameters

type Type

Dialect type.

Returns

string

String value.

FromFixOptionStyle(int)

Convert int to OptionStyles value.

public static OptionStyles FromFixOptionStyle(this int style)

Parameters

style int

int value.

Returns

OptionStyles

OptionStyles value.

FromFixOptionType(PutOrCall)

Convert PutOrCall to OptionTypes value.

public static OptionTypes FromFixOptionType(this PutOrCall type)

Parameters

type PutOrCall

PutOrCall value.

Returns

OptionTypes

OptionTypes value.

FromFixSettlType(int)

Convert int to SettlementTypes value.

public static SettlementTypes FromFixSettlType(this int style)

Parameters

style int

int value.

Returns

SettlementTypes

SettlementTypes value.

FromFixSide(char, bool)

Convert Side to Sides value.

public static Sides FromFixSide(this char side, bool required = false)

Parameters

side char

Side value.

required bool

side is required.

Returns

Sides

Sides value.

FromFixStatus(TradSesStatus)

Convert TradSesStatus to SessionStates value.

public static SessionStates FromFixStatus(this TradSesStatus status)

Parameters

status TradSesStatus

TradSesStatus value.

Returns

SessionStates

SessionStates value.

FromFixStatus(char)

Convert OrdStatus to OrderStates value.

public static OrderStates FromFixStatus(this char status)

Parameters

status char

OrdStatus value.

Returns

OrderStates

OrderStates value.

FromFixStatus2(char)

Convert OrdStatus to OrderStates value.

public static OrderStates? FromFixStatus2(this char status)

Parameters

status char

OrdStatus value.

Returns

OrderStates?

OrderStates value or null.

FromFixType(string)

Convert SecurityType to SecurityTypes value.

public static SecurityTypes? FromFixType(this string type)

Parameters

type string

SecurityType value.

Returns

SecurityTypes?

SecurityTypes value.

FromQuoteType(int?)

Convert QuoteType to SecurityStates value.

public static SecurityStates? FromQuoteType(this int? type)

Parameters

type int?

QuoteType value.

Returns

SecurityStates?

SecurityStates value.

FromTickDir(char)

Convert TickDirection to bool value.

public static bool FromTickDir(this char dir)

Parameters

dir char

TickDirection value.

Returns

bool

bool value.

GetFixTimeInForce(OrderRegisterMessage) 

public static char GetFixTimeInForce(this OrderRegisterMessage message)

Parameters

message OrderRegisterMessage

The message containing the information for the order registration.

Returns

char

FixTimeInForce value.

GetFixType(OrderMessage)

Get OrdType value.

public static char GetFixType(this OrderMessage message)

Parameters

message OrderMessage

A message containing info about the order.

Returns

char

OrdType value.

GetRequestId(ISubscriptionMessage)

Get request id.

public static long GetRequestId(this ISubscriptionMessage msg)

Parameters

msg ISubscriptionMessage

Subscription.

Returns

long

GetSubscriptionType(ISubscriptionMessage) 

public static char GetSubscriptionType(this ISubscriptionMessage msg)

Parameters

msg ISubscriptionMessage

Subscription.

Returns

char

SubscriptionRequestType value.

InitSecId(SecurityMessage, string, string, string, string) 

public static void InitSecId(this SecurityMessage message, string symbol, string board, string idSource, string idValue)

Parameters

message SecurityMessage
symbol string
board string
idSource string
idValue string

IsCandleEntry(char)

Check the specified type is candle.

public static bool IsCandleEntry(this char mdEntryType)

Parameters

mdEntryType char

MDEntry value.

Returns

bool

Check result.

IsDump(ILogSource) 

public static bool IsDump(this ILogSource source)

Parameters

source ILogSource

Returns

bool

IsMarketMaker(char?, string)

Is the order of market-maker.

public static bool IsMarketMaker(char? orderCapacity, string orderRestrictions)

Parameters

orderCapacity char?

OrderCapacity value.

orderRestrictions string

OrderRestrictions value.

Returns

bool

Check result.

IsSubscribe(char)

Convert SubscriptionRequestType to bool value.

public static bool IsSubscribe(this char type)

Parameters

type char

SubscriptionRequestType value.

Returns

bool

bool value.

IsSubscribe(char?)

Convert SubscriptionRequestType to bool value.

public static bool IsSubscribe(this char? type)

Parameters

type char?

SubscriptionRequestType value.

Returns

bool

bool value.

ReadFileInfo<TMessage>(IFixReader, Action<TMessage>, Func<FixTags, IFixReader, bool>)

Read RemoteFileMessage.

public static bool? ReadFileInfo<TMessage>(this IFixReader reader, Action<TMessage> messageHandler, Func<FixTags, IFixReader, bool> readTag = null) where TMessage : IFileMessage, new()

Parameters

reader IFixReader

Reader.

messageHandler Action<TMessage>

Message handler.

readTag Func<FixTags, IFixReader, bool>

Extra tag reader.

Returns

bool?

true message read ok, false message read with errors, null network problem.

Type Parameters

TMessage

ReadHeader(IFixReader, bool, string)

Read FIX header.

public static string ReadHeader(this IFixReader reader, bool skipBeginString, string expectedVersion)

Parameters

reader IFixReader

Reader.

skipBeginString bool

Skip read BeginString.

expectedVersion string

Expected FixVersions value.

Returns

string

FixMessages value.

ReadMarketDataMessages(IFixReader, FastDateTimeParser, Action<MarketDataMessage>, out string, out string)

Read MarketDataMessage.

public static bool? ReadMarketDataMessages(this IFixReader reader, FastDateTimeParser dataBoundDateParser, Action<MarketDataMessage> handler, out string mdReqId, out string mdResponseId)

Parameters

reader IFixReader

Reader.

dataBoundDateParser FastDateTimeParser

Time parser.

handler Action<MarketDataMessage>

Message handler.

mdReqId string

MDReqID value.

mdResponseId string

MDResponseID value.

Returns

bool?

true message read ok, false message read with errors, null network problem.

ReadMessage(IFixReader, Func<FixTags, bool>)

Read message.

public static bool ReadMessage(this IFixReader reader, Func<FixTags, bool> handler)

Parameters

reader IFixReader

Reader.

handler Func<FixTags, bool>

Tag handler.

Returns

bool

true if the message was successfully read, othewise, returns false.

ReadNews(IFixReader, Action<Message>, FastDateTimeParser)

Read NewsMessage.

public static bool? ReadNews(this IFixReader reader, Action<Message> messageHandler, FastDateTimeParser parser)

Parameters

reader IFixReader

Reader.

messageHandler Action<Message>

Message handler.

parser FastDateTimeParser

Time parser.

Returns

bool?

true message read ok, false message read with errors, null network problem.

ReadOrderCondition(IFixReader, FixTags, Func<OrderCondition>)

Read OrderCondition.

public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)

Parameters

reader IFixReader

Reader.

tag FixTags

Tag.

getCondition Func<OrderCondition>

Handler.

Returns

bool

true if the tag was handled, false if the tag is unknown.

ReadSecurityMessage(IFixReader, FastDateTimeParser, FastDateTimeParser, IDictionary<long, RefPair<int, int>>, Action<SecurityMessage, string, string, string, string>, Action<Exception>, Func<FixTags, IFixReader, SecurityMessage, bool>, Action<Message>, Func<string, SecurityTypes?>, out bool?, out long?, out string, out string)

Read SecurityMessage.

public static bool? ReadSecurityMessage(this IFixReader reader, FastDateTimeParser dateParser, FastDateTimeParser yearMonthParser, IDictionary<long, RefPair<int, int>> totalSecCountByRequestId, Action<SecurityMessage, string, string, string, string> initSecId, Action<Exception> errorHandler, Func<FixTags, IFixReader, SecurityMessage, bool> customTagHandler, Action<Message> messageHandler, Func<string, SecurityTypes?> getSecurityType, out bool? lastFragment2, out long? securityReqId2, out string reason, out string text2)

Parameters

reader IFixReader

Reader.

dateParser FastDateTimeParser

Time parser.

yearMonthParser FastDateTimeParser

Year month parser.

totalSecCountByRequestId IDictionary<long, RefPair<int, int>>

Total count.

initSecId Action<SecurityMessage, string, string, string, string>

Init security id.

errorHandler Action<Exception>

Error handler.

customTagHandler Func<FixTags, IFixReader, SecurityMessage, bool>

Extra tags handler.

messageHandler Action<Message>

Message handler.

getSecurityType Func<string, SecurityTypes?>

Get security type.

lastFragment2 bool?

Last message.

securityReqId2 long?
reason string
text2 string

Returns

bool?

true message read ok, false message read with errors, null network problem.

ReadTrailer(IFixReader, out bool)

Read FIX trailer.

public static void ReadTrailer(this IFixReader reader, out bool fullRead)

Parameters

reader IFixReader

Reader.

fullRead bool

true if the message was successfully read, othewise, returns false.

ReadUserInfoMessage(IFixReader, FastDateTimeParser, Func<FixTags, bool>, Action<Message>)

Read UserInfoMessage.

public static bool? ReadUserInfoMessage(this IFixReader reader, FastDateTimeParser dateParser, Func<FixTags, bool> handler, Action<Message> messageHandler)

Parameters

reader IFixReader

Reader.

dateParser FastDateTimeParser

Time parser.

handler Func<FixTags, bool>

Extra tags handler.

messageHandler Action<Message>

Message handler.

Returns

bool?

true message read ok, false message read with errors, null network problem.

ReadUtc(IFixReader, FastDateTimeParser)

Read time.

public static DateTimeOffset ReadUtc(this IFixReader reader, FastDateTimeParser parser)

Parameters

reader IFixReader

Reader.

parser FastDateTimeParser

Time parser.

Returns

DateTimeOffset

Time.

RegisterCandleType(char, Type)

Register new candle type.

public static void RegisterCandleType(char code, Type messageType)

Parameters

code char

MDEntry value.

messageType Type

The type of candle message.

SetOrderType(OrderMessage, char)

Set OrdType value.

public static void SetOrderType(this OrderMessage message, char ordType)

Parameters

message OrderMessage

A message containing info about the order.

ordType char

OrdType value.

SkipMessage(IFixReader)

Skip reading message.

public static Exception SkipMessage(this IFixReader reader)

Parameters

reader IFixReader

Reader.

Returns

Exception

Possible error.

ToCandleMessage(char)

Convert MDEntryType to CandleMessage value.

public static CandleMessage ToCandleMessage(this char entryType)

Parameters

entryType char

MDEntryType value.

Returns

CandleMessage

CandleMessage value.

ToDataType(char, string)

Convert MDEntryType to DataType value.

public static DataType ToDataType(this char mdEntryType, string arg)

Parameters

mdEntryType char

MDEntryType value.

arg string

MDEntryArg value.

Returns

DataType

DataType value.

ToDialect(string, ILogReceiver)

Convert string to dialect type.

public static Type ToDialect(this string dialect, ILogReceiver logs)

Parameters

dialect string

String value.

logs ILogReceiver

Logs.

Returns

Type

Dialect type.

ToFix(CurrencyTypes)

Convert Ecng.Common.CurrencyTypes to string value.

public static string ToFix(this CurrencyTypes type)

Parameters

type CurrencyTypes

Ecng.Common.CurrencyTypes value.

Returns

string

string value.

ToFix(Level1Fields)

Convert Level1Fields to MDEntryType value.

public static char ToFix(this Level1Fields field)

Parameters

field Level1Fields

Level1Fields value.

Returns

char

MDEntryType value.

ToFix(OptionStyles)

Convert OptionStyles to int value.

public static int ToFix(this OptionStyles style)

Parameters

style OptionStyles

OptionStyles value.

Returns

int

int value.

ToFix(OptionTypes)

Convert OptionTypes to int value.

public static int ToFix(this OptionTypes type)

Parameters

type OptionTypes

OptionTypes value.

Returns

int

int value.

ToFix(SecurityTypes)

Convert SecurityTypes to SecurityType value.

public static string ToFix(this SecurityTypes type)

Parameters

type SecurityTypes

SecurityTypes value.

Returns

string

SecurityType value.

ToFix(SessionStates)

Convert SessionStates to TradSesStatus value.

public static TradSesStatus ToFix(this SessionStates state)

Parameters

state SessionStates

SessionStates value.

Returns

TradSesStatus

TradSesStatus value.

ToFix(SettlementTypes)

Convert SettlementTypes to int value.

public static int ToFix(this SettlementTypes type)

Parameters

type SettlementTypes

SettlementTypes value.

Returns

int

int value.

ToFix(Sides)

Convert Sides to Side value.

public static char ToFix(this Sides side)

Parameters

side Sides

Sides value.

Returns

char

Side value.

ToFix(TimeInForce)

Convert TimeInForce to FixTimeInForce value.

public static char ToFix(this TimeInForce tif)

Parameters

tif TimeInForce

TimeInForce value.

Returns

char

FixTimeInForce value.

ToFix(KeyValuePair<Level1Fields, object>, DateTimeOffset, FastDateTimeParser)

Convert KeyValuePair<TKey, TValue> to MDEntry.

public static MDEntry ToFix(this KeyValuePair<Level1Fields, object> change, DateTimeOffset time, FastDateTimeParser dateTimeParser)

Parameters

change KeyValuePair<Level1Fields, object>

Change.

time DateTimeOffset

Time.

dateTimeParser FastDateTimeParser

Time parser.

Returns

MDEntry

MDEntry value.

ToFixMDType(DataType, out string)

Convert DataType to MDEntryType value.

public static char ToFixMDType(this DataType type, out string mdEntryArg)

Parameters

type DataType

DataType value.

mdEntryArg string

MDEntryArg value.

Returns

char

MDEntryType value.

ToFixOrdStatus(ExecutionMessage)

Convert ExecutionMessage to OrdStatus value.

public static char? ToFixOrdStatus(this ExecutionMessage message)

Parameters

message ExecutionMessage

ExecutionMessage value.

Returns

char?

OrdStatus value.

ToLevel1(char)

Convert MDEntryType to Level1Fields value.

public static Level1Fields ToLevel1(this char entryType)

Parameters

entryType char

MDEntryType value.

Returns

Level1Fields

Level1Fields value.

ToMarginMode(char) 

public static MarginModes ToMarginMode(this char cashMargin)

Parameters

cashMargin char

Returns

MarginModes

ToNative(QuoteChangeActions)

Convert QuoteChangeActions to MDUpdateAction value.

public static char ToNative(this QuoteChangeActions action)

Parameters

action QuoteChangeActions

QuoteChangeActions value.

Returns

char

MDUpdateAction value.

ToNative(QuoteConditions, bool)

Convert QuoteConditions to QuoteCondition value.

public static char? ToNative(this QuoteConditions condition, bool force = false)

Parameters

condition QuoteConditions

QuoteConditions value.

force bool

Returns

char?

QuoteCondition value.

ToNewsPriority(char?)

Convert Urgency to NewsPriorities value.

public static NewsPriorities? ToNewsPriority(this char? urgency)

Parameters

urgency char?

Urgency value.

Returns

NewsPriorities?

NewsPriorities value.

ToPositionEffect(char?)

Convert PositionEffect to OrderPositionEffects value.

public static OrderPositionEffects? ToPositionEffect(this char? effect)

Parameters

effect char?

PositionEffect value.

Returns

OrderPositionEffects?

OrderPositionEffects value.

ToQuoteAction(char)

Convert MDUpdateAction to QuoteChangeActions value.

public static QuoteChangeActions ToQuoteAction(this char action)

Parameters

action char

MDUpdateAction value.

Returns

QuoteChangeActions

QuoteChangeActions value.

ToQuoteCondition(string)

Convert QuoteCondition to QuoteConditions value.

public static QuoteConditions ToQuoteCondition(this string condition)

Parameters

condition string

QuoteCondition value.

Returns

QuoteConditions

QuoteConditions value.

ToSecurityType(OrderMessage) 

public static string ToSecurityType(this OrderMessage message)

Parameters

message OrderMessage

A message containing info about the order.

Returns

string

SecurityType value.

ToTickDir(bool)

Convert bool to TickDirection value.

public static char ToTickDir(this bool dir)

Parameters

dir bool

bool value.

Returns

char

TickDirection value.

ToUserRequestType(UserRequestType)

Convert UserRequestType to FixUserRequestTypes value.

public static FixUserRequestTypes ToUserRequestType(this UserRequestType type)

Parameters

type UserRequestType

UserRequestType value.

