Examples of MarketDataRequest


Examples of quickfix.fix44.MarketDataRequest

    return marketDataRequest(symbol, SubscriptionRequestType.DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST);
  }

  private static Message marketDataRequest(String symbol, char subscriptionRequestType) {

    MarketDataRequest tickerRequest = new MarketDataRequest();

    NoRelatedSym noRelatedSym = new NoRelatedSym();
    noRelatedSym.set(new Symbol(symbol));
    tickerRequest.addGroup(noRelatedSym);

    tickerRequest.set(new MDReqID("123")); // any value
    tickerRequest.set(new SubscriptionRequestType(subscriptionRequestType));
    tickerRequest.set(new MarketDepth(0));

    addMDType(tickerRequest, MDEntryType.BID);
    addMDType(tickerRequest, MDEntryType.OFFER);
    addMDType(tickerRequest, MDEntryType.TRADE);
    addMDType(tickerRequest, MDEntryType.INDEX_VALUE);
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