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On Tue, Jul 15, 2014 at 11:45 PM, Obucina, Ilija (CWM-NR) <ilija.obucina@rbccm.com> wrote:
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Hi,

I am using quickfixj 1.53 (counterparty is using FIX50SP2 specs. I am trying to create MassQuoteMessage , but I am having difficulties adding instrument information and custom tags defined by the counterparty:

 

Here is part of my counterparty requirements:

 

Header:

MsgType=i

 

Message:

Tag:117 (QuoteID)

Tag 296 (NoQuoteSets)

                Tag : 302 (QuoteSetID)

            Taag 48: (SecurityId)

            Tag 22: (SecurityIDSource)

            Tag 12345 (Custom)

            Tag: 12346 (Custom2)

            …..

                        Tag 299 (QuoteEntryID)

Tag 132 (BidPx)

Tag 133(OfferPx)

                       

 

 

My Java code :

MassQuote offeringMessage = new MassQuote(new QuoteID(String.format("QID_%s", sequence++)));

 

// header -- TODO maybe it is not needed

offeringMessage.getHeader().setField(new MsgType(MsgType.MASS_QUOTE));

 

MassQuote.NoQuoteSets quoteSetGroup = new MassQuote.NoQuoteSets();

quoteSetGroup.set(new QuoteSetID(String.format("QSET_%s", sequence)));            

quoteSetGroup.set(new TotNoQuoteEntries(1));

 

// How to add custom filelds and Instrument info ????????

 

MassQuote.NoQuoteSets.NoQuoteEntries quoteEntryGroup = new MassQuote.NoQuoteSets.NoQuoteEntries();

quoteEntryGroup.set(new QuoteEntryID(“1”));

 

quoteEntryGroup.set(new BidPx(2.1));

quoteEntryGroup.set(new OfferPx(2.0));

 

quoteSetGroup.addGroup(quoteEntryGroup);

          offeringMessage.addGroup(quoteSetGroup);

 

 

Thank you,

Ilija

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