Returns

FixUserRequestTypes

FixUserRequestTypes value.

ToUserStatus(FixUserResponseTypes, Exception, string, UserRequestType, out string)

Convert FixUserResponseTypes to UserStatus value.

public static UserStatus ToUserStatus(this FixUserResponseTypes type, Exception error, string userName, UserRequestType requestType, out string text)

Parameters

type FixUserResponseTypes

FixUserResponseTypes value.

error Exception
userName string
requestType UserRequestType
text string

Returns

UserStatus

UserStatus value.

TryReplaceSoh(byte) 

public static byte TryReplaceSoh(this byte value)

Parameters

value byte

Returns

byte

WriteBuildFrom(IFixWriter, DataType)

Write BuildFrom.

public static void WriteBuildFrom(this IFixWriter writer, DataType buildFrom)

Parameters

writer IFixWriter

Writer.

buildFrom DataType

BuildFrom.

WriteCommand<TCommandMessage>(IFixWriter, TCommandMessage, FastDateTimeParser, Action<IFixWriter, TCommandMessage>)

Write CommandMessage.

public static void WriteCommand<TCommandMessage>(this IFixWriter writer, TCommandMessage message, FastDateTimeParser parser, Action<IFixWriter, TCommandMessage> writeTags = null) where TCommandMessage : CommandMessage

Parameters

writer IFixWriter

Writer.

message TCommandMessage

Message.

parser FastDateTimeParser

Time parser.

writeTags Action<IFixWriter, TCommandMessage>

Handler.

Type Parameters

TCommandMessage

Message type.

WriteDataType(IFixWriter, DataType)

Write DataType.

public static void WriteDataType(this IFixWriter writer, DataType dataType)

Parameters

writer IFixWriter

Writer.

dataType DataType

Data type info.

WriteExpiryDate(IFixWriter, OrderRegisterMessage, FastDateTimeParser, TimeZoneInfo)

Write ExpireDate.

public static void WriteExpiryDate(this IFixWriter writer, OrderRegisterMessage regMsg, FastDateTimeParser parser, TimeZoneInfo timeZone)

Parameters

writer IFixWriter

Writer.

regMsg OrderRegisterMessage

The message containing the information for the order registration.

parser FastDateTimeParser

Time parser.

timeZone TimeZoneInfo

Time zone.

WriteFile<TMessage>(IFixWriter, TMessage)

Write RemoteFileMessage.

public static void WriteFile<TMessage>(this IFixWriter writer, TMessage message) where TMessage : IFileMessage

Parameters

writer IFixWriter

Writer.

message TMessage

Message.

Type Parameters

TMessage

WriteFixMessage(IFixWriter, IFixWriter, string, string, string, string, FastDateTimeParser, long, Action<IFixWriter>)

Write FIX message.

public static void WriteFixMessage(this IFixWriter writer, IFixWriter bodyWriter, string version, string msgType, string senderCompId, string targetCompId, FastDateTimeParser sendingTimeParser, long seqNum, Action<IFixWriter> handler)

Parameters

writer IFixWriter

Whole message writer.

bodyWriter IFixWriter

Body only writer.

version string

Version.

msgType string

FixMessages value.

senderCompId string

Sender ID.

targetCompId string

Target ID.

sendingTimeParser FastDateTimeParser

Time parser.

seqNum long

Sequence number.

handler Action<IFixWriter>

Handler.

WriteHandlInst(IFixWriter, OrderRegisterMessage, char)

Write HandlInst.

public static void WriteHandlInst(this IFixWriter writer, OrderRegisterMessage message, char defaultValue = '1')

Parameters

writer IFixWriter

Writer.

message OrderRegisterMessage

Message.

defaultValue char

Default value.

WriteMarketDataMessage(IFixWriter, MarketDataMessage, string, string, FastDateTimeParser, Action<IFixWriter, MarketDataMessage>)

Write MarketDataMessage.

public static void WriteMarketDataMessage(this IFixWriter writer, MarketDataMessage mdMsg, string requestId, string responseId, FastDateTimeParser dataBoundDateParser, Action<IFixWriter, MarketDataMessage> writeSecurityId)

Parameters

writer IFixWriter

Writer.

mdMsg MarketDataMessage

Message.

requestId string

MDReqID value.

responseId string

MDResponseID value.

dataBoundDateParser FastDateTimeParser

Time parser.

writeSecurityId Action<IFixWriter, MarketDataMessage>

Write security id.

