Re: [Quickfix-developers] Query on Market Data Incremental refresh

[Joerg T. <Joe...@ma...>]

On 09/13/06 10:45, Ananth wrote:
> As per FIX document "Recommended Practices for Book Management" there
> are additional fields which are MDPriceLevel Tag No. 1021 and MDBookTyp=
e
> Tag No. 1023. These fields are very useful for processing the Market
> Data Incremental Refresh message. I cannot find these fields in QuickFi=
x
> FIX44 xml file.

Did you check FIX 4.4 specs first. If the tags are there, then it is a bu=
g if they are missing in=20
the data dictionary. Otherwise, they are just not part of FIX 4.4. Maybe =
they are planned to be=20
added in the next time. Please ask on the forums on the FPL site.

> Are they custom fields which I need to add in the xml
> file and respective classes to use them? Or is there any better way?

For incoming messages, the data dictionary is used for checking. Therefor=
e, the tags have to be=20
added there (and published to possible clients). Please use the user defi=
ned range 5000...9999 if=20
the tags are not in FIX 4.4. Check the user defined fields repository on =
the FPL site.

For outgoing messages, you could define your own field class. Just use an=
y standard QF field class=20
as a template. Then you can use the general setter method of the Message =
and Group class (ie=20
FieldBase base class).

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen