Re: [Quickfix-users] Problem with custom data dictionary
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Re: [Quickfix-users] Problem with custom data dictionary
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From: Mike P. <mic...@ya...> - 2011-02-07 20:21:13
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I think you need to rebuild the API. The TrdType field is probably still defined as a 'Integer' and not a 'String'. --- On Mon, 2/7/11, Dan Bonnett <dbo...@so...> wrote: From: Dan Bonnett <dbo...@so...> Subject: [Quickfix-users] Problem with custom data dictionary To: "qui...@li..." <qui...@li...> Date: Monday, February 7, 2011, 1:27 PM QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I’m using quickfix 4.4 with .NET. I have a need to take a Trade Capture message stored as a string, and then create the Trade Capture object from that. It has been working fine, but now I’m needing to use TrdType (828) from ICE. Per the FIX spec, this should be an int, but ICE can send characters, so I tried to change the FIX44.xml file to define this field as a string. <field number="828" name="TrdType" type="STRING"> <value enum="0" description="REGULAR_TRADE" /> <value enum="1" description="BLOCK_TRADE" /> <value enum="2" description="EFP" /> <value enum="3" description="TRANSFER" /> <value enum="4" description="LATE_TRADE" /> <value enum="5" description="T_TRADE" /> <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" /> <value enum="7" description="BUNCHED_TRADE" /> <value enum="8" description="LATE_BUNCHED_TRADE" /> <!--<value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />--> <value enum="9" /> <!-- CCX EFP Trade --> <value enum="K" /> <!-- Block Trade --> <value enum="E" /> <!-- EFP Trade -->…. When I get a trade where 828=E, I get an exception when the Trade Capture object is set using this code: var trade = new TradeCaptureReport();trade.setString(message, true, new QuickFix.DataDictionary(“C:\IceConfig\FIX44.xml”)); {"Exception of type 'QuickFix.InvalidMessage' was thrown."} System.Exception {QuickFix.InvalidMessage} What am I doing wrong? Thanks,Dan -----Inline Attachment Follows----- ------------------------------------------------------------------------------ The modern datacenter depends on network connectivity to access resources and provide services. The best practices for maximizing a physical server's connectivity to a physical network are well understood - see how these rules translate into the virtual world? http://p.sf.net/sfu/oracle-sfdevnlfb -----Inline Attachment Follows----- _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |