Re: [Quickfix-users] Why is my MarketDataRequest badly formed?
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Re: [Quickfix-users] Why is my MarketDataRequest badly formed?
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From: <or...@qu...> - 2008-04-18 15:42:36
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<html><body><div>There is no requirement that MDReqID be the first field in the message. Unless it is part of a repeating group, anything goes, therefore QuickFIX puts it in the most convenient order according to its internal data structure, making it quicker to retrieve fields from messages.</div> <div> </div> <div>--oren</div> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-users] Why is my MarketDataRequest badly formed?<BR>From: "Beaghton Ltd" <bea...@gm...><BR>Date: Fri, April 11, 2008 8:42 am<BR>To: <a href="mailto:qui...@li...">qui...@li...</a><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR> <HR> Hi,<BR><BR>I am trying to build a MarketDataRequest ("V") message but the order in which QF adds the fields groups to the message doesn't seem to match the order in which I add them. I've reduced the problem to six lines:<BR><BR> FIX::Message msg;<BR> msg.setField(FIX::MDReqID("ABC123"));<BR> FIX44::MarketDataRequest::NoRelatedSym relSym;<BR> relSym.setField(FIX::Symbol("DEF456"));<BR> msg.addGroup(relSym);<BR><BR>If I then render the resulting (admittedly meaningless) message, I get the following:<BR><BR>BodyLength=27<BR>NoRelatedSym=1<BR>Symbol=DEF456<BR>MDReqID=ABC123<BR>CheckSum=052<BR><BR>Why has it put the NoRelatedSym group before the MDReqID?<BR><BR>This is with QF version 1.12.4 and FIX44.XML as the config file.<BR><BR>Can you tell me what I am doing wrong? It must be something that I have forgotten to configure, as I'm new to QF and I can't believe that this has no been seen by others!<BR><BR>Many thanks,<BR><BR>Dan Pike<BR><BR> <HR> -------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A> <HR> _______________________________________________<BR>Quickfix-users mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-users<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></A><BR></BLOCKQUOTE></body></html> |
