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
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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