var noMDETGroup1 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
noMDETGroup1.MDEntryType = new MDEntryType('0');
var noMDETGroup2 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
noMDETGroup2.MDEntryType = new MDEntryType('1');
var noMDETGroup3 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
noMDETGroup3.MDEntryType = new MDEntryType('2');
var noMDETGroup4 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
noMDETGroup4.MDEntryType = new MDEntryType('4');
msg.AddGroup(noMDETGroup1);
msg.AddGroup(noMDETGroup2);
msg.AddGroup(noMDETGroup3);
msg.AddGroup(noMDETGroup4);
}
Is there any simpler way to do the repeating group? The Quick Fix/n site give me this idea: http://quickfixn.org/tutorial/repeating-groups.html
Well, here's one way:
char[] mdEntryTypes = {'0', '1', '2', '4'};
foreach (char c in mdEntryTypes)
{
var group = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
group.MDEntryType = new MDEntryType(c);
msg.AddGroup(group);
}