Send New Regular Order (Single or Multileg Order)

CopySend New Regular Order (Single or Multileg Order)

// Prerequisites: Variable "session" of type FIXSession.
// All sessions can be enumerated from FIXEngine.Sessions

// First of all, to be safe, acquire the global lock (See FIXOrderManager.SyncRoot).
lock (FIXOrderManager.SyncRoot)
{
    FIXSessionOrderManager sessionOM = FIXOrderManager.GetSessionOrderManager(session);
    FIXMessage newOrder = session.CreateMessage(MsgTypes.NewOrderSingle); // Or MsgTypes.NewOrderMultileg
    // Set symbol, e.g. "IBM"
    newOrder.SetValue(Tags.Symbol, "IBM");
    // Add fields such as "ClOrdID", "TimeInForce", "Price", "OrderQty", "Side", "TransactTime", etc ...

    // This example works with FIX versions from 4.1 to 5.0. It is a perfect example of version 
    // independent order management. 
    // Sometimes we do need to deal with some special tags. For example: "TransactTime" is usually a
    // required field since FIX version 4.2+.
    if (newOrder.MessageSchema.GetFieldByTag(Tags.TransactTime) != null) // Tag defined in message
        newOrder.SetValue(Tags.TransactTime, DateTime.UtcNow);
    try
    {
        // Note: An exception may be thrown out.
        // The exception may be caused by application program error (e.g. duplicated ClOrdID); 
        // or system error (e.g. underlying FIX session connection is down; depends on 
        // FIXSessionOrderManagerSettings.AlwaysSendNewOrder).
        // See FIXSessionOrderManager.AddNewRegularOrder for more details.
        FIXRegularOrder order = sessionOM.AddNewRegularOrder(newOrder);
        // Event FIXSessionOrderManager.OrderAdded will be triggered immediately before the
        // method <c>AddNewRegularOrder</c> returns, within the same thread context.
    }
    catch (Exception ex)
    {
        // TODO: Your own error handling logic ...
    }
}

This operation is thread safe.

This example works with FIX versions from 4.1 to 5.0+.