1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
|
<B><CODE><PRE>
import quickfix
def sendOrderCancelRequest:
message = quickfix.Message();
header = message.getHeader();
header.setField(quickfix.BeginString("FIX.4.2"))
header.setField(quickfix.SenderCompID(TW))
header.setField(quickfix.TargetCompID("TARGET"))
header.setField(quickfix.MsgType("D"))
message.setField(quickfix.OrigClOrdID("123"))
message.setField(quickfix.ClOrdID("321"))
message.setField(quickfix.Symbol("LNUX"))
message.setField(quickfix.Side(Side.BUY))
message.setField(quickfix.Text("Cancel My Order!"))
Session.sendToTarget(message)
</PRE></CODE></B>
|