MessageConverter

StockSharp.Server.Protocol

Default implementation of IMessageConverter. Provides bidirectional conversion between FIX record structs and StockSharp messages.

Implements: IMessageConverter

Methods

BuildParties
protected static FixParty[] BuildParties(string clientCode, string brokerCode)
result = MessageConverter.BuildParties(clientCode, brokerCode)

Build FIX Parties array from client code and broker code.

GetMarginMode
protected virtual MarginModes? GetMarginMode(char? cashMargin)
result = messageConverter.GetMarginMode(cashMargin)

Get margin mode from FIX cash margin code.

GetOrderType
protected virtual OrderTypes? GetOrderType(char? ordType)
result = messageConverter.GetOrderType(ordType)

Get order type from FIX char code and apply to message.

GetPositionEffect
protected virtual OrderPositionEffects? GetPositionEffect(char? positionEffect)
result = messageConverter.GetPositionEffect(positionEffect)

Get position effect from FIX char code.

GetSecurityType
protected virtual SecurityTypes? GetSecurityType(string fixSecurityType)
result = messageConverter.GetSecurityType(fixSecurityType)

Get security type from FIX string code.

GetSide
protected virtual Sides? GetSide(char? fixSide)
result = messageConverter.GetSide(fixSide)

Get side from FIX char code.

GetTillDate
protected virtual DateTime? GetTillDate(char? fixTif, DateTime? expiryDate)
result = messageConverter.GetTillDate(fixTif, expiryDate)

Get TillDate based on FIX TimeInForce.

GetTimeInForce
protected virtual TimeInForce? GetTimeInForce(char? fixTif)
result = messageConverter.GetTimeInForce(fixTif)

Get time in force from FIX char code.

ToFixBoard
public virtual FixBoard ToFixBoard(string requestId, BoardMessage message)
result = messageConverter.ToFixBoard(requestId, message)

Convert StockSharp BoardMessage to FIX Board.

ToFixBoardLookup
public virtual FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = messageConverter.ToFixBoardLookup(message)

Convert StockSharp BoardLookupMessage to FIX BoardLookup.

ToFixBoardUpdate
public virtual FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = messageConverter.ToFixBoardUpdate(message)

Convert StockSharp BoardMessage to FIX BoardUpdate.

ToFixCashMargin
protected virtual char? ToFixCashMargin(MarginModes? marginMode)
result = messageConverter.ToFixCashMargin(marginMode)

Convert margin mode to FIX cash margin code.

ToFixDataTypeInfo
public virtual FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = messageConverter.ToFixDataTypeInfo(requestId, message)

Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.

ToFixDataTypeLookup
public virtual FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = messageConverter.ToFixDataTypeLookup(message)

Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.

ToFixExecutionReport
public virtual FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = messageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)

Convert StockSharp ExecutionMessage to FIX ExecutionReport.

ToFixHeartbeat
public virtual FixHeartbeat ToFixHeartbeat(string testReqId)
result = messageConverter.ToFixHeartbeat(testReqId)

Convert heartbeat parameters to FIX Heartbeat.

ToFixHistoryStart
public virtual FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = messageConverter.ToFixHistoryStart(requestId, from)

Convert history parameters to FIX HistoryStart.

ToFixLogonResponse
public virtual FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = messageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

Convert logon response parameters to FIX LogonResponse.

ToFixMarketDataIncrementalRefresh
public virtual FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)

Convert market data entries to FIX MarketDataIncrementalRefresh.

ToFixMarketDataRequest
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = messageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Convert StockSharp MarketDataMessage to FIX MarketDataRequest.

ToFixMarketDataRequestReject
public virtual FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = messageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Convert error to FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh
public virtual FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)

Convert market data entries to FIX MarketDataSnapshotFullRefresh.

ToFixNewOrderSingle
public virtual FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = messageConverter.ToFixNewOrderSingle(message)

Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.

ToFixNews
public virtual FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = messageConverter.ToFixNews(message, mdResponseId)

Convert StockSharp NewsMessage to FIX News.

ToFixOrderCancelReject
public virtual FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = messageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)

Convert order cancel reject parameters to FIX OrderCancelReject.

ToFixOrderCancelReplaceRequest
public virtual FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = messageConverter.ToFixOrderCancelReplaceRequest(message)

Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest
public virtual FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = messageConverter.ToFixOrderCancelRequest(message)

Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.

ToFixOrderMassCancelReport
public virtual FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = messageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)

Convert order mass cancel report parameters to FIX OrderMassCancelReport.

ToFixOrderMassCancelRequest
public virtual FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = messageConverter.ToFixOrderMassCancelRequest(message)

Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest
public virtual FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderMassStatusRequest(message)

Convert StockSharp OrderStatusMessage (mass request) to FIX OrderMassStatusRequest.

ToFixOrderStatusRequest
public virtual FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderStatusRequest(message)

Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.

