1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
|
<!DOCTYPE html>
<html>
<head>
<title></title>
</head>
<body>
<pre>
<b><code>from quickfix import *
def sendOrderCancelRequest:
message = quickfix.Message()
# BeginString
message.getHeader().setField(quickfix.StringField(8, "FIX.4.2"))
# SenderCompID
message.getHeader().setField(quickfix.StringField(49, "TW"))
# TargetCompID, with enumeration
message.getHeader().setField(quickfix.StringField(56, "TARGET"))
# MsgType
message.getHeader().setField(quickfix.CharField(35, 'F'))
# OrigClOrdID
message.setField(quickfix.StringField(41, "123"))
# ClOrdID
message.setField(quickfix.StringField(11, "321"))
# Symbol
message.setField(quickfix.StringField(55, "LNUX"))
# Side, with value enumeration
message.setField(quickfix.CharField(54, quickfix.Side_BUY))
# Text
message.setField(quickfix.StringField(58, "Cancel My Order!"))
Session.sendToTarget(message);
</code></b>
</pre>
</body>
</html>
|
