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 security_definition_request(self, sender_comp_id, target_comp_id):
message = fix44.SecurityDefinitionRequest()
header = message.getHeader()
header.setField(fix.SenderCompID(sender_comp_id))
header.setField(fix.TargetCompID(target_comp_id))
message.setField(fix.SecurityReqID(self._generate_id()))
message.setField(
fix.SecurityRequestType(
fix.SecurityRequestType_REQUEST_LIST_SECURITIES))
# group = fix44.SecurityDefinitionRequest().Instrument()
# Instrument
# for md_type in md_types:
# group.setField(fix.MDEntryType(md_type))
# message.addGroup(group)
try:
fix.Session.sendToTarget(message)
except fix.SessionNotFound:
raise Exception(f"No session found {message}, exiting...")
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)
HeartBtInt=30
ReconnectInterval=10""")
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))