[Quickfix-developers] Market Data Request

[azmat <mr...@gm...>]

All-

First of all I'd like to thank everyone that has helped me understand and
use QF over the past few weeks.  Without the community's help, I would be
miles behind and confused.  

I have a question regarding Market Data Requests.  I'm trying to send a
request for MarketData, but I can't figure out how to do it.  The
constructor for the QuickFix42.MarketDataRequest has three parameters
(mdreqid, subscriptionrequesttype, and marketdepth).  I am able to look up
these tags and fill in what I want for them, however according to the FIX42
spec (page 65), there are a number of other fields that are required:

NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.

What I believe I need to do is create a Repeating Group.  So after
constructing a new MarketDataRequest object (called mdr), I wrote this:

            QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();

I believe this starts me off in creating a 'Repeating Group'.  I only need
to request market data about 1 symbol at a time.  So I wrote this:

 group.set(new Symbol("GC"));
            group.set(new SecurityExchange("ECOMEX"));
            group.set(new MaturityMonthYear("200804"));
            group.set(new SecurityType("FUT"));

            mdr.addGroup(group);
            Session.sendToTarget(mdr, "senderCompID", "targetCompID");

When I send this, nothing happens.  I believe I am doing something wrong,
but have no clue what.  
Any help would be very much appreciated.  I tried searching in the forums
for any help, but couldn't find any.  

Anyways, this is the code I have so far:

            _mqReqId = "md" + DateTime.Now.ToString("HHmmss");
            QuickFix42.MarketDataRequest mdr = new
QuickFix42.MarketDataRequest(new MDReqID("unique"), new
SubscriptionRequestType('1'),
                                                        new MarketDepth(1));

            QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();
            group.set(new Symbol("GC"));
            group.set(new SecurityExchange("ECOMEX"));
            group.set(new MaturityMonthYear("200804"));
            group.set(new SecurityType("FUT"));

            mdr.addGroup(group);
            Session.sendToTarget(mdr, "senderCompID", "targetCompID");


Can someone point me into the right direction?  

Thanks!
Azmat
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