ToFixOrderType
protected virtual char? ToFixOrderType(OrderTypes? orderType, OrderCondition condition)
result = messageConverter.ToFixOrderType(orderType, condition)

Convert order type to FIX char code.

ToFixPositionEffect
protected virtual char? ToFixPositionEffect(OrderPositionEffects? effect)
result = messageConverter.ToFixPositionEffect(effect)

Convert position effect to FIX char code.

ToFixPositionReport
public virtual FixPositionReport ToFixPositionReport(string posReqId, string account, string symbol, string securityExchange, SecurityTypes? securityType, TPlusLimits? limitType, string clientCode, CurrencyTypes? currency, string strategyId, Sides? side, DataType buildFrom, string depoName, string description, ICollection<KeyValuePair<PositionChangeTypes, object>> changes, DateTime? transactTime)
result = messageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)

Convert position parameters to FIX PositionReport.

ToFixPositionReport
public virtual FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = messageConverter.ToFixPositionReport(message, posReqId)

Convert StockSharp PositionChangeMessage to FIX PositionReport.

ToFixReject
public virtual FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = messageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)

Convert reject parameters to FIX Reject.

ToFixRemoteFile
public virtual FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = messageConverter.ToFixRemoteFile(requestId, message)

Convert StockSharp RemoteFileMessage to FIX RemoteFile.

ToFixRemove
public virtual FixRemove ToFixRemove(RemoveMessage message)
result = messageConverter.ToFixRemove(message)

Convert StockSharp RemoveMessage to FIX Remove.

ToFixRequestForPositions
public virtual FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = messageConverter.ToFixRequestForPositions(message)

Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.

ToFixResendRequest
public virtual FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = messageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Convert sequence range to FIX ResendRequest.

ToFixSecurityLegsInfo
public virtual FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = messageConverter.ToFixSecurityLegsInfo(requestId, legs)

Convert security legs to FIX SecurityLegsInfo.

ToFixSecurityLegsRequest
public virtual FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = messageConverter.ToFixSecurityLegsRequest(message)

Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.

ToFixSecurityListRequest
public virtual FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = messageConverter.ToFixSecurityListRequest(message)

Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.

ToFixSecurityListResponse
public virtual FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = messageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)

Convert StockSharp SecurityMessage collection to FIX SecurityListResponse.

ToFixSecurityListResponseError
public virtual FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = messageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Convert error to FIX SecurityListResponseError.

ToFixSecurityMapping
public virtual FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = messageConverter.ToFixSecurityMapping(message)

Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.

ToFixSecurityStatusRequest
public virtual FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = messageConverter.ToFixSecurityStatusRequest(message)

Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.

ToFixSecurityType
protected virtual string ToFixSecurityType(SecurityTypes? securityType)
result = messageConverter.ToFixSecurityType(securityType)

Convert security type to FIX string code.

ToFixSequenceReset
public virtual FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = messageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Convert sequence reset parameters to FIX SequenceReset.

ToFixSide
protected virtual char? ToFixSide(Sides? side)
result = messageConverter.ToFixSide(side)

Convert side to FIX char code.

ToFixSubscription
public virtual FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = messageConverter.ToFixSubscription(requestId, responseId, message)

Convert StockSharp MarketDataMessage to FIX Subscription.

ToFixSubscriptionFinished
public virtual FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = messageConverter.ToFixSubscriptionFinished(message, mdReqId)

Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.

ToFixSubscriptionOnline
public virtual FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = messageConverter.ToFixSubscriptionOnline(mdReqId)

Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.

ToFixSubscriptionResponse
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = messageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Convert error to FIX SubscriptionResponse.

ToFixSubscriptionResponse
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = messageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.

ToFixSubscriptionType
protected virtual char? ToFixSubscriptionType(bool? isSubscribe)
result = messageConverter.ToFixSubscriptionType(isSubscribe)

Convert subscription type to FIX char code.

ToFixTestRequest
public virtual FixTestRequest ToFixTestRequest(TimeMessage message)
result = messageConverter.ToFixTestRequest(message)

Convert StockSharp TimeMessage to FIX TestRequest.

ToFixTimeInForce
protected virtual char? ToFixTimeInForce(TimeInForce? tif, DateTime? tillDate)
result = messageConverter.ToFixTimeInForce(tif, tillDate)

Convert time in force to FIX char code, using to distinguish GoodTillCancel / Day / GoodTillDate (all represented as PutInQueue).

ToFixTimeInForce
protected virtual char? ToFixTimeInForce(TimeInForce? tif)
result = messageConverter.ToFixTimeInForce(tif)

Convert time in force to FIX char code.

ToFixTradingSessionStatus
public virtual FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = messageConverter.ToFixTradingSessionStatus(requestId, message)

Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest
public virtual FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = messageConverter.ToFixTradingSessionStatusRequest(message)

Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.

ToFixUserInfo
public virtual FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = messageConverter.ToFixUserInfo(message, userRequestId)

Convert StockSharp UserInfoMessage to FIX UserInfo.

ToFixUserRequest
public virtual FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = messageConverter.ToFixUserRequest(message)

Convert StockSharp UserRequestMessage to FIX UserRequest.

ToFixUserRequestEx
public virtual FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = messageConverter.ToFixUserRequestEx(message)

Convert StockSharp UserLookupMessage to FIX UserRequestEx.

ToFixUserResponse
public virtual FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = messageConverter.ToFixUserResponse(userRequestId, userName, status, text)

Convert user response parameters to FIX UserResponse.

ToHistoryStart
public virtual ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = messageConverter.ToHistoryStart(fix)

Convert FIX HistoryStart to history parameters.

ToMessage
public virtual DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = messageConverter.ToMessage(fix)

Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.

ToMessage
public virtual OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = messageConverter.ToMessage(fix)

Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.

ToMessage
public virtual OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.

ToMessage
public virtual UserInfoMessage ToMessage(FixUserInfo fix)
result = messageConverter.ToMessage(fix)

Convert FIX UserInfo to StockSharp UserInfoMessage.

ToMessage
public virtual OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.

ToMessage
public virtual NewsMessage ToMessage(FixNews fix)
result = messageConverter.ToMessage(fix)

Convert FIX News to StockSharp NewsMessage.

ToMessage
public virtual OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.

ToMessage
public virtual ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = messageConverter.ToMessage(fix)

Convert FIX SecurityListResponse to StockSharp SecurityMessage collection with metadata.

ToMessage
public virtual OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.

ToMessage
public virtual PositionChangeMessage ToMessage(FixPositionReport fix)
result = messageConverter.ToMessage(fix)

Convert FIX PositionReport to StockSharp PositionChangeMessage.

ToMessage
public virtual OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderMassStatusRequest to StockSharp OrderStatusMessage (mass request).

ToMessage
public virtual ExecutionMessage ToMessage(FixExecutionReport fix)
result = messageConverter.ToMessage(fix)

Convert FIX ExecutionReport to StockSharp ExecutionMessage.

ToMessage
public virtual UserRequestMessage ToMessage(FixUserRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX UserRequest to StockSharp UserRequestMessage.

ToMessage
public virtual ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = messageConverter.ToMessage(fix)

Convert FIX UserResponse to user response parameters.

ToMessage
public virtual BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.

ToMessage
public virtual SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = messageConverter.ToMessage(fix)

Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.

ToMessage
public virtual UserLookupMessage ToMessage(FixUserRequestEx fix)
result = messageConverter.ToMessage(fix)

Convert FIX UserRequestEx to StockSharp UserLookupMessage.

ToMessage
public virtual ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = messageConverter.ToMessage(fix)

Convert FIX MarketDataIncrementalRefresh to market data parameters.

ToMessage
public virtual BoardLookupMessage ToMessage(FixBoardLookup fix)
result = messageConverter.ToMessage(fix)

Convert FIX BoardLookup to StockSharp BoardLookupMessage.

ToMessage
public virtual ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = messageConverter.ToMessage(fix)

Convert FIX MarketDataSnapshotFullRefresh to market data parameters.

ToMessage
public virtual BoardMessage ToMessage(FixBoardUpdate fix)
result = messageConverter.ToMessage(fix)

Convert FIX BoardUpdate to StockSharp BoardMessage.

ToMessage
public virtual SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.

ToMessage
public virtual ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderMassCancelReport to order mass cancel report parameters.

ToMessage
public virtual SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.

ToMessage
public virtual PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = messageConverter.ToMessage(fix)

Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.

ToMessage
public virtual ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = messageConverter.ToMessage(fix)

Convert FIX OrderCancelReject to order cancel reject parameters.

ToMessage
public virtual SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = messageConverter.ToMessage(fix)

Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.

ToMessage
public virtual RemoveMessage ToMessage(FixRemove fix)
result = messageConverter.ToMessage(fix)

Convert FIX Remove to StockSharp RemoveMessage.

ToMessage
public virtual TimeMessage ToMessage(FixTestRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX TestRequest to StockSharp TimeMessage.

ToMessage
public virtual SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = messageConverter.ToMessage(fix)

Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.

ToMessage
public virtual SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = messageConverter.ToMessage(fix)

Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.

ToMessage
public virtual SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = messageConverter.ToMessage(fix)

Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.

ToMessages
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = messageConverter.ToMessages(fix)

Convert FIX MarketDataRequest to StockSharp MarketDataMessage collection. One FIX request may generate multiple S# messages (per security/datatype combination).

ToResendRange
public virtual ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = messageConverter.ToResendRange(fix)

Convert FIX ResendRequest data to sequence range.

ToSequenceReset
public virtual ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = messageConverter.ToSequenceReset(fix)

Convert FIX SequenceReset data to sequence numbers.