Question

I want sent bid ask message in quick fix protocol by fix acceptor.

i must send bid ask message by quick fix

i use quickfix_net dll as fix acceptor , how to i send bid ask by this dll

Answer 1

I hope you are able to send/get FIX message ,so for sending Bid/Ask(in FIX offer) you have to send MarketData-Type FIX message having repeationg groups for Bid-Offer ,it has also third Field for Trade Price .

 MarketDataSnapshotFullRefresh message =  new MarketDataSnapshotFullRefresh(new QuickFix.Symbol("QF"));
 MarketDataSnapshotFullRefresh.NoMDEntries group =  new MarketDataSnapshotFullRefresh.NoMDEntries();
 //For Bid 
 group.set(new QuickFix.MDEntryType('0')); 
 group.set(new QuickFix.MDEntryPx(12.32));
 group.set(new QuickFix.MDEntrySize(100));    
 message.addGroup(group);
 //For Ask
  group.set(new QuickFix.MDEntryType('1'));
  group.set(new QuickFix.MDEntryPx(12.32));
  group.set(new QuickFix.MDEntrySize(100));    
  message.addGroup(group);