Re: [Quickfix-developers] QuickFixJ: MassQuoteMessage

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

This is the C++ QF list.  You should join the Java list instead.

See http://quickfixj.org/support/


On Tue, Jul 15, 2014 at 11:45 PM, Obucina, Ilija (CWM-NR) <
ili...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  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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