[Quickfix-developers] Subscribing multiple securities in Trade capture Report

[Ahmed, M. <ma...@ve...>]

Hi, I have created a Trade capture report request program and it is
working fine when I subscribe only one security i.e. when I send msgType
= AD only for one security at a time. Now I am trying to subscribe
multiple securities. I have a hash table that hold SecurityTypeId and I
iterate through that hash table and send messages per securityTypeId. I
do get the Acknowledge message (msgType = "AQ")  back from the server
for the messages i.e. one Acknowledge message per security , but the
problem is that quick fix  only capture the last security that was in
hash table when I loop through the hash table. To be on the safe side I
create a new instance of QuickFix44.Message for each security. I don't
know if this is the right approch or there is something else that I need
to do in order to subcribe multiple securities.

 

Any help would be appreciated.

 

Regards,

Mobashir Ahmed