def getSecuritiesList(self): msg = fix50.SecurityListRequest() header = msg.getHeader() header.setField(fix.SenderCompID(self.usrID)) header.setField(fix.TargetCompID(self.targetCompID)) msg.setField(fix.SecurityReqID('ListRequest1')) msg.setField(fix.SecurityListRequestType(4)) fix.Session.sendToTarget(msg)
def compose_security_list_request(self, security_request_id): security_list_request = quickfix44.SecurityListRequest() security_list_request.setField( quickfix.SecurityReqID(security_request_id)) security_list_request.setField( quickfix.SecurityListRequestType( quickfix.SecurityListRequestType_ALL_SECURITIES)) return security_list_request
def derivativeSecurityListRequest(self): msg = fix.Message() header = msg.getHeader() header.setField(fix.BeginString(fix.BeginString_FIXT11)) header.setField(fix.MsgType("z")) header.setField(fix.SenderCompID("pjseoane232")) header.setField(fix.TargetCompID("ROFX")) msg.setField(fix.SecurityReqID(self.ListaContratos)) msg.setField(fix.SecurityListRequestType(4)) #msg.setField(fix.MarketID("ROFX")) #msg.setField(fix.MarketSegmentID("DDF")) fix.Session.sendToTarget(msg)
def securityListRequest(self): #pag 73 msg = self.buildMsgHeader('x') msg.setField(fix.SecurityReqID('ListRequestA')) msg.setField(fix.SecurityListRequestType(4)) msg.setField(fix.MarketID('ROFX')) msg.setField(fix.MarketSegmentID('DDF')) #msg.setField(fix.Currency('ARS')) #msg.setField(fix.TradingSessionID("0")) #msg.setField(fix.Symbol('RFX20Jun20')) #msg.setField(fix.SecurityExchange('ROFX')) msg.setField(fix.CFICode("FXXXSX")) fix.Session.sendToTarget(msg) return
def securityListRequest(self): #pag 73 msg = fix50.SecurityListRequest() msg.setField(fix.SecurityReqID("listaXX")) msg.setField(fix.SecurityListRequestType(0)) #group = fix50.SecurityListRequest() #group.setField(fix.NoRelatedSym(1)) msg.setField(fix.Symbol('DOSep19')) msg.setField(fix.SecurityExchange('ROFX')) # msg.addGroup(group) # msg.setField(fix.MarketSegmentID("DDF")) #1300 # msg.setField(fix.MarketID('ROFX')) #1301 # msg.setField(fix.Symbol("RFX20Sep19")) # msg.setField(fix.SecurityExchange('ROFX')) # msg.setField(fix.CFICode("FXXXSX")) fix.Session.sendToTarget(msg, self.sessionID)
easyfix.enable_logging() app = easyfix.InitiatorApp.create('example.cfg') app.start() while not app.logged_on: time.sleep(0.1) print("Logged in!") # Send message using normal Quickfix messages m = fix44.SecurityListRequest() m.setField(fix.SecurityReqID(str(uuid.uuid4()))) m.setField( fix.SecurityListRequestType( fix.SecurityListRequestType_ALL_SECURITIES)) fix.Session.sendToTarget(m, app.session_id) # Send an order m = fix44.NewOrderSingle() m.setField(fix.ClOrdID(str(uuid.uuid4()))) m.setField(fix.SecurityID('25')) m.setField( fix.SecurityIDSource( fix.SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER)) m.setField(fix.Side(fix.Side_BUY)) m.setField(fix.OrderQty(0.01)) m.setField(fix.Price(123)) m.setField(fix.OrdType(fix.OrdType_LIMIT)) # Python QuickFIX UtcTimeStampField doesn't accept a `datetime` object, we