WriteMarketMaker(IFixWriter)

Write OrderCapacity and OrderRestrictions.

public static void WriteMarketMaker(this IFixWriter writer)

Parameters

writer IFixWriter

Writer.

WriteNews(IFixWriter, NewsMessage, FastDateTimeParser)

Write NewsMessage.

public static void WriteNews(this IFixWriter writer, NewsMessage newsMsg, FastDateTimeParser parser)

Parameters

writer IFixWriter

Writer.

newsMsg NewsMessage

Message.

parser FastDateTimeParser

Time parser.

WriteParameters(IFixWriter, IDictionary<string, string>)

Write parameters.

public static void WriteParameters(this IFixWriter writer, IDictionary<string, string> parameters)

Parameters

writer IFixWriter

Writer.

parameters IDictionary<string, string>

Parameters.

WritePositionEffect(IFixWriter, OrderPositionEffects?)

Write PositionEffect.

public static void WritePositionEffect(this IFixWriter writer, OrderPositionEffects? effect)

Parameters

writer IFixWriter

Writer.

effect OrderPositionEffects?

OrderPositionEffects value.

WriteSecurityList(IFixWriter, FastDateTimeParser, bool, string, string, ICollection<SecurityMessage>, bool)

Write SecurityMessage list.

public static void WriteSecurityList(this IFixWriter writer, FastDateTimeParser dateParser, bool convertToLatin, string requestId, string responseId, ICollection<SecurityMessage> securityMessages, bool lastFragment)

Parameters

writer IFixWriter

Writer.

dateParser FastDateTimeParser

Time parser.

convertToLatin bool

Convert texts to latin.

requestId string

MDReqID value.

responseId string

MDResponseID value.

securityMessages ICollection<SecurityMessage>

Securities.

lastFragment bool

Last message.

WriteSide(IFixWriter, Sides)

Write Side.

public static void WriteSide(this IFixWriter writer, Sides side)

Parameters

writer IFixWriter

Writer.

side Sides

Side.

WriteStream(IFixWriter, IFixWriter)

Copy content.

public static void WriteStream(this IFixWriter dest, IFixWriter source)

Parameters

dest IFixWriter

Destination.

source IFixWriter

Source.

WriteSubscription(IFixWriter, ISubscriptionMessage)

Write ISubscriptionMessage.

public static void WriteSubscription(this IFixWriter writer, ISubscriptionMessage msg)

Parameters

writer IFixWriter

Writer.

msg ISubscriptionMessage

Message.

WriteSubscriptionRequest(IFixWriter, ISubscriptionMessage, FastDateTimeParser, FixTags)

Write ISubscriptionMessage.

public static void WriteSubscriptionRequest(this IFixWriter writer, ISubscriptionMessage subscription, FastDateTimeParser parser, FixTags requestIdTag = FixTags.MDReqID)

Parameters

writer IFixWriter

Writer.

subscription ISubscriptionMessage

Message.

parser FastDateTimeParser

Time parser.

requestIdTag FixTags

Request id tag.

WriteTransactTime(IFixWriter, FastDateTimeParser)

Write TransactTime.

public static void WriteTransactTime(this IFixWriter writer, FastDateTimeParser parser)

Parameters

writer IFixWriter

Writer.

parser FastDateTimeParser

Time parser.

WriteUserInfoMessage(IFixWriter, UserInfoMessage, FastDateTimeParser)

Write UserInfoMessage.

public static void WriteUserInfoMessage(this IFixWriter writer, UserInfoMessage message, FastDateTimeParser dateParser)

Parameters

writer IFixWriter

Writer.

message UserInfoMessage

Message.

dateParser FastDateTimeParser

Time parser.

WriteUtc(IFixWriter, DateTimeOffset, FastDateTimeParser)

Write time.

public static void WriteUtc(this IFixWriter writer, DateTimeOffset dto, FastDateTimeParser parser)

Parameters

writer IFixWriter

Writer.

dto DateTimeOffset

Time.

parser FastDateTimeParser

Time parser.