Re: [Quickfix-users] Using NewOrderMultileg to send a two legged Order

[Grant B. <gbi...@co...>]

Please review the "repeating groups" section of the quickfix docs,
because you're not doing it quite right.

Normal link (down at the moment):
http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
Google cached link:
http://webcache.googleusercontent.com/search?q=cache:UgZU3jrmDu8J:www.quickfixengine.org/quickfix/doc/html/repeating_groups.html+quickfix+repeating+groups&cd=1&hl=en&ct=clnk&gl=us&client=opera

Furthermore, it's not recommended to use the "setField()" methods
directly.  You should instead use the set() methods.  See the "sending
messages" doc page, section titled "Most Type Safe... DO THIS!":

Normal link (down at the moment):
http://www.quickfixj.org/quickfixj/usermanual/1.4.0/usage/sending_messages.html
Google cached link:
http://webcache.googleusercontent.com/search?q=cache:HCaHT_RRXacJ:www.quickfixengine.org/quickfix/doc/html/sending_messages.html+quickfix+sending+messages&cd=1&hl=en&ct=clnk&gl=us&client=opera


On Tue, Jun 29, 2010 at 7:13 AM, Fix User <fi...@ym...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Dear Fix Users,
>
>
>
>  First, I tried to send this message to the list yesterday but I think it did not go thru. If you see multiple posts, I appologize.
>
>
>
>  I'm a new QuickFix user. I'm trying to create a FIX43::NewOrderMultileg message to create a contract with two legs. Both legs are contracts on Emini (symbol "ES").  One leg is a future contract, and the second leg is an option on the future contract.
>
>
>
>
>
> My values are as follows:
>
>
>
> Common Values:
>
> ----------------------
>
>
>
> FIX43::NewOrderMultileg newOrder;
>
> newOrder.getHeader().setField(FIX::TargetCompID("IB"));
>
> newOrder.getHeader().setField(FIX::SenderCompID("abcdef"));
>
> newOrder.getHeader().setField(FIX::MsgType("AB"));
>
> newOrder.setField(167, "MULTILEG");
>
> newOrder.set(FIX::TimeInForce(FIX::TimeInForce_DAY));
>
> newOrder.set(FIX::SecurityExchange(
>
> "GLOBEX"));
>
> newOrder.setField(204,
>
> "0");  //CustomOrFirm, required for options
>
>
>
> newOrder.setField(55, "ES");  //Symbol
>
>
>
> newOrder.setField(440,
>
> "AB12345");  //Account
>
>
>
> newOrder.setField(555, "2");   //No Legs
>
>
>
> //Values for Leg 1, Field and Value pairs for the Option Contract
>
> ----------------------------------------------------------------------------------
>
> 600=>"ES"  //Leg Symbol;
>
> 608=> "OCF"  //LegCFICode
>
> 610=>"201007" //LegMaturity
>
> 612=>"1000" //LegStrikePrice
>
> 624=>"1" //LegSide
>
>
>
> Values for Leg 2, Field and Value pairs for the Future Contract
>
> --------------------------------------------------------------------------------
>
>
>
> 600=>"ES" //Symbol
>
> 608=> "F" //LegCFICode
>
> 610=>"201009" //Leg Maturity
>
> 624=>"2" //LegSide
>
>
>
>
>
> Can someone pls show me how I can pass these leg1 and leg2 values into my NewOrderMultileg message ? I am using latest (C++)  QuickFix.
>
>
>
> Thank you very much.
>
>
>
> Jim
>
>
>
>
>
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