-
If you use the TimeZoneOffset to control when EOD runs it will open the same cache file after EOD runs. This problem only occurs when TimeZoneOffset is > 0.
Class: SocketEngine
Method: MessageCacheInit
Old Code: DateTime dtOpen = DateTime.Now.Date.AddHours(_iTimeZoneOffset);
New Code: DateTime dtOpen = DateTime.Now.AddHours(_iTimeZoneOffset).Date;
I must have added the...
2009-09-08 17:54:13 UTC by upchuk
-
Currency refers to the type of Currency and should be of type string.
2009-07-27 10:17:03 UTC by zagdev
-
I have made a successful implementation of parsing Repeating Groups on Incoming messages. I've only applied it to one or two message types but happy to make it available to others if they want to use it. I'm not that familiar with the best way to post on sourceforge though.
2009-07-10 15:26:42 UTC by dumbmoney
-
I have found a workround which seems to work. In FIX4NET.FIX.FIX_4_4 I changed the Message Beginstring to 4.2 ....it now lets me dummy a 4.4 spec message to a 4.2 spec server.I look forward to the upgrade.
Regards R.
2009-07-10 08:37:09 UTC by roller4
-
Hi Charles
I have been having a play with your product and noticed that the 4.2 messages are incomplete.Do you have any idea when you might get this done?
Regards r.
2009-07-10 07:39:23 UTC by roller4
-
That works great!
I guess the functionality of parsing the messages from here into RepeatingGroups is missing based on the other comments in this thread. I will give it a shot and see how it goes.
Thanks,
Luke.
2009-06-23 19:16:45 UTC by dumbmoney
-
Make sure you initialize the SocketEngine with the FIX 4.4 MessageFactoryFIX.
SocketEngine engine = new SocketEngine();
engine.MessageFactory = new FIX4NET.FIX.FIX_4_4.MessageFactoryFIX();
This is how FIX4NET creates message objects from the raw FIX message. Depending on what type of factory you give the engine it creates different message objects.
Charles Easton
East Tech...
2009-06-23 18:44:46 UTC by upchuk
-
Hi Charles,
Thanks so much for the quick response. The main Message type I need to implement is MarketDataSnapshotFullRefresh ( "W" ) for FIX 4.4 as well as FIX 4.2.
I don't seem to have figured out how to use this message type in FIX 4.4 either. Perhaps if I am able to get FIX 4.4 working I will be able to apply that to the FIX 4.2 message types. Here is a brief...
2009-06-22 18:10:48 UTC by dumbmoney
-
I never finished all the FIX 4.2 messages. It probably wouldn't take long for me to implement the messages you need, even if they have repeating groups, but then you would have to integrate with my new release. Since this is open source I can not commit to a date but I'm willing to work on it since it's not finished as was meant to be finished.
What messages would you want to too quickly?.
2009-06-19 16:38:30 UTC by upchuk
-
Hi Charles,
How is it there was never a need to parse repeating groups as Quotes often come with repeating groups? I find myself in a situation of committing to porting a project to your library and now encountering this dilemma. For FX, Currenex is FIX 4.2 and often repeating Groups are used. I prefer using 100% managed code than QuickFix so hoping I can get a solution. I suppose there is...
2009-06-19 15:41:31 UTC by dumbmoney
