FixMarketDataRequest

FixMarketDataRequest

public FixMarketDataRequest(FixId MdReqId, FixId MdResponseId, char? SubscriptionRequestType, char[] MdEntryTypes, string[] MdEntryArgs, SecurityId[] SecurityIds, string[] SecurityTypes, int? MarketDepth, DateTime? FromDate, DateTime? ToDate, bool? AllowBuildFromSmallerTimeFrame, bool? IsCalcVolumeProfile, bool? IsFinishedOnly, bool? IsRegularTradingHours, int? BuildMode, char? BuildFrom, char? BuildField, long? Skip, long? Count, Level1Fields[] Fields)

fixMarketDataRequest = FixMarketDataRequest(MdReqId, MdResponseId, SubscriptionRequestType, MdEntryTypes, MdEntryArgs, SecurityIds, SecurityTypes, MarketDepth, FromDate, ToDate, AllowBuildFromSmallerTimeFrame, IsCalcVolumeProfile, IsFinishedOnly, IsRegularTradingHours, BuildMode, BuildFrom, BuildField, Skip, Count, Fields)

Data from MarketDataRequest FIX message.

MdReqId

市场数据请求标识符.

MdResponseId

市场数据响应标识符(用于未订阅).

SubscriptionRequestType

订阅请求类型(0=snapshot,1=订阅,2=未订阅).

MdEntryTypes

市场数据入门类型(0=Bid,1=Offer,2=Trade等).

MdEntryArgs

市场数据输入参数(e.g.,蜡烛的时间框架).

SecurityIds

金融工具识别符。

SecurityTypes

每种金融工具的金融工具类型。

MarketDepth

市场深度 (0=全深度).

FromDate

历史数据的起算日期.

ToDate

历史数据结束日期.

AllowBuildFromSmallerTimeFrame

允许从较小的时间范围来建起蜡烛.

IsCalcVolumeProfile

计算音量配置 。

IsFinishedOnly

回来时只带了蜡烛

IsRegularTradingHours

正常交易时间仅限.

BuildMode

构建市场数据模式.

BuildFrom

从数据类型构建 。

BuildField

为取花烛而建田地.

Skip

要跳过的记录( 剪接) 。

Count

要返回的记录数量( pagination) 。

Fields

第一级字段需要请求 。

AllowBuildFromSmallerTimeFrame

public bool? AllowBuildFromSmallerTimeFrame { get; set; }

value = fixMarketDataRequest.AllowBuildFromSmallerTimeFrame
fixMarketDataRequest.AllowBuildFromSmallerTimeFrame = value

允许从较小的时间范围来建起蜡烛.

BuildField

public char? BuildField { get; set; }

value = fixMarketDataRequest.BuildField
fixMarketDataRequest.BuildField = value

为取花烛而建田地.

BuildFrom

public char? BuildFrom { get; set; }

value = fixMarketDataRequest.BuildFrom
fixMarketDataRequest.BuildFrom = value

从数据类型构建 。

BuildMode

public int? BuildMode { get; set; }

value = fixMarketDataRequest.BuildMode
fixMarketDataRequest.BuildMode = value

构建市场数据模式.

Count

public long? Count { get; set; }

value = fixMarketDataRequest.Count
fixMarketDataRequest.Count = value

要返回的记录数量( pagination) 。

Fields

public Level1Fields[] Fields { get; set; }

value = fixMarketDataRequest.Fields
fixMarketDataRequest.Fields = value

第一级字段需要请求 。

FromDate

public DateTime? FromDate { get; set; }

value = fixMarketDataRequest.FromDate
fixMarketDataRequest.FromDate = value

历史数据的起算日期.

IsCalcVolumeProfile

public bool? IsCalcVolumeProfile { get; set; }

value = fixMarketDataRequest.IsCalcVolumeProfile
fixMarketDataRequest.IsCalcVolumeProfile = value

计算音量配置 。

IsFinishedOnly

public bool? IsFinishedOnly { get; set; }

value = fixMarketDataRequest.IsFinishedOnly
fixMarketDataRequest.IsFinishedOnly = value

回来时只带了蜡烛

IsRegularTradingHours

public bool? IsRegularTradingHours { get; set; }

value = fixMarketDataRequest.IsRegularTradingHours
fixMarketDataRequest.IsRegularTradingHours = value

正常交易时间仅限.

MarketDepth

public int? MarketDepth { get; set; }

value = fixMarketDataRequest.MarketDepth
fixMarketDataRequest.MarketDepth = value

市场深度 (0=全深度).

MdEntryArgs

public string[] MdEntryArgs { get; set; }

value = fixMarketDataRequest.MdEntryArgs
fixMarketDataRequest.MdEntryArgs = value

市场数据输入参数(e.g.,蜡烛的时间框架).

MdEntryTypes

public char[] MdEntryTypes { get; set; }

value = fixMarketDataRequest.MdEntryTypes
fixMarketDataRequest.MdEntryTypes = value

市场数据入门类型(0=Bid,1=Offer,2=Trade等).

MdReqId

public FixId MdReqId { get; set; }

value = fixMarketDataRequest.MdReqId
fixMarketDataRequest.MdReqId = value

市场数据请求标识符.

MdResponseId

public FixId MdResponseId { get; set; }

value = fixMarketDataRequest.MdResponseId
fixMarketDataRequest.MdResponseId = value

市场数据响应标识符(用于未订阅).

SecurityIds

public SecurityId[] SecurityIds { get; set; }

value = fixMarketDataRequest.SecurityIds
fixMarketDataRequest.SecurityIds = value

金融工具识别符。

SecurityTypes

public string[] SecurityTypes { get; set; }

value = fixMarketDataRequest.SecurityTypes
fixMarketDataRequest.SecurityTypes = value

每种金融工具的金融工具类型。

Skip

public long? Skip { get; set; }

value = fixMarketDataRequest.Skip
fixMarketDataRequest.Skip = value

要跳过的记录( 剪接) 。

SubscriptionRequestType

public char? SubscriptionRequestType { get; set; }

value = fixMarketDataRequest.SubscriptionRequestType
fixMarketDataRequest.SubscriptionRequestType = value

订阅请求类型(0=snapshot,1=订阅,2=未订阅).

ToDate

public DateTime? ToDate { get; set; }

value = fixMarketDataRequest.ToDate
fixMarketDataRequest.ToDate = value

历史数据结束日期.