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- public override void onMessage(QuickFix44.MarketDataIncrementalRefresh msg, SessionID sessionID)
- {
- try
- {
- var mdReqId = new MDReqID();
- if (msg.isSet(mdReqId))
- msg.get(mdReqId);
- var noMdEntries = new NoMDEntries();
- if (msg.isSet(noMdEntries))
- msg.get(noMdEntries);
- int noMdEntriesInt;
- if (Int32.TryParse(noMdEntries.ToString(), out noMdEntriesInt))
- {
- for (uint i = 1; i <= noMdEntriesInt; i++)
- {
- var group = new MarketDataIncrementalRefresh.NoMDEntries();
- Group repeatedData;
- if (msg.isSet(noMdEntries))
- {
- repeatedData = msg.getGroup(i, group);
- var mdUpdateAction = new MDUpdateAction();
- if (repeatedData.isSetField(mdUpdateAction))
- repeatedData.getField(mdUpdateAction);
- var mdEntryType = new MDEntryType();
- if (repeatedData.isSetField(mdEntryType))
- repeatedData.getField(mdEntryType);
- var symbol = new Symbol();
- if (repeatedData.isSetField(symbol))
- repeatedData.getField(symbol);
- var mdEntryPx = new MDEntryPx();
- if (repeatedData.isSetField(mdEntryPx))
- repeatedData.getField(mdEntryPx);
- var mdEntrySize = new MDEntrySize();
- if (repeatedData.isSetField(mdEntrySize))
- repeatedData.getField(mdEntrySize);
- var numberOfOrders = new NumberOfOrders();
- if (repeatedData.isSetField(numberOfOrders))
- repeatedData.getField(numberOfOrders);
- var mdEntryPositionNo = new MDEntryPositionNo();
- if (repeatedData.isSetField(mdEntryPositionNo))
- repeatedData.getField(mdEntryPositionNo);
- var quoteCondition = new QuoteCondition();
- if (repeatedData.isSetField(quoteCondition))
- repeatedData.getField(quoteCondition);
- var sysSymbolId = 0;
- var mdEntryId = new MDEntryID();
- if (repeatedData.isSetField(mdEntryId))
- {
- repeatedData.getField(mdEntryId);//THIS LINE THROWS ERROR
- string strMdEntryId = mdEntryId.getValue();
- }
- //}
- }
- }
- }
- }
- Functions.WriteDebugLog("OK");
- }
- catch (Win32Exception e)
- {
- Functions.WriteSystemLog("Ex Msg:" + e.ToString() + " Fix Msg : " + msg.ToString());
- }
- catch (Exception ex)
- {
- Functions.WriteSystemLog("Ex Msg:" + ex.ToString() + " Fix Msg : " + msg.ToString());
- }
- }
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