[Quickfix-developers] In what stable version of QuickFixJ is Market depth available?

[DV <vis...@ya...>]

QuickFix Gurus,

In what stable version of QuickFixJ is Market depth available? That is, the pointed question is repeating groups.


Also if it is available, what is the way one creates this request?

Method 1-
The only repeating this is MDEntryType(in my case)

public Message Marketdepth()
    {
    
        Message quickFIXMessage = new MarketDataRequest();
        MarketDataRequest.NoMDEntryTypes group = new               MarketDataRequest.NoMDEntryTypes();
        group.set(new quickfix.field.MDEntryType('0'));
        quickFIXMessage.addGroup(group);
        
        group.set(new quickfix.field.MDEntryType('1'));
        quickFIXMessage.addGroup(group);
        
        group.set(new quickfix.field.MDEntryType('2'));
        quickFIXMessage.addGroup(group);
        
        group.set(new quickfix.field.MDEntryType('3'));
        quickFIXMessage.addGroup(group);
        
        group.set(new quickfix.field.MDEntryType('4'));
        quickFIXMessage.addGroup(group);
        
        group.set(new quickfix.field.MDEntryType('5'));
        quickFIXMessage.addGroup(group);
        
        quickFIXMessage.setField(new quickfix.field.NoRelatedSym(1));//146...only    one symbol always...in my case
        quickFIXMessage.setField(new quickfix.field.Symbol("MSFT"));//55
        quickFIXMessage.setField(new quickfix.field.IDSource("8"));//TODo ..
        quickFIXMessage.setField(new quickfix.field.SecurityID("MSFT"));//48...
        quickFIXMessage.setField(new quickfix.field.SecurityExchange("NYS"));
        
    return quickFIXMessage;
    
    }

---------------------------------------------------------
Method 2-



 private Message MarketDepth(String isin,String mdReqID)
    {
            
        Message quickFIXMessage = new MarketDataRequest();
        quickFIXMessage.setField(new quickfix.field.MDReqID(mdReqID));//262...unique MDID..TODO make it unique and stor it somewhere
        quickFIXMessage.setField(new quickfix.field.MarketDepth(1));//264...Level one 
        quickFIXMessage.setField(new quickfix.field.MDUpdateType(1));//265...incremental refresh
        quickFIXMessage.setField(new quickfix.field.NoMDEntryTypes(6));//267...the number of 269s appearing
        quickFIXMessage.setField(new quickfix.field.MDEntryType('0'));//269
        quickFIXMessage.setField(new quickfix.field.MDEntryType('1'));
        quickFIXMessage.setField(new quickfix.field.MDEntryType('2'));
        quickFIXMessage.setField(new quickfix.field.MDEntryType('4'));
        quickFIXMessage.setField(new quickfix.field.MDEntryType('5'));
        quickFIXMessage.setField(new quickfix.field.NoRelatedSym(1));//146...only one symbol always in my case 
        quickFIXMessage.setField(new quickfix.field.Symbol("MSFT"));//55
         quickFIXMessage.setField(new quickfix.field.IDSource("8"));//TODo ..
         quickFIXMessage.setField(new quickfix.field.SecurityID("MSFT"));//48...
         quickFIXMessage.setField(new quickfix.field.SecurityExchange("NYS"));
        
        
        return quickFIXMessage;
        
 }


Thanks

DV

    







 		
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