lundi 2 février 2015

Limit Order

Hi All,



I trying to send a limit order, I have found some posts here but have not solved my problem.

I use quickfix/n and send the following:



var order = new NewOrderSingle

{

ClOrdID = new ClOrdID(fixId1),

SecondaryClOrdID = new SecondaryClOrdID(fixId2),

Side = new Side(side),

TransactTime = new TransactTime(DateTime.Now),

OrdType = new OrdType(OrdType.LIMIT),

Account = new Account(account),

Symbol = new Symbol(instrument),

OrderQty = new OrderQty(volumeUnits),

TimeInForce = new TimeInForce(TimeInForce.GOOD_TILL_CANCEL),



};



order.SetField(new NoPartyIDs(1));



var noPartyIDsGroup = new NewOrderSingle.NoPartyIDsGroup();

noPartyIDsGroup.PartyID = new PartyID(id);

noPartyIDsGroup.PartyIDSource = new PartyIDSource('D');

noPartyIDsGroup.PartyRole = new PartyRole(3);

noPartyIDsGroup.NoPartySubIDs = new NoPartySubIDs(1);



var noPartySubIDsGroup = new NewOrderSingle.NoPartyIDsGroup.NoPartySubIDsGroup();

noPartySubIDsGroup.PartySubID = new PartySubID(account);

noPartySubIDsGroup.PartySubIDType = new PartySubIDType(10);

noPartyIDsGroup.AddGroup(noPartySubIDsGroup);

var noPartySubIDsGroup2 = new NewOrderSingle.NoPartyIDsGroup.NoPartySubIDsGroup();

noPartySubIDsGroup2.PartySubID = new PartySubID(client);

noPartySubIDsGroup2.PartySubIDType = new PartySubIDType(22);

noPartyIDsGroup.AddGroup(noPartySubIDsGroup2);

order.AddGroup(noPartyIDsGroup);



I get ExecutionReport with Text:

Unsupported Order Type or Field Combination, No PegOffsetValue specified



Please help



Thanks



Andy




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